Open source analytics and market risk library from OpenGamma

Fixed Income Analytics, Portfolio Construction Analytics, Transaction Cost Analytics, Counter Party Analytics, Asset Backed Analytics

Using Bidirectional Generative Adversarial Networks to estimate Value-at-Risk for Market Risk Management using TensorFlow.

Machine learning for financial risk management

An Excel integration of OpenGamma Strata.

Java SDK providing access to the OpenGamma API

Measure market risk by CAViaR model

Manuel Touyaa's porfotlio of Python projects/assignments for Finance Market Risk.

Excel bindings for OpenGamma's Strata library

Practical, hands-on risk modeling, risk assessment and verifications of risk models across major risk classes and understanding risk regulation as well. Implementing risk models in Python, R and Excel.

Testing Code abount quantitative finance algorithms

Repositório com o código-fonte do Derivativos e Risco de Mercado

Proposed solutions to selected exercises in the book "Value-at-Risk: Theory and Practice" (2nd edition) by Glyn A. Holton.

Financial risks of bonds

Statistical techniques for Market Risk Modelling (VaR and ES)

Measuring Market Risk in R

Repository represents python usability of measuring and managing risks (practice tasks and real cases)

I experiment in this project using different neural network approaches to predict gap risk on the price of financial assets.

These are two sets of Analysis done in this Project. Financial Risk Analysis to check the Credibility of companies and Market Risk Analysis for 10 different Indian Stocks.

Treasury products valuation and risk measurement using J programming -- under progress