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risk

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Open source Android, iOS and Web app for learning about and managing digital and physical security. From how to send a secure message to dealing with a kidnap. Umbrella has best practice guides in over 40 topics in multiple languages. Used daily by people working in high risk countries - journalists, activists, diplomats, business travelers etc.

  • Updated May 27, 2024
  • Kotlin
rateslib

A fixed income library for pricing bonds and bond futures, and derivatives such as interest rate swaps (IRS), cross-currency swaps (XCS) and FX swaps. Contains tools for full Curveset construction with market standard optimisers and automatic differentiaton (AD) and risk sensitivity calculations including delta and cross-gamma.

  • Updated Dec 23, 2024
  • Python

Python-based portfolio / stock widget which sources data from Yahoo Finance and calculates different types of Value-at-Risk (VaR) metrics and many other (ex-post) risk/return characteristics both on an individual stock and portfolio-basis, stand-alone and vs. a benchmark of choice (constructed with wxPython)

  • Updated Feb 17, 2021
  • Python

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