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term-structure

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eudouglasnery / taxa-de-juros-cir

Simulação da taxa de juros com o modelo CIR (Euler–Maruyama e Milstein), Monte Carlo para precificação de bonds e construção da curva a termo.

python simulation monte-carlo quantitative-finance sde interest-rates yield-curve cir bond-pricing stochastic-calculus euler-maruyama short-rates milstein term-structure

Updated Nov 17, 2025
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