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Feb 26, 2018 - Python
stochastic-calculus
Here are 17 public repositories matching this topic...
Record the learning materials of the course - "STOCHASTIC ANALYSIS OF COMPUTER NETWORKS" in National Cheng Kung University.
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Jun 20, 2018 - C++
🌔 Malliavin calculus via functional programming
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Oct 7, 2018 - Haskell
The main focus of this repository is to analysis the fair price and the risk of the Auto-callable Reverse Convertible issued by Credit Suisse AG on 24/10/2017
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Oct 19, 2020 - C++
S. Shreve, Stochastic Calculus for Finance. Course notes and code assignments.
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Mar 9, 2021 - Jupyter Notebook
A stokhazesthai (stochastic) process, also called a random process, is one in which outcomes are uncertain (MAT 455, ISU).
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Dec 25, 2021 - R
Malliavin calculous application in a financial context
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Feb 5, 2022 - Jupyter Notebook
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May 29, 2022 - Jupyter Notebook
My answers to exercises in Stochastic Calculus for Finance by Steven E. Shreve.
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May 20, 2023
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Sep 19, 2023 - Python
My documented work as I work through a textbook on Stochastic Calculus!
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Jan 10, 2024 - Python
Mathematical finance study hall
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Feb 8, 2024
An R package for symbolic and numerical computations on scalar and multivariate systems of stochastic differential equations (SDEs). It provides users with a wide range of tools to simulate, estimate, analyze, and visualize the dynamics of these systems in both forms Itô and Stratonovich <doi:10.18637/jss.v096.i02>.
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Mar 5, 2024 - R
Bitcoin futures trading strategies
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May 9, 2024 - HTML
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.
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Aug 24, 2024 - Python
Notes prepared for seminars, compiled from books, or taken in classes are included in this repository. There might be some notes prepared by other seminar participants, which are labelled accordingly.
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Sep 27, 2024 - Jupyter Notebook
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