GitHub - MathisAchddou/all-types-of-VaR-and-CVaR: we are coding historic, parametric ("normal distribution" and "Student t distribution") and Monte Carlo VaR and CVaR simulations

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we are coding historic, parametric ("normal distribution" and "Student t distribution") and Monte Carlo VaR and CVaR simulations

Name		Name	Last commit message	Last commit date
Latest commit History 2 Commits
Historical, Parametric VaR and CVaR with Python.ipynb		Historical, Parametric VaR and CVaR with Python.ipynb
Monte Carlo simulation of a Portfolio return + VaR and CVaR .ipynb		Monte Carlo simulation of a Portfolio return + VaR and CVaR .ipynb

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