diff --git a/README.md b/README.md index 5cbbb96..0de8c75 100644 --- a/README.md +++ b/README.md @@ -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).