Parametric VaR and CVaR with Python
Implementation of Parametric Value at Risk (VaR) and Conditional Value at Risk (CVaR) with Python. Learn how to calculate value at risk using two parametric distributions; the normal distribution and the Student t distribution!
★ ★ Code Available on GitHub ★ ★
GitHub: https://github.com/TheQuantPy
Specific Tutorial Link: https://github.com/TheQuantPy/youtube...
★ A data driven path to getting a job in Quant Finance
https://www.quantpykit.com/
★ QuantPy GitHub
Collection of resources used on QuantPy YouTube channel. https://github.com/thequantpy
Disclaimer: All ideas, opinions, recommendations and/or forecasts, expressed or implied in this content, are for informational and educational purposes only and should not be construed as financial product advice or an inducement or instruction to invest, trade, and/or speculate in the markets. Any action or refraining from action; investments, trades, and/or speculations made in light of the ideas, opinions, and/or forecasts, expressed or implied in this content, are committed at your own risk an consequence, financial or otherwise.
On this page of the site you can watch the video online Parametric VaR and CVaR with Python with a duration of hours minute second in good quality, which was uploaded by the user QuantPy 10 December 2020, share the link with friends and acquaintances, this video has already been watched 11,590 times on youtube and it was liked by 198 viewers. Enjoy your viewing!
