Marcos Costa Santos Carreira

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                                            Marcos Costa Santos Carreira

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Notebooks that replicate original quantitative finance papers from Emanuel Derman

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Python / R / Mathematica / ___ code and commentaries based on Nassim Taleb's "Statistical Consequences of Fat Tails" - Feel free to contribute

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Updates, charts, code, data, typos for the book 'Brazilian Derivatives and Securities"

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Hawkes with Latency

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Basic Limit Order Book functions