Record the learning materials of the course - "STOCHASTIC ANALYSIS OF COMPUTER NETWORKS" in National Cheng Kung University.
My answers to exercises in Stochastic Calculus for Finance by Steven E. Shreve.
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>.
🌔 Malliavin calculus via functional programming
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
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.
S. Shreve, Stochastic Calculus for Finance. Course notes and code assignments.
Malliavin calculous application in a financial context
A stokhazesthai (stochastic) process, also called a random process, is one in which outcomes are uncertain (MAT 455, ISU).
My documented work as I work through a textbook on Stochastic Calculus!
Mathematical finance study hall
Bitcoin futures trading strategies
Add a description, image, and links to the stochastic-calculus topic page so that developers can more easily learn about it.
To associate your repository with the stochastic-calculus topic, visit your repo's landing page and select "manage topics."