diff --git a/README.md b/README.md index 96e4933..d9aaf0d 100644 --- a/README.md +++ b/README.md @@ -1,2 +1,19 @@ # 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.