Numerical Methods in Finance Posted by By Shailendra, FRM, CQF June 23, 2024Posted inQuant - General Numerical methods and their uses in finance.
Var Approaches Posted by By Shailendra, FRM, CQF October 22, 2023Posted inPython Code This article provides a detailed exploration of three different approaches for calculating Value at Risk (VaR) – Historical, Variance-Covariance, and Monte Carlo Simulation. The analysis is based on Nifty data…