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RoryLee1
20 lines
492 B
Markdown
20 lines
492 B
Markdown
# Validus-Risk-Management-Junior-Quant-Case-Study
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FX simulation and hedging analysis
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This repository contains a Monte Carlo FX simulation and hedging analysis
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completed as part of a Junior Quantitative Analyst case study.
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## Contents
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- GBPHUF FX simulation using GBM
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- FX risk impact on portfolio IRR
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- Hedging using FX options
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- Forward hedge and margin call risk analysis
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## Tools
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- Python
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- NumPy
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- Pandas
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- Matplotlib
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## Notes
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All results are presented in GBP unless stated otherwise.
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