attack68/book_irds3

Code repository for Pricing and Trading Interest Rate Derivatives

Jupyter NotebookGPL-3.0

Issues

Erratum: 11.2 Automatic differentiation and Dual numbers
#6 opened a year ago by attack68
0
Erratum: 8.3.1 Gamma and No arbitrage
#5 opened a year ago by attack68
3
Erratum: 11.5.1 Weights vector in Gradient Descent
#3 opened 2 years ago by attack68
1