GitHub - Rah9742/COMP0043-Numerical-Methods-for-Finance: An introduction to numerical/computational methods with programming examples/exercises (Matlab, C++, Python) and an emphasis on applications in finance (derivatives pricing with Monte Carlo and Fourier transform methods, model calibration, etc).

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Name		Name	Last commit message	Last commit date
Latest commit History 9 Commits
.idea		.idea
1. Introduction		1. Introduction
2. Fundamental Probability Distributions		2. Fundamental Probability Distributions
3. Random Number Generators		3. Random Number Generators
4. Fourier Transform		4. Fourier Transform
5. Monte Carlo Methods		5. Monte Carlo Methods
6. Drift-Diffusion Processes		6. Drift-Diffusion Processes
Exam		Exam
.gitignore		.gitignore

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An introduction to numerical/computational methods with programming examples/exercises (Matlab, C++, Python) and an emphasis on applications in finance (derivatives pricing with Monte Carlo and Fourier transform methods, model calibration, etc).