In this document, we will learn to test the validity of the normality assumption. Then, we will introduce the t-distribution as a more flexible alternative for modeling risk, useful when significant deviations from normality are found, ensuring that our risk measurements better reflect the actual behavior of financial markets.

Primera Entrega Proyecto Métodos Cuantitativos

IDENTIFICAÇÃO TAXONOMICA DE VETORES PARA VIGILÂNCIA ENTOMOLÓGICA DE FEBRE AMARELA EM 2025

This is my results for the lab assignment in R. Check it out !

n this document, we will explore how the metrics of Value at Risk (VaR) and Expected Shortfall (ES) change when adjusting two key parameters: the confidence level and the time horizon.