https://pypi.org/project/riskoptima/ Recent updates to the Python Package Index for riskoptima en https://pypi.org/project/riskoptima/2.2.0/ RiskOptima is a powerful Python toolkit for financial risk analysis, portfolio optimization, and advanced quantitative modeling. It integrates state-of-the-art methodologies, including Monte Carlo simulations, Value at Risk (VaR), Conditional VaR (CVaR), Black-Scholes, Heston, and Merton Jump Diffusion models, to aid investors in making data-driven investment decisions. jordi.coll.corbilla@gmail.com Sun, 21 Dec 2025 09:55:39 GMT https://pypi.org/project/riskoptima/2.1.0/ RiskOptima is a powerful Python toolkit for financial risk analysis, portfolio optimization, and advanced quantitative modeling. It integrates state-of-the-art methodologies, including Monte Carlo simulations, Value at Risk (VaR), Conditional VaR (CVaR), Black-Scholes, Heston, and Merton Jump Diffusion models, to aid investors in making data-driven investment decisions. jordi.coll.corbilla@gmail.com Fri, 19 Dec 2025 13:05:51 GMT https://pypi.org/project/riskoptima/2.0.0/ RiskOptima is a powerful Python toolkit for financial risk analysis, portfolio optimization, and advanced quantitative modeling. It integrates state-of-the-art methodologies, including Monte Carlo simulations, Value at Risk (VaR), Conditional VaR (CVaR), Black-Scholes, Heston, and Merton Jump Diffusion models, to aid investors in making data-driven investment decisions. jordi.coll.corbilla@gmail.com Fri, 19 Dec 2025 12:46:09 GMT https://pypi.org/project/riskoptima/1.45.0/ RiskOptima is a powerful Python toolkit for financial risk analysis, portfolio optimization, and advanced quantitative modeling. It integrates state-of-the-art methodologies, including Monte Carlo simulations, Value at Risk (VaR), Conditional VaR (CVaR), Black-Scholes, Heston, and Merton Jump Diffusion models, to aid investors in making data-driven investment decisions. jordi.coll.corbilla@gmail.com Tue, 22 Apr 2025 18:42:18 GMT https://pypi.org/project/riskoptima/1.44.0/ RiskOptima is a powerful Python toolkit for financial risk analysis, portfolio optimization, and advanced quantitative modeling. It integrates state-of-the-art methodologies, including Monte Carlo simulations, Value at Risk (VaR), Conditional VaR (CVaR), Black-Scholes, Heston, and Merton Jump Diffusion models, to aid investors in making data-driven investment decisions. jordi.coll.corbilla@gmail.com Sat, 19 Apr 2025 10:41:32 GMT https://pypi.org/project/riskoptima/1.43.0/ RiskOptima is a powerful Python toolkit for financial risk analysis, portfolio optimization, and advanced quantitative modeling. It integrates state-of-the-art methodologies, including Monte Carlo simulations, Value at Risk (VaR), Conditional VaR (CVaR), Black-Scholes, Heston, and Merton Jump Diffusion models, to aid investors in making data-driven investment decisions. jordi.coll.corbilla@gmail.com Sat, 19 Apr 2025 10:31:40 GMT https://pypi.org/project/riskoptima/1.42.0/ RiskOptima is a powerful Python toolkit for financial risk analysis, portfolio optimization, and advanced quantitative modeling. It integrates state-of-the-art methodologies, including Monte Carlo simulations, Value at Risk (VaR), Conditional VaR (CVaR), Black-Scholes, Heston, and Merton Jump Diffusion models, to aid investors in making data-driven investment decisions. jordi.coll.corbilla@gmail.com Sat, 19 Apr 2025 09:54:34 GMT https://pypi.org/project/riskoptima/1.41.0/ RiskOptima is a powerful Python toolkit for financial risk analysis, portfolio optimization, and advanced quantitative modeling. It integrates state-of-the-art methodologies, including Monte Carlo simulations, Value at Risk (VaR), Conditional VaR (CVaR), Black-Scholes, Heston, and Merton Jump Diffusion models, to