logarithmic-return

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qlero / financial_metrics_comparisons

Comparisons of financial metrics (e.g. VaR vs CVaR/ES, simple vs log returns, etc.).

finance risk financial-analysis financial-markets value-at-risk expected-shortfall financial-modeling logarithmic-return

Updated Oct 23, 2019
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devenpaul / Python-for-Financial-Modelling

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The course uses online data from yahoo finance and additional data for offline practice. Codes and dataset (URLs) for the online open source is shared in this repo.

monte-carlo-simulation sharpe-ratio capm black-scholes-merton efficient-frontier logarithmic-return covariance-and-correlation simple-return portfolio-of-securities return-of-indices risk-of-security beta-of-stock euler-discretization

Updated Jan 18, 2025
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