Three methods to calculate VaR, Parametric VaR, Monte Carlo VaR, and Historical VaR, of a portfolio that consists four stocks and a swap - Laxus8525/Python_VaR_Calculation ...

Value-at-risk (VaR) is a statistical method for judging the potential losses an asset, portfolio, or firm could incur over some period of time. The parametric approach to VaR uses mean-variance ...

We are then assigning the return value of myFunction to a new variable, myFunctionReturnValue. If we wanted to write a method in Python with similar functionality, here's how it would look: ...