aid investors in making data-driven investment decisions. jordi.coll.corbilla@gmail.com Sat, 29 Mar 2025 18:58:17 GMT https://pypi.org/project/riskoptima/1.40.0/ RiskOptima is a powerful Python toolkit for financial risk analysis, portfolio optimization, and advanced quantitative modeling. It integrates state-of-the-art methodologies, including Monte Carlo simulations, Value at Risk (VaR), Conditional VaR (CVaR), Black-Scholes, Heston, and Merton Jump Diffusion models, to aid investors in making data-driven investment decisions. jordi.coll.corbilla@gmail.com Sat, 29 Mar 2025 18:53:32 GMT https://pypi.org/project/riskoptima/1.39.0/ RiskOptima is a powerful Python toolkit for financial risk analysis, portfolio optimization, and advanced quantitative modeling. It integrates state-of-the-art methodologies, including Monte Carlo simulations, Value at Risk (VaR), Conditional VaR (CVaR), Black-Scholes, Heston, and Merton Jump Diffusion models, to aid investors in making data-driven investment decisions. jordi.coll.corbilla@gmail.com Sat, 29 Mar 2025 18:47:20 GMT https://pypi.org/project/riskoptima/1.37.0/ RiskOptima is a powerful Python toolkit for financial risk analysis, portfolio optimization, and advanced quantitative modeling. It integrates state-of-the-art methodologies, including Monte Carlo simulations, Value at Risk (VaR), Conditional VaR (CVaR), Black-Scholes, Heston, and Merton Jump Diffusion models, to aid investors in making data-driven investment decisions. jordi.coll.corbilla@gmail.com Sat, 29 Mar 2025 15:06:46 GMT https://pypi.org/project/riskoptima/1.36.0/ RiskOptima is a powerful Python toolkit for financial risk analysis, portfolio optimization, and advanced quantitative modeling. It integrates state-of-the-art methodologies, including Monte Carlo simulations, Value at Risk (VaR), Conditional VaR (CVaR), Black-Scholes, Heston, and Merton Jump Diffusion models, to aid investors in making data-driven investment decisions. jordi.coll.corbilla@gmail.com Sat, 29 Mar 2025 14:57:31 GMT https://pypi.org/project/riskoptima/1.35.0/ RiskOptima is a powerful Python toolkit for financial risk analysis, portfolio optimization, and advanced quantitative modeling. It integrates state-of-the-art methodologies, including Monte Carlo simulations, Value at Risk (VaR), Conditional VaR (CVaR), Black-Scholes, Heston, and Merton Jump Diffusion models, to aid investors in making data-driven investment decisions. jordi.coll.corbilla@gmail.com Sat, 29 Mar 2025 14:49:47 GMT https://pypi.org/project/riskoptima/1.34.0/ RiskOptima is a powerful Python toolkit for financial risk analysis, portfolio optimization, and advanced quantitative modeling. It integrates state-of-the-art methodologies, including Monte Carlo simulations, Value at Risk (VaR), Conditional VaR (CVaR), Black-Scholes, Heston, and Merton Jump Diffusion models, to aid investors in making data-driven investment decisions. jordi.coll.corbilla@gmail.com Sun, 16 Mar 2025 20:03:11 GMT https://pypi.org/project/riskoptima/1.33.0/ RiskOptima is a powerful Python toolkit for financial risk analysis, portfolio optimization, and advanced quantitative modeling. It integrates state-of-the-art methodologies, including Monte Carlo simulations, Value at Risk (VaR), Conditional VaR (CVaR), Black-Scholes, Heston, and Merton Jump Diffusion models, to aid investors in making data-driven investment decisions. jordi.coll.corbilla@gmail.com Sun, 16 Mar 2025 19:58:21 GMT https://pypi.org/project/riskoptima/1.32.0/ RiskOptima is a powerful Python toolkit for financial risk analysis, portfolio optimization, and advanced quantitative modeling. It integrates state-of-the-art methodologies, including Monte Carlo simulations, Value at Risk (VaR), Conditional VaR (CVaR), Black-Scholes, Heston, and Merton