financial-risk-management

There are 3 repositories under financial-risk-management topic.

  • prudhvi-reddy-m/VaRCalculator

    VaR (Value-at-Risk) Calculator: An elegant tool designed to compute Value-at-Risk using three robust methods - Parametric, Historical, and Monte Carlo Simulation. Dive into the intricacies of risk management with precision and confidence.

    Language:Jupyter Notebook5103

  • leotau2018/AASA_CODE

    An accelerated active‑set algorithm for a quadratic semidefinite program with general constraints

    Language:MATLAB0100

  • SowmyaKothari/BFSI-Credit-Risk-Management

    Statistical model that can predict the Loss Given Default(LGD) for borrowers

    Language:Jupyter Notebook0100