Materials and slides used in the lecture that Prof. Jim Gatheral (Baruch College, CUNY) held at the University of Bologna on October 14, 2021.
R codes: BolognaRVcodes
Python notebook: BolognaRVipynb
Data (google drive link for download): google_drive_folder
Materials from the second lecture held at the University of Bologna on October 21, 2021
Python notebook: BolognaRVipynb2