风险模型选择的实现 in Excel and Python
  风险模型选择是风险管理中的重要点和关键点，我在这里分享的“风险模型选择的实现 in Excel and Python”，是基于Elements of Financial Risk Management(2012 2nd ed. Christoffersen)中的理论思想，对于学习风险管理的硕士、研究生来说，是非常重要的，同时，在战略分析中，也是不可缺少的重要内容。通过Excel模板或 Python code可实现。不存在任何版权、争议的商业敏感信息。
  we focus on the key task of incorporating deriva-tive securities into the portfolio risk model. Just as the nonlinear payoff function was the key feature from the perspective of option pricing, it is also driving the risk management discussion here. The nonlinear payoff creates asymmetry in the portfolio return distribution, even if the return on the underlying asset follows a symmetric distribution. Getting a handle on this asymmetry is a key theme.

1.风险模型选择 in Excel.xls
2.风险模型选择 in Python.py
3.风险选择模型解读.pdf