Raphael Coelho

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updated a dataset 3 days ago

formal-applied-math/formal-mathfin-theorems

Viewer • Updated 3 days ago • 367 • 254

updated a collection 9 days ago

Financial Mathematics Formalization Program

Collection

4 items • Updated 9 days ago

authored 2 papers about 2 months ago

A Machine-Checked Itô Calculus for Brownian Motion

Paper • 2606.15089 • Published Jun 27

The Fundamental Theorem of Asset Pricing, Formalized in Lean 4

Paper • 2606.28990 • Published Jun 27

New activity in formal-applied-math/formal-mathfin-theorems about 2 months ago

Update dataset card metadata and task category

2

#2 opened 3 months ago by

nielsr

authored a paper 3 months ago

A Formally Verified Library of Mathematical Finance in Lean 4

Paper • 2606.01356 • Published May 31 • 1

submitted a paper to Daily Papers 3 months ago

A Formally Verified Library of Mathematical Finance in Lean 4

Paper • 2606.01356 • Published May 31 • 1

authored a paper 3 months ago

Three-Currency HJM for Brazilian Credit Markets

Paper • 2605.29376 • Published May 28

published a dataset 3 months ago

formal-applied-math/formal-mathfin-theorems

Viewer • Updated 3 days ago • 367 • 254

updated a Space 3 months ago

Running

Three-Currency HJM for Brazilian Credit Markets

📈

Calculate implied IPCA+ credit spread

published a Space 3 months ago

Running

Three-Currency HJM for Brazilian Credit Markets

📈

Calculate implied IPCA+ credit spread