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mtouyaa
/
Python-for-MarketRisk
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Black-Scholes Pricing and Greeks
Black-Scholes Pricing and Greeks
FRTB
FRTB
Fixed Income
Fixed Income
Interest Rate
Interest Rate
Monte Carlo simulation
Monte Carlo simulation
P&L VaR ES
P&L VaR ES
_README.md
_README.md
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About
Manuel Touyaa's porfotlio of Python projects/assignments for Finance Market Risk.
Topics
backtesting
basel-3
basel-iii
black-scholes
expected-shortfall
finance
frtb
hpl
market-risk
monte-carlo
pnl
python
rtpl
value-at-risk
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