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pyVaR

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Shared memory parallel Python code to calculate the Value at Risk (VaR) of a stock using Monte Carlo and GBM model

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Name		Name	Last commit message	Last commit date
enkf-matlab		enkf-matlab
.DS_Store		.DS_Store
.gitignore		.gitignore
LICENSE		LICENSE
MSc_Shih-Hsun_Lin.pdf		MSc_Shih-Hsun_Lin.pdf
README.md		README.md
enkf-matlab-0.31.tar.gz		enkf-matlab-0.31.tar.gz
forward_sim.py		forward_sim.py
historical_input.py		historical_input.py
table.csv		table.csv
test_MC.py		test_MC.py
test_schemes.py		test_schemes.py

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pyVaR

Shared memory parallel Python code to calculate the Value at Risk (VaR) of a stock using Monte Carlo and GBM model

About

Shared memory parallel Python code to calculate the Value at Risk (VaR) of a stock using Monte Carlo and GBM model

3 stars

1 watching

Report repository

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