Jump Diffusion models, to aid investors in making data-driven investment decisions. jordi.coll.corbilla@gmail.com Sun, 16 Mar 2025 19:50:23 GMT https://pypi.org/project/riskoptima/1.31.0/ RiskOptima is a powerful Python toolkit for financial risk analysis, portfolio optimization, and advanced quantitative modeling. It integrates state-of-the-art methodologies, including Monte Carlo simulations, Value at Risk (VaR), Conditional VaR (CVaR), Black-Scholes, Heston, and Merton Jump Diffusion models, to aid investors in making data-driven investment decisions. jordi.coll.corbilla@gmail.com Sun, 16 Mar 2025 19:02:06 GMT https://pypi.org/project/riskoptima/1.30.0/ RiskOptima is a powerful Python toolkit for financial risk analysis, portfolio optimization, and advanced quantitative modeling. It integrates state-of-the-art methodologies, including Monte Carlo simulations, Value at Risk (VaR), Conditional VaR (CVaR), Black-Scholes, Heston, and Merton Jump Diffusion models, to aid investors in making data-driven investment decisions. jordi.coll.corbilla@gmail.com Sun, 16 Mar 2025 18:07:04 GMT https://pypi.org/project/riskoptima/1.29.0/ RiskOptima is a powerful Python toolkit for financial risk analysis, portfolio optimization, and advanced quantitative modeling. It integrates state-of-the-art methodologies, including Monte Carlo simulations, Value at Risk (VaR), Conditional VaR (CVaR), Black-Scholes, Heston, and Merton Jump Diffusion models, to aid investors in making data-driven investment decisions. jordi.coll.corbilla@gmail.com Sun, 16 Mar 2025 17:43:04 GMT https://pypi.org/project/riskoptima/1.28.0/ RiskOptima is a powerful Python toolkit for financial risk analysis, portfolio optimization, and advanced quantitative modeling. It integrates state-of-the-art methodologies, including Monte Carlo simulations, Value at Risk (VaR), Conditional VaR (CVaR), Black-Scholes, Heston, and Merton Jump Diffusion models, to aid investors in making data-driven investment decisions. jordi.coll.corbilla@gmail.com Sun, 16 Mar 2025 17:28:22 GMT https://pypi.org/project/riskoptima/1.27.0/ RiskOptima is a powerful Python toolkit for financial risk analysis, portfolio optimization, and advanced quantitative modeling. It integrates state-of-the-art methodologies, including Monte Carlo simulations, Value at Risk (VaR), Conditional VaR (CVaR), Black-Scholes, Heston, and Merton Jump Diffusion models, to aid investors in making data-driven investment decisions. jordi.coll.corbilla@gmail.com Sun, 09 Mar 2025 19:22:30 GMT https://pypi.org/project/riskoptima/1.26.0/ RiskOptima is a powerful Python toolkit for financial risk analysis, portfolio optimization, and advanced quantitative modeling. It integrates state-of-the-art methodologies, including Monte Carlo simulations, Value at Risk (VaR), Conditional VaR (CVaR), Black-Scholes, Heston, and Merton Jump Diffusion models, to aid investors in making data-driven investment decisions. jordi.coll.corbilla@gmail.com Sun, 02 Mar 2025 16:15:01 GMT https://pypi.org/project/riskoptima/1.25.0/ RiskOptima is a powerful Python toolkit for financial risk analysis, portfolio optimization, and advanced quantitative modeling. It integrates state-of-the-art methodologies, including Monte Carlo simulations, Value at Risk (VaR), Conditional VaR (CVaR), Black-Scholes, Heston, and Merton Jump Diffusion models, to aid investors in making data-driven investment decisions. jordi.coll.corbilla@gmail.com Sat, 01 Mar 2025 20:46:50 GMT https://pypi.org/project/riskoptima/1.24.0/ RiskOptima is a powerful Python toolkit for financial risk analysis, portfolio optimization, and advanced quantitative modeling. It integrates state-of-the-art methodologies, including Monte Carlo simulations, Value at Risk (VaR), Conditional VaR (CVaR), Black-Scholes, Heston, and Merton Jump Diffusion models, to aid investors in making data-driven investment decisions. jordi.coll.corbilla@gmail.com Sun, 16 Feb 2025 19:26:08 GMT https://pypi.org/project/riskoptima/1.23.0/ RiskOptima is a powerful Python toolkit for financial risk analysis, portfolio optimization, and advanced quantitative modeling. It integrates state-of-the-art methodologies, including Monte Carlo simulations, Value at Risk (VaR), Conditional VaR (CVaR), Black-Scholes, Heston, and Merton Jump Diffusion models, to aid investors in making data-driven investment decisions. jordi.coll.corbilla@gmail.com Sun, 16 Feb 2025 19:15:55 GMT https://pypi.org/project/riskoptima/1.22.0/ RiskOptima is a powerful Python toolkit for financial risk analysis, portfolio optimization, and advanced quantitative modeling. It integrates state-of-the-art methodologies, including Monte Carlo simulations, Value at Risk (VaR), Conditional VaR (CVaR), Black-Scholes, Heston, and Merton Jump Diffusion models, to aid investors in making data-driven investment decisions. jordi.coll.corbilla@gmail.com Sun, 16 Feb 2025 19:06:45 GMT https://pypi.org/project/riskoptima/1.21.0/ RiskOptima is a powerful Python toolkit for financial risk analysis, portfolio optimization, and advanced quantitative modeling. It integrates state-of-the-art methodologies, including Monte Carlo simulations, Value at Risk (VaR), Conditional VaR (CVaR), Black-Scholes, Heston, and Merton Jump Diffusion models, to aid investors in making data-driven investment decisions. jordi.coll.corbilla@gmail.com Sun, 16 Feb 2025 18:47:34 GMT https://pypi.org/project/riskoptima/1.20.0/ RiskOptima is a powerful Python toolkit for financial risk analysis, portfolio optimization, and advanced quantitative modeling. It integrates state-of-the-art methodologies, including Monte Carlo simulations, Value at Risk (VaR), Conditional VaR (CVaR), Black-Scholes, Heston, and Merton Jump Diffusion models, to aid investors in making data-driven investment decisions. jordi.coll.corbilla@gmail.com Sun, 16 Feb 2025 11:29:55 GMT https://pypi.org/project/riskoptima/1.19.0/ RiskOptima is a powerful Python toolkit for financial risk analysis, portfolio optimization, and advanced quantitative modeling. It integrates state-of-the-art methodologies, including Monte Carlo simulations, Value at Risk (VaR), Conditional VaR (CVaR), Black-Scholes, Heston, and Merton Jump Diffusion models, to aid investors in making data-driven investment decisions. jordi.coll.corbilla@gmail.com Tue, 11 Feb 2025 10:20:45 GMT https://pypi.org/project/riskoptima/1.18.0/ The RiskOptima toolkit is a comprehensive Python solution designed to assist investors in evaluating, managing, and optimizing the risk of their investment portfolios. This package implements advanced financial metrics and models to compute key risk indicators, including Value at Risk (VaR), Conditional Value at Risk (CVaR), and volatility assessment jordi.coll.corbilla@gmail.com Tue, 11 Feb 2025 09:56:04 GMT https://pypi.org/project/riskoptima/1.17.0/ The RiskOptima toolkit is a comprehensive Python solution designed to assist investors in evaluating, managing, and optimizing the risk of their investment portfolios. This package implements advanced financial metrics and models to compute key risk indicators, including Value at Risk (VaR), Conditional Value at Risk (CVaR), and volatility assessment jordi.coll.corbilla@gmail.com Wed, 05 Feb 2025 21:34:38 GMT https://pypi.org/project/riskoptima/1.16.0/ The RiskOptima toolkit is a comprehensive Python solution designed to assist investors in evaluating, managing, and optimizing the risk of their investment portfolios. This package implements advanced financial metrics and models to compute key risk indicators, including Value