GitHub - cianryan09/VaR-Calculation: Calculates the VaR for a stock portfolio using normal, EMWA and historical distributions

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MATLAB PRIMA 20232024.pdf		MATLAB PRIMA 20232024.pdf
PRMIA_Exercise_Part_1.ipynb		PRMIA_Exercise_Part_1.ipynb
PRMIA_Exercise_Part_2.ipynb		PRMIA_Exercise_Part_2.ipynb

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Calculates the VaR for a stock portfolio using normal, EMWA and historical distributions

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