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Value At Risk Simulation using Geometric Brownian Motion with Python and C

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Feb 21, 2026
26:35

In this video I run a simulation on Nvidia and Tesla to visualize their Value At Risk metrics with varying time and alpha inputs, with the result being plotted in 3D using Matplotlib. The code for this video is located at: https://github.com/MoQuant/ValueAtRiskSimulation

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Value At Risk Simulation using Geometric Brownian Motion with Python and C | NatokHD