Open source analytics and market risk library from OpenGamma

• UpdatedMar 17, 2025
• Java

Fixed Income Analytics, Portfolio Construction Analytics, Transaction Cost Analytics, Counter Party Analytics, Asset Backed Analytics

• UpdatedMar 16, 2025
• HTML

Using Bidirectional Generative Adversarial Networks to estimate Value-at-Risk for Market Risk Management using TensorFlow.

• UpdatedFeb 15, 2023
• Python

Machine learning for financial risk management

• UpdatedJan 10, 2024
• Python

An Excel integration of OpenGamma Strata.

• UpdatedSep 19, 2021
• VBA

Measure market risk by CAViaR model

• UpdatedDec 15, 2024
• Jupyter Notebook

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.

• UpdatedMay 19, 2022
• HTML

Java SDK providing access to the OpenGamma API

• UpdatedOct 28, 2024
• Java

Manuel Touyaa's porfotlio of Python projects/assignments for Finance Market Risk.

• UpdatedMar 5, 2022
• Jupyter Notebook

Excel bindings for OpenGamma's Strata library

• UpdatedJun 7, 2022
• Java

Testing Code abount quantitative finance algorithms

• UpdatedNov 2, 2024
• Jupyter Notebook

Proposed solutions to selected exercises in the book "Value-at-Risk: Theory and Practice" (2nd edition) by Glyn A. Holton.

• UpdatedJul 10, 2019
• Scala

Repositório com o código-fonte do Derivativos e Risco de Mercado

• UpdatedDec 22, 2017
• Jupyter Notebook

Financial risks of bonds

• UpdatedDec 11, 2018
• Mathematica

Statistical techniques for Market Risk Modelling (VaR and ES)

• UpdatedMay 21, 2020
• MATLAB

Measuring Market Risk in R

• UpdatedMay 14, 2019
• R

I experiment in this project using different neural network approaches to predict gap risk on the price of financial assets.

• UpdatedJan 1, 2025
• Jupyter Notebook

Repository represents python usability of measuring and managing risks (practice tasks and real cases)

• UpdatedSep 27, 2023
• Jupyter Notebook

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.

• UpdatedMar 29, 2024
• Jupyter Notebook

Treasury products valuation and risk measurement using J programming -- under progress

• UpdatedJan 9, 2019
• Jupyter Notebook