Pinned Repositories
Black_Scholes
This project implements the Black-Scholes model for option pricing and calculating the Greeks (Delta, Gamma, Theta, Vega, and Rho).
cds-brazil-scraper
Python project for scraping Brazil CDS historical data using BeautifulSoup, and organized into a single DataFrame, following object-oriented principles. Ideal for financial and econometric analysis
cost_of_living_differentials
Project developed in the context of the regional economics course of the Bsc. in Economics from UFPE. It aims to analyze the cost of living across different metropolitan regions of Brazil
hodrick_prescott_filter
Project developed in the context of the macroeconomics course of the Bsc. in Economics from UFPE. It aims to implement the HP filter to better understand times series economic data from Brazil
markowitz_optimization
This project implements Markowitz's portfolio theory using Python, allowing users to optimize their investment portfolios, given a chosen a set of listed companies and a predetermined time interval for backtesting.
Monte_Carlo
This project implements a Monte Carlo simulation for portfolio returns forecasting using historical stock data. It allows users to simulate multiple market scenarios, estimate potential future portfolio values, and evaluate risks and probabilities of achieving profits.
Parametric_VaR
This project implements an Object-Oriented Python program for calculating the parametric Value at Risk (VaR) of a portfolio.
peuserrano
reglog_credit
peuserrano's Repositories
peuserrano/Black_Scholes
This project implements the Black-Scholes model for option pricing and calculating the Greeks (Delta, Gamma, Theta, Vega, and Rho).
peuserrano/cds-brazil-scraper
Python project for scraping Brazil CDS historical data using BeautifulSoup, and organized into a single DataFrame, following object-oriented principles. Ideal for financial and econometric analysis
peuserrano/cost_of_living_differentials
Project developed in the context of the regional economics course of the Bsc. in Economics from UFPE. It aims to analyze the cost of living across different metropolitan regions of Brazil
peuserrano/hodrick_prescott_filter
Project developed in the context of the macroeconomics course of the Bsc. in Economics from UFPE. It aims to implement the HP filter to better understand times series economic data from Brazil
peuserrano/markowitz_optimization
This project implements Markowitz's portfolio theory using Python, allowing users to optimize their investment portfolios, given a chosen a set of listed companies and a predetermined time interval for backtesting.
peuserrano/Monte_Carlo
This project implements a Monte Carlo simulation for portfolio returns forecasting using historical stock data. It allows users to simulate multiple market scenarios, estimate potential future portfolio values, and evaluate risks and probabilities of achieving profits.
peuserrano/Parametric_VaR
This project implements an Object-Oriented Python program for calculating the parametric Value at Risk (VaR) of a portfolio.
peuserrano/peuserrano
peuserrano/reglog_credit