MONTE Carlo Simulation of Value at Risk (VaR) in Python *😎* скачать в хорошем качестве

MONTE Carlo Simulation of Value at Risk (VaR) in Python *😎*

Learn how to do Monte Carlo Simulation of VaR (Value at Risk) in Python using Geometric Brownian Motion. We used scipy.stats python package to calculate the VaR. Click“Show More” 👇 to learn more: ✅ Wanna learn 𝐏𝐲𝐭𝐡𝐨𝐧 𝐟𝐨𝐫 𝐅𝐢𝐧𝐚𝐧𝐜𝐞 from Scratch? Then, this course is for you. Use code 𝐑𝐓𝐊𝟒𝟎 for 40% instant discount: https://fpritvik.com/python Summary: In this video, I have talked about Monte Carlo simulation for Value at Risk calculation and how to use Geometric Brownian Motion in Python. Then, I created a Monte Carlo simulation to calculate VaR. 👀 Want to 𝐝𝐢𝐬𝐜𝐮𝐬𝐬 𝐲𝐨𝐮𝐫 𝐩𝐫𝐨𝐣𝐞𝐜𝐭𝐬 𝐰𝐢𝐭𝐡 𝐦𝐞 𝐚𝐧𝐝 𝐦𝐚𝐧𝐲 𝐦𝐨𝐫𝐞 𝐢𝐧𝐝𝐮𝐬𝐭𝐫𝐲 𝐞𝐱𝐩𝐞𝐫𝐭𝐬? Join the Exclusive Community (Use code FPOFF20 for 20% discount): https://fpritvik.com/ecommunity 👀 Business email: fpritvik@gmail.com TimeStamps: Introduction (0:00) Topics to cover (1:00) What is VaR? (1:30) What is Monte Carlo Simulation? (2:43) What is Geometric Brownian Motion? (3:58) Monte Carlo Simulation using Geometric Brownian Motion in Python (5:40) Monte Carlo Simulation to Calculate Value at Risk in Python (8:40) Gift to my subscribers (12:43) Outro (13:58) 𝐆𝐞𝐭 𝐢𝐧𝐬𝐭𝐚𝐧𝐭 𝐮𝐩𝐝𝐚𝐭𝐞𝐬 𝐚𝐛𝐨𝐮𝐭 𝐭𝐡𝐞 𝐥𝐚𝐭𝐞𝐬𝐭 𝐯𝐢𝐝𝐞𝐨𝐬: ✉️ Join the Telegram Channel and be updated: https://t.me/FPRitvik 👔 Join the 𝐋𝐢𝐧𝐤𝐞𝐝𝐈𝐧 𝐆𝐫𝐨𝐮𝐩 for peer-to-peer discussion: https://lnkd.in/f6ijsF2 What is Value at Risk (VaR)? Value at risk is a measure of the risk of loss for investments. It estimates how much a set of investments might lose, given normal market conditions, in a set time period such as a day. What is Monte Carlo Simulation? A Monte Carlo simulation is a model used to predict the probability of different outcomes when the intervention of random variables is present. What is Geometric Brownian Motion? A geometric Brownian motion (GBM) (also known as exponential Brownian motion) is a continuous-time stochastic process in which the logarithm of the randomly varying quantity follows a Brownian motion (also called a Wiener process) with drift. Brownian motion is the random motion of particles suspended in a medium (a liquid or a gas). After calculating the GBM returns, we calculated VaR in Python by using scipy.stas python package; we used its scoreatpercentile functionality to calculate the Value at Risk. Lastly, we used matplotlib.pyplot histogram to plot it. Links referred: Value at Risk (Portfolio VaR) in Python:    • Value at Risk (VAR) in Python under 25 lin...   MONTE Carlo Simulation for Option Pricing in Python:    • MONTE Carlo Simulation in Python for Optio...   Brownian Motion: https://en.wikipedia.org/wiki/Brownia... Geometric Brownian Motion: https://en.wikipedia.org/wiki/Geometr... 𝐌𝐚𝐤𝐞 𝐬𝐮𝐫𝐞 𝐭𝐨 𝐬𝐮𝐛𝐬𝐜𝐫𝐢𝐛𝐞 𝐬𝐨 𝐲𝐨𝐮 𝐝𝐨𝐧'𝐭 𝐦𝐢𝐬𝐬 𝐨𝐮𝐭 𝐨𝐧 𝐦𝐲 𝐟𝐮𝐭𝐮𝐫𝐞 𝐯𝐢𝐝𝐞𝐨𝐬: ✅ 𝐒𝐮𝐛𝐬𝐜𝐫𝐢𝐛𝐞:    / @financialprogrammingwithritvik   After subscribing, 𝐠𝐞𝐭 𝐟𝐫𝐞𝐞 𝐚𝐜𝐜𝐞𝐬𝐬 𝐭𝐨 𝐦𝐲 𝐆𝐨𝐨𝐠𝐥𝐞 𝐃𝐫𝐢𝐯𝐞: Follow steps on my YouTube Channel. 📸 Follow me on 𝐈𝐧𝐬𝐭𝐚𝐠𝐫𝐚𝐦: @fp.ritvik :   / fp.ritvik   👉🏼 Follow me on 𝐓𝐰𝐢𝐭𝐭𝐞𝐫:   / ritvikdashora   👍 Like my 𝐅𝐚𝐜𝐞𝐛𝐨𝐨𝐤 𝐏𝐚𝐠𝐞 to be updated:   / fp.ritvik   #fpritvik #var #valueatrisk