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  1. fernando-duarte/X17A5 fernando-duarte/X17A5 Public

    Database construction scripts from parsed X-17A-5 filings for broker-dealers from EDGAR

    Jupyter Notebook 1 1

  2. Random_Zeta Random_Zeta Public

    Numerical methods to verify and extend conjectures about the large values of the Riemann zeta function in short intervals

    Jupyter Notebook

  3. Investor-Inflation-Expectations Investor-Inflation-Expectations Public

    Computes implied measures for inflation expectations derived from inflation option data

    MATLAB 2 1

  4. Variance-Risk-Premia Variance-Risk-Premia Public

    Replication of "Variance Risk Premia in the Interest Rate Swap market" paper (2016) by Desi Volker PhD

    MATLAB 2 2

  5. Baruch_Undergraduate Baruch_Undergraduate Public

    Classwork, Projects & Code

    Jupyter Notebook

  6. Columbia_Graduate Columbia_Graduate Public

    Classwork, Projects & Code

    Jupyter Notebook