Bibliography

Explore the references, books, resources, and packages used in this work:

Books

Meucci, A. (Year). Risk and Asset Allocation. Springer-Finance.
Michael J. Buckle, PhD, James Seaton, PhD, Stephen Thomas, PhD. CFA Institute Investment Foundations.
John C. Hull. Options, Futures, and Other Derivatives, Global Edition, 11e.
Paul Wilmott. Paul Wilmott on Quantitative Finance.
Richard A. Brealey, Stewart C. Myers, Franklin Allen, and Alex Edmans. Principles of Corporate Finance, 14e.

Matplotlib. Python plotting package. Version 3.8.3. Disponible sur : https://pypi.org/project/matplotlib/
NumPy. Fundamental package for array computing in Python. Version 1.26.4. Disponible sur : https://pypi.org/project/numpy/
Pandas. Powerful data structures for data analysis, time series, and statistics. Version 2.2.1. Disponible sur : https://pypi.org/project/pandas/
pingouin
PySwarms
pytest
QuantLib
scikit-learn
SciPy
seaborn
statsmodels
yfinance