Risk_analysis

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

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Name		Name	Last commit message	Last commit date
Latest commit History 19 Commits
.gitignore		.gitignore
Bonds.ipynb		Bonds.ipynb
Credit_Risk_1_Risk_Components_and_Arithmetic.ipynb		Credit_Risk_1_Risk_Components_and_Arithmetic.ipynb
Credit_Risk_2_Default_Statistic_Ratings_and_Their_Poperties.ipynb		Credit_Risk_2_Default_Statistic_Ratings_and_Their_Poperties.ipynb
Credit_Risk_3_TPM_models_estimation_and_application.ipynb		Credit_Risk_3_TPM_models_estimation_and_application.ipynb
Credit_Risk_4_Correlation_and_Portfolio_Credit_Risk_Model.ipynb		Credit_Risk_4_Correlation_and_Portfolio_Credit_Risk_Model.ipynb
Practice_task_Portfolio_Risk_Hedg_Optimization.ipynb		Practice_task_Portfolio_Risk_Hedg_Optimization.ipynb
Practice_task_Portfolio_VaR.ipynb		Practice_task_Portfolio_VaR.ipynb
Practice_task_VaR_estimation.ipynb		Practice_task_VaR_estimation.ipynb
Practice_task_VaR_estimation_2.0.ipynb		Practice_task_VaR_estimation_2.0.ipynb
README.md		README.md
Risk_measure(VaR_and_ES).ipynb		Risk_measure(VaR_and_ES).ipynb
VaR_validation.ipynb		VaR_validation.ipynb
market_risks_value_methods.ipynb		market_risks_value_methods.ipynb
portfolio_risk_evaluation.ipynb		portfolio_risk_evaluation.ipynb