David Leather's Projects
Goal: Dicretize MS-VAR
Github Pages template for academic personal websites, forked from mmistakes/minimal-mistakes
Code and data for Econ821
Books
Fira is a large Open Font typeface family licensed under OFL
Used for experiments in pricing cash-flows whose fundamentals follow a MS-VAR, and the term-structure of cash flows is computed as exp(A) where A is an additive functional of the MS-VAR
A community based Python library for quantitative economics
R package crs (Categorical Regression Splines)
Julia conversion of MATLAB code to simulate model prices in Leather & Sagi (wp)
Abstractions for state-space models.