var

Different Methods to Estimate the Value-at-Risk of a portfolio.

Installation

In a virtualenv (see these instructions if you need to create one):

pip3 install var

Dependencies

  • None

Releases

Version Released Bullseye
Python 3.9
Bookworm
Python 3.11
Trixie
Python 3.13
Files
2024.3.0 2024-03-08      
2023.7.0 2023-10-28      
2023.6.2 2023-06-11  
0.0.5 2021-10-09  
0.0.4 2021-07-11      
0.0.3 2021-07-11      

Issues with this package?

Page last updated 2025-09-09 15:56:24 UTC