Manuel Touyaa's porfotlio of Python projects/assignments for Finance Market Risk.
☆15Mar 5, 2022Updated 4 years ago
Alternatives and similar repositories for Python-for-MarketRisk
Users that are interested in Python-for-MarketRisk are comparing it to the libraries listed below. We may earn a commission when you buy through links labeled 'Ad' on this page.
Sorting:
- Model and replications scripts for the 2020 IMF Working Paper "Foreign Exchange Interventions Rules for Central Banks: A Risk-Based Frame…☆11Apr 20, 2023Updated 3 years ago
- SABR stochastic volatility model: calibration, implied-volatility surfaces and conditional Monte Carlo (MSc thesis, BSE)☆10Sep 27, 2026Updated last month
- Basel III Standardized Approach for Counterparty Credit Risk Management☆11Jul 5, 2021Updated 5 years ago
- Project includes scripts to set up a securities master database with stock and ETF timeseries data☆12Apr 20, 2016Updated 10 years ago
- Derivatives pricing in modern C++.☆18Apr 15, 2026Updated 6 months ago
- Wordpress hosting with auto-scaling - Free Trial Offer • AdFully Managed hosting for WordPress and WooCommerce businesses that need reliable, auto-scalable performance. Cloudways SafeUpdates now available.
- Built quantitative models to measure value at risk (VaR) and Expected Shortfall (ES).☆13Aug 30, 2018Updated 8 years ago
- The BASE SAS plus a bunch of functionalities I am missing in BASE SAS☆15May 28, 2026Updated 5 months ago
- LSTM stock prediction and backtesting☆14Jan 11, 2020Updated 6 years ago
- Companion to the book: SAS® Viya®: The R Perspective by Yue Qi, Kevin D. Smith, and Xiangxiang Meng☆12Oct 4, 2024Updated 2 years ago
- The Value at Risk (VaR) calculation, Python version☆10Nov 1, 2019Updated 6 years ago
- Pricing and greeks simulation of an autocallable structure by monte carlo and pyspark☆17Dec 19, 2019Updated 6 years ago
- Shiny Dashboards Workshop for R-Ladies Philly☆15Jan 13, 2021Updated 5 years ago
- High performance hybrid Monte Carlo simulation☆10Sep 21, 2026Updated last month
- This course focuses on computational methods in option and interest rate, product’s pricing and model calibration. The first module will …☆14Aug 25, 2022Updated 4 years ago
- Virtual machines for every use case on DigitalOcean • AdGet dependable uptime with 99.99% SLA, simple security tools, and predictable monthly pricing with DigitalOcean's virtual machines, called Droplets.
- Curated list of Moroccans publishing in the most prestigious AI conferences☆11Jul 6, 2026Updated 3 months ago
- Portfolio tracking and stock monitor☆12Updated this week
- Code Repository for Hyperledger for Blockchain Applications, by Packt Publishing☆13Jan 12, 2023Updated 3 years ago
- Thesis support material☆11Mar 28, 2021Updated 5 years ago
- Estimating Value-at-Risk with a recurrent neural network (Jordan type) GARCH model☆73Sep 15, 2019Updated 7 years ago
- Financial Library ( Economic Scenario Generator, Asset Liability Management, Pricing )☆37Oct 30, 2023Updated 2 years ago
- A Python demo for SWIG☆16Aug 23, 2022Updated 4 years ago
- Using a dataset of hedge fund indices, I had computed various risk parameters, explicitly Value at risk (VaR), drawdown and deviation fro…☆25Aug 10, 2020Updated 6 years ago
- Python for multiobjective cash management☆13Sep 21, 2017Updated 9 years ago
- Virtual machines for every use case on DigitalOcean • AdGet dependable uptime with 99.99% SLA, simple security tools, and predictable monthly pricing with DigitalOcean's virtual machines, called Droplets.
- R package for ttf2pt1- to be used with extrafont package☆14Sep 23, 2025Updated last year
- Visual dashboard for BMAD projects. Wiki browser + sprint status viewer with live reload.☆15Mar 28, 2026Updated 7 months ago
- Some old code.☆11Apr 8, 2019Updated 7 years ago
- BMAD module that runs the full BMAD story workflow end-to-end — one story at a time, hands-off between human-in-the-loop checkpoints — on…☆30Aug 24, 2026Updated 2 months ago
- ☆10May 30, 2020Updated 6 years ago
- One-week side project to play around stochastic optimization (how to take *good* decisions under uncertainty)☆11Aug 16, 2022Updated 4 years ago
- ☆11Apr 10, 2025Updated last year
- Lifetime Expected Credit Loss calculation under IFRS 9☆14Apr 27, 2017Updated 9 years ago
- This project is a Python demonstrator for the stochastic grid bundling method (SGBM) to solve backward stochastic differential equations …☆12Nov 19, 2018Updated 7 years ago
- Managed hosting for WordPress and PHP on Cloudways • AdManaged hosting for WordPress, Magento, Laravel, or PHP apps, on multiple cloud providers. Deploy in minutes on Cloudways by DigitalOcean.
- Multivariate DCC-GARCH model☆16Sep 27, 2018Updated 8 years ago
- Implementation of a variety of Value-at-Risk backtests☆46May 25, 2019Updated 7 years ago
- ☆11Mar 5, 2021Updated 5 years ago
- A Jailbroken GenAI Model Can Cause Real Harm: GenAI-powered Applications are Vulnerable to PromptWares☆16Aug 17, 2025Updated last year
- Functions and workflows to run financial stress tests on climate change related risk types☆27Jun 3, 2024Updated 2 years ago
- This project aims to construct the Equity Implied Volatility surface under the Stochastic Volatility Inspired (SVI) model.☆10Sep 12, 2026Updated last month
- Portfolio level (un)conditional risk measure estimation for backtesting using Vine Copula and ARMA-GARCH models.☆24Jan 22, 2024Updated 2 years ago