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valueatrisk's Introduction

ValueAtRisk

A Java implementation of a Value at Risk estimation model for a portfolio of assets and option contracts.

This project started as a final year project for my Computer Science degree but I wanted to take it further and implement more features and enhancements.

I have ported over the work from my previous SVN repository for use in this Git repository.

A copy of the compiled program, user manual and more information is available at http://bit.do/VaR_NM (Updated May 2014).

More about Value at Risk: http://en.wikipedia.org/wiki/Value_at_risk

valueatrisk's People

Contributors

nmit avatar nishmittal avatar

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