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Projects focusing on investigating simulations and computational techniques applied in finance
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Project 1 - Random Number Generations.ipynb
Project 2 - Monte Carlo Simulations.ipynb Add files via upload Jan 29, 2018
Project 3 - Simulations of Stochastic Processes .ipynb Add files via upload Feb 1, 2018
Project 4 - Binomial and Trinomial Model.ipynb
Project 5 - Least Square Monte Carlo Method.ipynb Add files via upload Feb 16, 2018
Project 6 - Exotic Options and Car Loan Models.ipynb Add files via upload Aug 2, 2018
Project 7 - Finite Difference Method for PDEs.ipynb Add files via upload Mar 2, 2018
Project 8 - Pricing Fixed Income Securites.ipynb Add files via upload Mar 9, 2018
Project 9 - Pricing Mortage Backed Securities.ipynb Add files via upload Mar 15, 2018
README.md Update README.md Aug 2, 2018

README.md

Computational Methods in Finance

This repository contains projects focusing on investigating simulations and computational techniques applied in finance. Starting from the very basic random number generations, gradually move to more advanced option pricing topics. Major topics include Monte Carlo simulations, variance reductions, numerical methods and low discrepency series etc. To have a better experience in viewing these notebooks, please click the link below and head to my Jupyter Notebook Viewing site.

  1. Random Number Generations
  2. Monte Carlo Simulations
  3. Simulation of Stochastic Processes, discretization schemes
  4. Binomial and Trinomial Methods for Option Pricing
  5. Longstaff-Schwartz Model
  6. Car Loan Model
  7. Finite Difference Method
  8. Fixed Income Securities
  9. Mortagage Backed Securities

Disclaimer: Remember to provide proper citation if you want to use any parts of the code

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