Name: Goal-oriented risk management - Risk management using VaR & CVaR
Uploaded: 2020-10-19T00:00:00Z
Description: Now it’s time to expand your portfolio optimization toolkit with risk measures such as Value at Risk (VaR) and Conditional Value at Risk (CVaR). To do this you will use specialized Python libraries including pandas, scipy, and pypfopt. You’ll also learn how to mitigate risk exposure using the Black-Scholes model to hedge an options portfolio.