Python-based portfolio / stock widget which sources data from Yahoo Finance and calculates different types of Value-at-Risk (VaR) metrics and many other (ex-post) risk/return characteristics both on an individual stock and portfolio-basis, stand-alone and vs. a benchmark of choice (constructed with wxPython)

Mixed models @lme4 + custom covariances + parameter constraints

This repository contains notes, slides, labs, assignments and projects for the Mathematics for Machine Learning and Data Science by DeepLearning.AI and Coursera.

In this model, we have calculated 1 day VaR using Monte carlo simulations and variance-covaraince method for a 4 stock portfolio.

Essential techniques to assess financial risks

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Microsoft Windows screensaver, simulating and displaying the principle of bivariate regression or correlation as part of the SCHRAUSSER-MAT tool compilation. 

Financial Risk with Python