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!
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GitHub: https://github.com/TheQuantPy
Specific Tutorial Link: https://github.com/TheQuantPy/youtube...
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Collection of resources used on QuantPy YouTube channel. https://github.com/thequantpy
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