Skip to content

Calculates the VaR for a stock portfolio using normal, EMWA and historical distributions

Notifications You must be signed in to change notification settings

cianryan09/VaR-Calculation

Folders and files

NameName
Last commit message
Last commit date

Latest commit

 

History

6 Commits
 
 
 
 
 
 

About

Calculates the VaR for a stock portfolio using normal, EMWA and historical distributions

Stars

Watchers

Forks

Releases

No releases published

Packages

No packages published