stochastic-calculus
There are 17 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.
acguidoum/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>.
astralord/Malliavin
:moon: Malliavin calculus via functional programming
miwu24/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.
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
cd2238/Malliavin
Malliavin calculous application in a financial context
david6l34/Stochastic-Calculus
Stochastic Calculus Example Code
EricAgyemang/Stochastic-Processes-Repo
A stokhazesthai (stochastic) process, also called a random process, is one in which outcomes are uncertain (MAT 455, ISU).
raj-rao-rr/MTH_5500
S. Shreve, Stochastic Calculus for Finance. Course notes and code assignments.
Yosri-Ben-Halima/Numerical-Projects-in-Stochastic-Calculus-for-Finance
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.
AndyGGarcia/Brownian-Motion-Numerical-Projects
My documented work as I work through a textbook on Stochastic Calculus!
devAdam117/bitcoin-futures-trading-strategies
Bitcoin futures trading strategies
kinest22/fin-math-notes
Mathematical finance study hall