QuantMinds Rough Volatility Workshop lectures
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Jupyter notebooks que acompanham o livro "Modelos de Volatilidade para Derivativos"
A complete set of volatility estimators based on Euan Sinclair's Volatility Trading
This repository contains codes that were executed during my training in the CQF (Certificate in Quantitative Finance). The codes are organized by class, facilitating navigation and reference.
Tutorials about Quantitative Finance in Python and QuantLib: Pricing, xVAs, Hedging, Portfolio Optimisation, Machine Learning and Deep Learning
Quantitative Finance and Algorithmic Trading
Demo code for direct Black-Scholes implied-volatility calculation from normalized call prices via the inverse-Gaussian quantile representation.
