jgatheral/RoughVolatilityWorkshop
QuantMinds Rough Volatility Workshop lectures
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Jupyter notebooks que acompanham o livro "Modelos de Volatilidade para Derivativos"
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QuantMinds Rough Volatility Workshop lectures
Jupyter Notebooks and code for Derivatives Analytics with Python (Wiley Finance) by Yves Hilpisch.
Tutorials about Quantitative Finance in Python and QuantLib: Pricing, xVAs, Hedging, Portfolio Optimisation, Machine Learning and Deep Learning
Jupyter Notebooks and code for the book Artificial Intelligence in Finance (O'Reilly) by Yves Hilpisch.
A complete set of volatility estimators based on Euan Sinclair's Volatility Trading
Educational notebooks on quantitative finance, algorithmic trading, financial modelling and investment strategy