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# Validus-Risk-Management-Junior-Quant-Case-Study
FX simulation and hedging analysis
This repository contains a Monte Carlo FX simulation and hedging analysis
completed as part of a Junior Quantitative Analyst case study.
## Contents
- GBPHUF FX simulation using GBM
- FX risk impact on portfolio IRR
- Hedging using FX options
- Forward hedge and margin call risk analysis
## Tools
- Python
- NumPy
- Pandas
- Matplotlib
## Notes
All results are presented in GBP unless stated otherwise.