stochastic-calculus
There are 3 repositories under stochastic-calculus topic.
aafulei / book-stochastic-calculus-for-finance
My answers to exercises in Stochastic Calculus for Finance by Steven E. Shreve.
kevinbird61 / stochastic-calculus-and-probability-model
Record the learning materials of the course - "STOCHASTIC ANALYSIS OF COMPUTER NETWORKS" in National Cheng Kung University.
Language:C++ 18acguidoum / Sim.DiffProc
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>.
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- Language:Haskell 4
thk-cheng / Pricing-Auto-callable-Reverse-Convertible-with-Memory-Coupon
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
Language:C++ 3wmg9721204 / My-Notes
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.
Language:Jupyter Notebook 3- Language:Jupyter Notebook 2
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- Language:Jupyter Notebook 1
EricAgyemang / Stochastic-Processes-Repo
A stokhazesthai (stochastic) process, also called a random process, is one in which outcomes are uncertain (MAT 455, ISU).
Language:R 1raj-rao-rr / MTH_5500
S. Shreve, Stochastic Calculus for Finance. Course notes and code assignments.
Language:Jupyter Notebook 1- Brownian-Motion-Numerical-Projects
AndyGGarcia / Brownian-Motion-Numerical-Projects
My documented work as I work through a textbook on Stochastic Calculus!
Language:Python 0 devAdam117 / bitcoin-futures-trading-strategies
Bitcoin futures trading strategies
Language:HTML 0kinest22 / fin-math-notes
Mathematical finance study hall
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