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1. Billionaire-investment Billionaire-investment Public

   This repo consists on a solution to an interesting real life problem, looking for an accurate and efficient algorithm that relies on the mathematics from the fundamental fields of calculus and prob…

   C++ 1

2. Champions_League-Predictor Champions_League-Predictor Public

   Finding the probability of each face off in the Champions League draw through a Monte Carlo simulation in C++

   C++ 1

3. Pricing-Exotic-Options Pricing-Exotic-Options Public

   MATLAB 1

4. Coordinate-independent-integrator-of-differential-equations-on-smooth-manifolds Coordinate-independent-integrator-of-differential-equations-on-smooth-manifolds Public

   Undergraduate thesis project source code

   MATLAB 1

5. Generic-Markov-decision-process-solver Generic-Markov-decision-process-solver Public

   Creation of a generic program capable of computing the optimal policy for an arbitrary Markov Decision Process defined by the user via text file. specifying its states, actions, costs and transitio…

   Python 1

6. Delta-Hedging Delta-Hedging Public

   In this project I investigated how the black scholes formula consists on the cost of constructing a portfolio using the underlying and financing from a bank which replicates the payoff of the optio…

   MATLAB 1