Parametric VaR and CVaR with Python

Implementation of Parametric Value at Risk (VaR) and Conditional Value at Risk (CVaR) with Python. Learn how to calculate value at risk using two parametric distributions; the normal distribution and the Student t distribution! ★ ★ Code Available on GitHub ★ ★ GitHub: https://github.com/TheQuantPy Specific Tutorial Link: https://github.com/TheQuantPy/youtube... ★ A data driven path to getting a job in Quant Finance https://www.quantpykit.com/ ★ QuantPy GitHub Collection of resources used on QuantPy YouTube channel. https://github.com/thequantpy Disclaimer: All ideas, opinions, recommendations and/or forecasts, expressed or implied in this content, are for informational and educational purposes only and should not be construed as financial product advice or an inducement or instruction to invest, trade, and/or speculate in the markets. Any action or refraining from action; investments, trades, and/or speculations made in light of the ideas, opinions, and/or forecasts, expressed or implied in this content, are committed at your own risk an consequence, financial or otherwise.