GitHub / virajvaidya / ValueAtRiskModels

Value at Risk (VaR) and Sharpe Ratio computations of securities on the Australian Stock Exchange (ASX).

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PURL: pkg:github/virajvaidya/ValueAtRiskModels

Stars: 3
Forks: 0
Open issues: 0

License: apache-2.0
Language: Jupyter Notebook
Size: 652 KB
Dependencies parsed at: Pending

Created at: over 3 years ago
Updated at: 6 months ago
Pushed at: over 3 years ago
Last synced at: 6 months ago

Topics: asx, carlo, finance, monte, montecarlo-simulation, statistics, valueatrisk, var

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