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  1. Longevity-Instrument-Pricing Longevity-Instrument-Pricing Public

    The source folder contains the source code used in the thesis. A PDF copy of the thesis and submission is available for viewing.

    R

  2. Numerical-Solution-to-the-Optimal-Portfolio-Selection-Problem-for-Power-Utility-Function Numerical-Solution-to-the-Optimal-Portfolio-Selection-Problem-for-Power-Utility-Function Public

    Jupyter Notebook 1

  3. Estimating-CIR-Model-Using-Kalman-Filter Estimating-CIR-Model-Using-Kalman-Filter Public

    R 2

  4. Optimal-Exit-Problem Optimal-Exit-Problem Public

    Jupyter Notebook 1

  5. Computational-Finance Computational-Finance Public

    Jupyter Notebook 1