ipozdeev/variance-risk-paper-playground

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Created over 6 years ago
Updated about 6 years ago

ipozdeev/variance-risk-paper-playground

ipozdeev

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Replication study engine for paper 'Variance risk on the FX market' by Igor Pozdeev

it-skills-for-research

technical skills for academic research

Jupyter Notebook

optools

option pricing toolbox

crypto-fx-strategies

test simple fx strategies in crypto space

Jupyter Notebook

foolbox

financial toolbox

paper_vrp_mini

Select code snippets from my paper on FX variance risk premium

fx-options-ukraine-war

option-implied information about the 02/2022 rus-ukr conflict

Jupyter Notebook

julia-tutorial

a little something about julia (with focus on applications in finance)

Jupyter Notebook