ValueAtRisk.jl

Value-at-Risk for Julia
Author chm-von-tla
Popularity
1 Star
Updated Last
1 Year Ago
Started In
April 2021

ValueAtRisk.jl

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ValueAtRisk

Value-at-Risk is a method for measuring the risk of extremal losses in financial investments. Nieto and Ruiz (2016) and Kuester et al. (2005) provide a good overview of the subject.

This package is still at an early development stage. Please check the documentation for more.

Any feedback is appreciated!

Installation

ValueAtRisk is a registered Julia package. To install it , do

add ValueAtRisk

in the Pkg REPL mode (which is entered by pressing ] at the prompt).

Alternatively you may run using Pkg; Pkg.add("ValueAtRisk") at the repl

Usage

Check the documentation

Used By Packages

No packages found.