1.This repository aims at summing up in the same place all the important notions that are covered in Elements of Financial Risk Management, and include:

• AR, MA model
• GARCH-Like
• DCC and Monte-Carlo Simulation.
• VaR and ES.

2.Elements of Financial Network, and include:

• DebtRank, Non Linear DebtRank algorithm.
• draw the finnancial network.

• construct a multilayer(multiplex/interconnected/monoplex) network and analyze its default cascade.

TYRANT-Virus is a kind of biochemical virus in Capcom's famous horror game Resident Evil. The contagion of financial network is like a virus.

He Haoran(HFUT, Hefei, Anhui, CN) Email: hohaoran@126.com