Capturar dados de curvas de juros (ettj) usadas no Brasil.

Pricing Interest Rate Derivatives under HJM Model

Forecasting the Euro Area Yield Curve Using the Heath-Jarrow-Morton Model

Dynamic Term Structure Modeling & Arbitrage-Free Interest Rate Simulation: A research-level fixed income quant project implementing a full interest rate modeling pipeline from raw Treasury data to derivative pricing and risk analysis.

The abstract Heath-Jarrow-Morton model: Calibration and forecasting the US daily Treasury yield curve rates

📈 Forecast U.S. Treasury yield curves with a robust machine learning approach, enhancing accuracy and decision-making in finance.