Implemented Monte Carlo simulation, Markowitz portfolio optimization and Kalman filter

[Akshat111111]

1. Monte Carlo simulation is implemented using the Black-Scholes model.
2. Markowitz portfolio optimization for determining the ideal asset weights in a portfolio with the goal of achieving a desired trade-off between risk and return.
3. Kalman filter in order to track the price of a financial asset.
   Ref-Adding Quantitative finance algorithms Adding Quantitative finance algorithms #122

[siriak]

Could you remove spaces from file paths? That's the way files are usually named here. And maybe move it to quantitative_finance directory? I'm waiting for #121 to be merged, and then I'll merge this one.

[Akshat111111]

Sure, I will do it

[Akshat111111]

Done, please have a look

[siriak]

Could you also write file names in snake_case? The code looks good, but, as I said, I need #121 to be merged first, so this PR will have to wait for a little while.

[Akshat111111]

Done.

[siriak]

Looks good, thanks!