MarcosCarreira / BrazilianDerivativesLinks
Updates, charts, code, data, typos for the book 'Brazilian Derivatives and Securities"
☆18Updated last year
Alternatives and similar repositories for BrazilianDerivatives
Users that are interested in BrazilianDerivatives are comparing it to the libraries listed below
Sorting:
- Covariance Matrix Estimation via Factor Models☆38Updated 6 years ago
- Master's degree dissertation: Yield Curve Modeling with Principal component analysis.☆24Updated 7 months ago
- NYU Tandon lecture slides☆33Updated last week
- Code that I show on my YouTube Channel☆104Updated 2 years ago
- PyCurve : Python Yield Curve is a package created in order to interpolate yield curve, create parameterized curve and create stochastic s…☆52Updated 4 years ago
- Source code for Deep Fundamental Factor Models, https://arxiv.org/abs/1903.07677☆66Updated 3 years ago
- Teaching Resources for Cuemacro courses☆55Updated 9 months ago
- A cursory look at the dynamics of zero coupon bond yield curves.☆15Updated 3 years ago
- Design of Risk Parity Portfolios☆119Updated 3 years ago
- Implements different approaches to tactical and strategic asset allocation☆44Updated last year
- The "Python Machine Learning (2nd edition)" book code repository and info resource☆14Updated 6 years ago
- Option Volatility and Pricing Models.☆12Updated 11 months ago
- ☆16Updated 3 years ago
- Simple Risk Premia Strategy☆37Updated 4 years ago
- Data and R code related to my medium article "Custom Factor Models - Build your own in R with a few lines of codes"☆19Updated 4 years ago
- ☆17Updated 4 years ago
- Quant Research☆99Updated last week
- Predictive yield curve modeling in reduced dimensionality☆43Updated 2 years ago
- Dispersion Trading using Options☆33Updated 8 years ago
- using the Inverse-Transform method to speed up options pricing simulations in R☆28Updated 6 months ago
- By means of stochastic volatility models☆44Updated 5 years ago
- This repository provides the implementation of a handful of forecasting methods in yield curve modelling.☆27Updated 5 years ago
- KAIST(Korea Advanced Institute of Science and Technology) Financial Engineering( Derivatives) Course Code+@☆27Updated 3 years ago
- ☆100Updated 3 months ago
- A comprehensive bundle of utilities for the estimation of probability of informed trading models: original PIN in Easley and O'Hara (1992…☆40Updated last month
- The highfrequency package contains an extensive toolkit for the use of highfrequency financial data in R. It contains functionality to ma…☆161Updated last month
- ☆55Updated 5 months ago
- A Python Finance Library that focuses on the pricing and risk-management of Financial Derivatives, including fixed-income, equity, FX and…☆26Updated 4 years ago
- Thinkful data science program portfolio☆14Updated 5 years ago
- A statistical arbitrage strategy on treasury futures using mean-reversion property and meanwhile insensitive to the yield change☆77Updated 7 years ago