Thanks to visit codestin.com
Credit goes to github.com

#

historical-var

Here are 3 public repositories matching this topic...

vladislavpyatnitskiy / Risk-Management-Analytics

Essential techniques to assess financial risks

risk-analysis monte-carlo-simulation var value-at-risk risk-management mvar risk-modelling expected-shortfall variance-covariance cvar conditional-value-at-risk avar portfolio-risk altman-z-score multi-asset-value-at-risk rachev-ratio historical-var value-at-risk-monte-carlo

Updated Jul 27, 2025
R

PPH-Myat / multi-asset-var-analysis

1-day 95% VaR on SOFR swaps and equities (AAPL, MSFT, F, BAC) using parametric, Monte Carlo and historical methods.

var risk-management historical-var parametric-var monte-carlo-var

Updated Apr 18, 2025
Python

mmualim / Value-at-Risk-Model

Derive and Calculate VaR Models:

python monte-carlo-simulation historical-var parametric-var monte-carlo-var

Updated Mar 17, 2025
Jupyter Notebook

Improve this page

Add a description, image, and links to the historical-var topic page so that developers can more easily learn about it.

Curate this topic

Add this topic to your repo

To associate your repository with the historical-var topic, visit your repo's landing page and select "manage topics."