Pinned Repositories
BrazilianDerivatives
Updates, charts, code, data, typos for the book 'Brazilian Derivatives and Securities"
CoreSignatures
Core Signatures and Inversions
DermanPapers
Notebooks that replicate original quantitative finance papers from Emanuel Derman
Hawkes-With-Latency
Hawkes with Latency
ICMCMasters
Papers and Code for the Masters course “Métodos matemáticos aplicados a derivativos e ao mercado brasileiro”
LimitOrderBooks
Basic Limit Order Book functions
Lucretius
Code and files for "Update to The Hidden Moments of a Probability Distribution"
OptionExtrapolation
SquareTriangular
Code on numbers that are simultaneously Triangular and Square
StatisticalConsequencesOfFatTails
Python / R / Mathematica / ___ code and commentaries based on Nassim Taleb's "Statistical Consequences of Fat Tails" - Feel free to contribute
MarcosCarreira's Repositories
MarcosCarreira/DermanPapers
Notebooks that replicate original quantitative finance papers from Emanuel Derman
MarcosCarreira/StatisticalConsequencesOfFatTails
Python / R / Mathematica / ___ code and commentaries based on Nassim Taleb's "Statistical Consequences of Fat Tails" - Feel free to contribute
MarcosCarreira/LimitOrderBooks
Basic Limit Order Book functions
MarcosCarreira/Hawkes-With-Latency
Hawkes with Latency
MarcosCarreira/BrazilianDerivatives
Updates, charts, code, data, typos for the book 'Brazilian Derivatives and Securities"
MarcosCarreira/ICMCMasters
Papers and Code for the Masters course “Métodos matemáticos aplicados a derivativos e ao mercado brasileiro”
MarcosCarreira/Lucretius
Code and files for "Update to The Hidden Moments of a Probability Distribution"
MarcosCarreira/OptionExtrapolation
MarcosCarreira/CoreSignatures
Core Signatures and Inversions
MarcosCarreira/SquareTriangular
Code on numbers that are simultaneously Triangular and Square
MarcosCarreira/XP2017
Material for Day 1 of the XP course on IR Options
MarcosCarreira/AnExactSolution
Simulation code for "An exact solution for choosing the largest measurement from a sample drawn from an uniform distribution"
MarcosCarreira/CutTheKnotMath
Explorations and Solutions inspired by @CutTheKnotMath
MarcosCarreira/DeepLearning
Notebooks used for Udacity's Deep Learning course
MarcosCarreira/probability_weighting
MarcosCarreira/RedirectionNetworks
Analysis of Redirection Networks
MarcosCarreira/tensorflow
Computation using data flow graphs for scalable machine learning
MarcosCarreira/tick
Module for statistical learning, with a particular emphasis on time-dependent modelling
MarcosCarreira/UZ_Model
Implementation of the Uncertainty Zones Model of Robert and Rosenbaum