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stochastic-calculus

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Yosri-Ben-Halima / Numerical-Projects-in-Stochastic-Calculus-for-Finance

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The "Numerical Projects in Stochastic Calculus for Finance" repository contains a collection of numerical projects from the book "A First Course in Stochastic Calculus" by L.P. Arguin implemented in Python and focused on stochastic calculus and its applications in finance. The book is also available in pdf format in the repository.

applied-mathematics quantitative-finance stochastic-processes stochastic-calculus
  • Updated Aug 24, 2024
  • Python

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