MonteCarloMethodsInFinance
iversity course -- python implementation
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/learn @olafSmits/MonteCarloMethodsInFinanceREADME
Monte Carlo Methods in Finance
These notebooks are a Python implementation of matlab demo code of the course Monte Carlo Methods in Finance provided through the platform iversity.org. All credit for the original code goes to Prof. Dr. Alberto Suárez and his team behind this course. I merely translated the code to Python, sometimes expanding on the material and adding my own interpretation of the material.
Links to notebooks
Week 2 - Understanding random numbers
Week 3 - Generating random numbers
Week 5 - Ordinary differential equations
Week 6 - Stochastic differential equations
Week 7 - Pricing of simple derivatives products
