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2:07:40
YouTube
我在学量化
QuantLib 入门 | Day 6 债券+期权组合风险分析(VaR & CVaR Python+QuantLib模拟)
本视频为 债券+期权组合风险分析。 内容涵盖: -构建债券 + 期权组合 -学习风险指标 VaR(风险价值) 与 CVaR(条件风险价值) -使用 Python + QuantLib + Monte Carlo 模拟,完成组合风险分析与可视化 通过本教程,你将学会如何在实际量化投资中 ...
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