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@@ -415,7 +415,7 @@ A curated list of insanely awesome libraries, packages and resources for Quants
- [QuantMath](https://github.com/MarcusRainbow/QuantMath) - Financial maths library for risk-neutral pricing and risk
## Reproducing Works
## Reproducing Works & Books
- [Derman Papers](https://github.com/MarcosCarreira/DermanPapers) - Notebooks that replicate original quantitative finance papers from Emanuel Derman.
- [volatility-trading](https://github.com/jasonstrimpel/volatility-trading) - A complete set of volatility estimators based on Euan Sinclair's Volatility Trading.
@@ -431,3 +431,4 @@ A curated list of insanely awesome libraries, packages and resources for Quants
- [MEDIUM_NoteBook](https://github.com/cerlymarco/MEDIUM_NoteBook) - Repository containing notebooks of [cerlymarco](https://github.com/cerlymarco)'s posts on Medium.
- [Python-for-Finance-Cookbook](https://github.com/PacktPublishing/Python-for-Finance-Cookbook) - Python for Finance Cookbook, published by Packt.
- [modelos_vol_derivativos](https://github.com/ysaporito/modelos_vol_derivativos) - "Modelos de Volatilidade para Derivativos" book's Jupyter notebooks
- [NMOF](https://github.com/enricoschumann/NMOF) - Functions, examples and data from the first and the second edition of "Numerical Methods and Optimization in Finance" by M. Gilli, D. Maringer and E. Schumann (2019, ISBN:978-0128150658).