Contains Notebooks to visualize and understand financial mathmatics concepts.
- Basic Options
- Brownian Motions
- Black Scholes PDE with finite difference method
- Monte Carlo Estimation
- Variance Reduction Techniques
- Monte Carlo for American Options
Those are my implementations and visualizations based on the theory from a course by Dr. Ari-Pekka Perkkiö at the Ludwig Maximilian University of Munich.