Nicolas Manelli's starred repositories
Econometrics-With-Python
Tutorials of econometrics featuring Python programming. This is a crash course for reviewing the most important concepts and techniques of basic econometrics, the theories are presented lightly without hustles of derivation and Python codes are straightforward.
one_factor_Hull_White_python
Simple implementation of the one factor Hull-White model of short rates.
Breeden-Litzenberger-formula-for-risk-neutral-densities
The Breeden-Litzenberger formula, proposed by Douglas T. Breeden and Robert H. Litzenberger in 1978, is a method used to extract the implied risk-neutral probability density function from observed option prices
book_irds3
Code repository for Pricing and Trading Interest Rate Derivatives
2025QuantInternships
Public quant internship repository, maintained by NUFT but available for everyone.
Data-Science-Fundamentals
Workshop Data Science Fundamentals (Course at the University of St.Gallen)
expected-shortfall-unconditional-test-acerbi-szekely
Python implementation of the Direct/Unconditional Expected Shortfall Test of Acerbi and Szekely (2014)