https://github.com/nayankanaparthi/quantitative-risk-simulator-using-correlated-gbm-monte-carlo
Interactive portfolio risk simulator using correlated Geometric Brownian Motion (GBM) and Monte Carlo simulation. Estimates Value at Risk (VaR), Conditional VaR (CVaR), and probability of loss across multi-asset portfolios. Built with Python and Streamlit.
https://github.com/nayankanaparthi/quantitative-risk-simulator-using-correlated-gbm-monte-carlo
Last synced: 4 months ago
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Interactive portfolio risk simulator using correlated Geometric Brownian Motion (GBM) and Monte Carlo simulation. Estimates Value at Risk (VaR), Conditional VaR (CVaR), and probability of loss across multi-asset portfolios. Built with Python and Streamlit.
- Host: GitHub
- URL: https://github.com/nayankanaparthi/quantitative-risk-simulator-using-correlated-gbm-monte-carlo
- Owner: NayanKanaparthi
- License: mit
- Created: 2025-07-15T11:39:54.000Z (4 months ago)
- Default Branch: main
- Last Pushed: 2025-07-15T12:17:10.000Z (4 months ago)
- Last Synced: 2025-07-16T03:07:45.428Z (4 months ago)
- Language: Python
- Size: 164 MB
- Stars: 0
- Watchers: 0
- Forks: 0
- Open Issues: 0
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Metadata Files:
- Readme: README.md
- License: LICENSE