{"id":1494,"date":"2021-10-15T10:13:40","date_gmt":"2021-10-15T09:13:40","guid":{"rendered":"http:\/\/mathfinance.sns.it\/?page_id=1494"},"modified":"2021-10-22T10:19:44","modified_gmt":"2021-10-22T09:19:44","slug":"rough-volatility","status":"publish","type":"page","link":"http:\/\/mathfinance.sns.it\/index.php\/rough-volatility\/","title":{"rendered":"Rough Volatility"},"content":{"rendered":"<p>Materials and slides used in the lecture that Prof. Jim Gatheral (Baruch College, CUNY) held at the University of Bologna on October 14, 2021.<\/p>\n<p>Slides: \u00a0<a href=\"http:\/\/mathfinance.sns.it\/wp-content\/uploads\/2021\/10\/refs_rough-volatility.zip\">refs_rough-volatility<\/a><\/p>\n<p>R codes: <a href=\"http:\/\/mathfinance.sns.it\/wp-content\/uploads\/2021\/10\/BolognaRVcodes.zip\">BolognaRVcodes<\/a><\/p>\n<p>Python notebook: <a href=\"http:\/\/mathfinance.sns.it\/wp-content\/uploads\/2021\/10\/BolognaRVipynb.zip\">BolognaRVipynb<\/a><\/p>\n<p>Data (google drive link for download): <a href=\"https:\/\/drive.google.com\/file\/d\/1KHS41JoDDT_ldd3KcoYUAYaGgGDIPlKB\/view?usp=sharing\">google_drive_folder<\/a><\/p>\n<p>Materials from the second lecture held at the University of Bologna on October 21, 2021<\/p>\n<p>Python notebook: <a href=\"http:\/\/mathfinance.sns.it\/wp-content\/uploads\/2021\/10\/BolognaRVipynb2.zip\">BolognaRVipynb2<\/a><\/p>\n\n\n<p><\/p>\n","protected":false},"excerpt":{"rendered":"<p>Materials and slides used in the lecture that Prof. Jim Gatheral (Baruch College, CUNY) held at the University of Bologna on October 14, 2021. Slides: \u00a0refs_rough-volatility 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 [&hellip;]<\/p>\n","protected":false},"author":7,"featured_media":0,"parent":0,"menu_order":0,"comment_status":"closed","ping_status":"closed","template":"","meta":[],"_links":{"self":[{"href":"http:\/\/mathfinance.sns.it\/index.php\/wp-json\/wp\/v2\/pages\/1494"}],"collection":[{"href":"http:\/\/mathfinance.sns.it\/index.php\/wp-json\/wp\/v2\/pages"}],"about":[{"href":"http:\/\/mathfinance.sns.it\/index.php\/wp-json\/wp\/v2\/types\/page"}],"author":[{"embeddable":true,"href":"http:\/\/mathfinance.sns.it\/index.php\/wp-json\/wp\/v2\/users\/7"}],"replies":[{"embeddable":true,"href":"http:\/\/mathfinance.sns.it\/index.php\/wp-json\/wp\/v2\/comments?post=1494"}],"version-history":[{"count":8,"href":"http:\/\/mathfinance.sns.it\/index.php\/wp-json\/wp\/v2\/pages\/1494\/revisions"}],"predecessor-version":[{"id":1514,"href":"http:\/\/mathfinance.sns.it\/index.php\/wp-json\/wp\/v2\/pages\/1494\/revisions\/1514"}],"wp:attachment":[{"href":"http:\/\/mathfinance.sns.it\/index.php\/wp-json\/wp\/v2\/media?parent=1494"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}