There are 3 repositories under stochastic-calculus topic.
My answers to exercises in Stochastic Calculus for Finance by Steven E. Shreve.
Record the learning materials of the course - "STOCHASTIC ANALYSIS OF COMPUTER NETWORKS" in National Cheng Kung University.
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 ItĂ´ and Stratonovich <doi:10.18637/jss.v096.i02>.
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
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.
A stokhazesthai (stochastic) process, also called a random process, is one in which outcomes are uncertain (MAT 455, ISU).
S. Shreve, Stochastic Calculus for Finance. Course notes and code assignments.
My documented work as I work through a textbook on Stochastic Calculus!
Bitcoin futures trading strategies
Mathematical finance study hall