market-risk
There are 20 repositories under market-risk topic.
OpenGamma/Strata
Open source analytics and market risk library from OpenGamma
lakshmiDRIP/DROP
Fixed Income Analytics, Portfolio Construction Analytics, Transaction Cost Analytics, Counter Party Analytics, Asset Backed Analytics
hamaadshah/market_risk_gan_tensorflow
Using Bidirectional Generative Adversarial Networks to estimate Value-at-Risk for Market Risk Management using TensorFlow.
SiruiJi/ml4frm
Machine learning for financial risk management
TommasoBelluzzo/StrataXL
An Excel integration of OpenGamma Strata.
OpenGamma/JavaSDK
Java SDK providing access to the OpenGamma API
exceljava/strata-excel
Excel bindings for OpenGamma's Strata library
mcf-long-short/quantitative-risk-management
Practical, hands-on risk modeling, risk assessment and verifications of risk models across major risk classes and understanding risk regulation as well. Implementing risk models in Python, R and Excel.
yatshunlee/CAViaR
Measure market risk by CAViaR model
mtouyaa/Python-for-MarketRisk
Manuel Touyaa's porfotlio of Python projects/assignments for Finance Market Risk.
craquinterogo/quantitative_finance
Testing Code abount quantitative finance algorithms
danielnegrini/livro-derivativos-e-risco-de-mercado
Repositório com o código-fonte do Derivativos e Risco de Mercado
GimleDigital/Value-at-Risk
Proposed solutions to selected exercises in the book "Value-at-Risk: Theory and Practice" (2nd edition) by Glyn A. Holton.
nchukalovskiy/bonds-risk
Financial risks of bonds
AndreasTheodoulou/Market-Risk-Modelling-Thesis
Statistical techniques for Market Risk Modelling (VaR and ES)
1danjordan/mmr
Measuring Market Risk in R
olesyamba/Risk_analysis
Repository represents python usability of measuring and managing risks (practice tasks and real cases)
PS-QL/JforFinance
Treasury products valuation and risk measurement using J programming -- under progress
primepi/Risk_Management
financial risk management projects
Honey28Git/Finance-Risk-and-Analytics
These are two sets of Analysis done in this Project. Financial Risk Analysis to check the Credibility of companies and Market Risk Analysis for 10 different Indian Stocks.