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  1. Value-at-Risk-on-R Value-at-Risk-on-R Public

    You can find codes and reports for the study of (1) the characteristics of the yields of a stock, and (2) the calculus of the VaR for this stock + backtesting of VaR

  2. Scoring-on-R Scoring-on-R Public

    You can find exercises and codes realized during this lecture

    R

  3. VBA VBA Public

    You can find a VBA project realized in 2022