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Sep 19, 2023 - Python
stochastic-calculus
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My documented work as I work through a textbook on Stochastic Calculus!
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Jan 10, 2024 - Python
Mathematical finance study hall
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Feb 8, 2024
Bitcoin futures trading strategies
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May 9, 2024 - HTML
S. Shreve, Stochastic Calculus for Finance. Course notes and code assignments.
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Mar 9, 2021 - Jupyter Notebook
Malliavin calculous application in a financial context
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Feb 5, 2022 - Jupyter Notebook
A stokhazesthai (stochastic) process, also called a random process, is one in which outcomes are uncertain (MAT 455, ISU).
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Dec 25, 2021 - R
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May 29, 2022 - Jupyter Notebook
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
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Oct 19, 2020 - C++
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.
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Mar 25, 2022 - Jupyter Notebook
🌔 Malliavin calculus via functional programming
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Oct 7, 2018 - Haskell
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Feb 26, 2018 - Python
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 Itô and Stratonovich <doi:10.18637/jss.v096.i02>.
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Mar 5, 2024 - R
Record the learning materials of the course - "STOCHASTIC ANALYSIS OF COMPUTER NETWORKS" in National Cheng Kung University.
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Jun 20, 2018 - C++
My answers to exercises in Stochastic Calculus for Finance by Steven E. Shreve.
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May 20, 2023
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