/Risk-Port

Quantitative Risk Book

Primary LanguageJupyter Notebook

This is the git for Ken Winston's Quantitative Risk and Portfolio Management: Theory and Practice book in Jupyter Notebook form.

All text and code is Copyright (C) 2022 Kenneth Winston. All rights reserved.

Many thanks to Tom Kwong and Justin Bois for technical assistance.

The chapters can be read, with live code execution, via Binder:

Binder