at Risk (VaR), Conditional Value at Risk (CVaR), and volatility assessment jordi.coll.corbilla@gmail.com Wed, 05 Feb 2025 21:10:14 GMT https://pypi.org/project/riskoptima/1.15.0/ The RiskOptima toolkit is a comprehensive Python solution designed to assist investors in evaluating, managing, and optimizing the risk of their investment portfolios. This package implements advanced financial metrics and models to compute key risk indicators, including Value at Risk (VaR), Conditional Value at Risk (CVaR), and volatility assessment jordi.coll.corbilla@gmail.com Tue, 04 Feb 2025 21:59:38 GMT https://pypi.org/project/riskoptima/1.14.0/ The RiskOptima toolkit is a comprehensive Python solution designed to assist investors in evaluating, managing, and optimizing the risk of their investment portfolios. This package implements advanced financial metrics and models to compute key risk indicators, including Value at Risk (VaR), Conditional Value at Risk (CVaR), and volatility assessment jordi.coll.corbilla@gmail.com Mon, 03 Feb 2025 20:11:13 GMT https://pypi.org/project/riskoptima/1.13.0/ The RiskOptima toolkit is a comprehensive Python solution designed to assist investors in evaluating, managing, and optimizing the risk of their investment portfolios. This package implements advanced financial metrics and models to compute key risk indicators, including Value at Risk (VaR), Conditional Value at Risk (CVaR), and volatility assessment jordi.coll.corbilla@gmail.com Sun, 02 Feb 2025 15:12:37 GMT https://pypi.org/project/riskoptima/1.12.0/ The RiskOptima toolkit is a comprehensive Python solution designed to assist investors in evaluating, managing, and optimizing the risk of their investment portfolios. This package implements advanced financial metrics and models to compute key risk indicators, including Value at Risk (VaR), Conditional Value at Risk (CVaR), and volatility assessment jordi.coll.corbilla@gmail.com Sun, 02 Feb 2025 14:08:57 GMT https://pypi.org/project/riskoptima/1.11.0/ The RiskOptima toolkit is a comprehensive Python solution designed to assist investors in evaluating, managing, and optimizing the risk of their investment portfolios. This package implements advanced financial metrics and models to compute key risk indicators, including Value at Risk (VaR), Conditional Value at Risk (CVaR), and volatility assessment jordi.coll.corbilla@gmail.com Wed, 22 Jan 2025 20:57:39 GMT https://pypi.org/project/riskoptima/1.10.0/ The RiskOptima toolkit is a comprehensive Python solution designed to assist investors in evaluating, managing, and optimizing the risk of their investment portfolios. This package implements advanced financial metrics and models to compute key risk indicators, including Value at Risk (VaR), Conditional Value at Risk (CVaR), and volatility assessment jordi.coll.corbilla@gmail.com Tue, 14 Jan 2025 22:01:09 GMT https://pypi.org/project/riskoptima/1.9.0/ The RiskOptima toolkit is a comprehensive Python solution designed to assist investors in evaluating, managing, and optimizing the risk of their investment portfolios. This package implements advanced financial metrics and models to compute key risk indicators, including Value at Risk (VaR), Conditional Value at Risk (CVaR), and volatility assessment jordi.coll.corbilla@gmail.com Mon, 06 Jan 2025 20:58:10 GMT https://pypi.org/project/riskoptima/1.8.0/ The RiskOptima toolkit is a comprehensive Python solution designed to assist investors in evaluating, managing, and optimizing the risk of their investment portfolios. This package implements advanced financial metrics and models to compute key risk indicators, including Value at Risk (VaR), Conditional Value at Risk (CVaR), and volatility assessment jordi.coll.corbilla@gmail.com Sun, 05 Jan 2025 17:06:12 GMT