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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 2 2

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 1

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

   Computes implied measures for inflation expectations derived from inflation option data

   MATLAB 3 2

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 3 3

5. International-Real-Yields International-Real-Yields Public

   The project fits the Nelson-Siegel or Svensson curve to sovereign bond data (Real & Nominal) for various countries.

   MATLAB 2 2

6. TIPS-Treasury-Puzzle TIPS-Treasury-Puzzle Public

   Replication of "The TIPS-Treasury Bond Puzzle" paper (2014) by Hanno Lustig, Matthias Fleckenstein, and Francis A. Longstaff

   MATLAB 1 1