RiskManagement is a Python Package that aimed at providing methods in solving problems in the field of financial risk management. This package derives from IIT course MATH 588 Advanced Quantitative Risk Management. In order to aviod writting repeated code in the projects of this course, I tried to encapsulate the commonly used methods and this becomes the starting point of the package. Currently RiskManagement is only a young and naive package that can only solve risk problems under given conditions. Hopefully, after open source, there can be more contributors for this project and this package can help more risk management people worldwide. All are welcomed to contribute to this package (no matter mathematically or financially!) Author: Henry Email: henryguoziheng@gmail.com Contributors: Specical thanks to Peter Yu who is a proficient programmer. He helped a lot in structuring the package based on OOP. Thanks to Chen Dinghao who helped in programming explicitModel for multivariate Gaussian Distribution.
BigBigRadish/RiskManagement-Package
A Python package aimed at solving risk management problems with methods from generating data to model of computing risk measure
Python