Moving Towards Real Time Calculation of VaR – Real Time VaR Part 3

So far in this blog posts series, I discussed about the project and the 3 most commonly used methods to calculate VaR for a given portfolio. A portfolio is a collection of assets. Today in my blog, I describe the technical background of the project. The 3 methods were required to be implemented as some [...]

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Moving Towards Real Time Calculation of VaR – Real Time VaR Part 2

This blog post will continue the discussion I started regarding the Final Year Project I am doing with 3 other undergraduates. I describe the three most commonly used methods to calculate Value at Risk (VaR). They are; Historical Simulation Method Parametric or Variance-Covariance Method Monte Carlo Simulation VaR is normally calculated for a given portfolio. [...]

Moving Towards Real Time Calculation of VaR – Real Time VaR Part 1

At present I am a final year undergraduate of Department of Computer Science and Engineering at University of Moratuwa, Sri Lanka. As a part of my degree program, I am doing a reasearch and development project together with 3 other collegues on the topic “Real time calculation and prediction of VaR”. I am yearning to [...]

Implementing a Flowchart Editor Using jsPlumb – Part 3

Hi all, today in my blog post I am going to continue the session on implementing a flowchart diagram editor using jsPlumb. This is the 3rd and last part of the session. The initial implementation of this editor can be found in my previous two blog posts. They are, Flowchart diagram editor – Part 1 [...]

Implement a Flowchart Editor using jsPlumb – Part 1

Hi all, today in my blog, I am going to show how a simple flowchart editor can be implemented using jsPlumb.js library and the demo example given here. I implemented a flowchart diagram editor for WSO2 Process-Center (Product-PC) during my internship training period and this tutorial is based on that editor. As the first part, [...]