by Laxmikant Chitare | Apr 29, 2024 | Article
In FIS Front Arena – Scenario Value at Risk (VaR) we discussed computation of scenario/stressed VaR. Today will discuss more sophisticated parametric VaR. It is also called variance-covariance or delta-normal method. This blog is going to be mathematical in nature due...
by Laxmikant Chitare | Feb 18, 2024 | Article
As I mentioned in Understanding Value at Risk (VaR), prerequisite for computing VaR is to have data points. It could be theoretical value or theoretical profit or loss of the portfolio over a certain period. Problem with this historical data is that, it may not...
by Laxmikant Chitare | Jan 3, 2024 | Article
Broadly, you can segregate your tests into function/integration testing and unit testing. Functional testing can he achieved using Arena Test Framework and for unit testing you can either choose the built-in unittest library or any third party library. I have used...
by Laxmikant Chitare | Jun 1, 2023 | Article
Requirement: Many of you might have seen the movie “The Lion King”. Today we are going to model it using Object-Oriented design techniques! Sounds exciting? Lets start with our requirement. “Mufasa (father), Sarabi (mother) and Simba (cub) are resting below a tree to...
by Laxmikant Chitare | May 1, 2023 | Article
Mathematics can be boring. To make things interesting for you, I am going to keep all the mathematical and statistical jargons aside and describe concept in a fun way. We all love cricket. Today, let’s spend some time connecting cricket with mathematics. Graph...
