brownian-motion topic
Bridge.jl
A statistical toolbox for diffusion processes and stochastic differential equations. Named after the Brownian Bridge.
Financial-Models-Numerical-Methods
Collection of notebooks about quantitative finance, with interactive python code.
Jdmbs
An R Package for Monte Carlo Option Pricing Algorithm for Jump Diffusion Models with Correlational Companies
statistical-mechanics
Lorenz attractors, statistical mechanics, nonlinear dynamical systems, computational physics.
DiffEqNoiseProcess.jl
A library of noise processes for stochastic systems like stochastic differential equations (SDEs) and other systems that are present in scientific machine learning (SciML)
Black-Scholes-Option-Pricing-Model
Black Scholes Option Pricing calculator with Greeks and implied volatility computations. Geometric Brownian Motion simulator with payoff value diagram and volatility smile plots. Java GUI.
Finance-Projects
Case Studies in Finance: Stock Price Valuation using Black-Scholes using Brownian Motions, Investment Project comparing Stocks and Bonds, Determining Pension Fund's Premium. (Case Study Papers and Cod...
Statistical-Arbitrage
High-frequency statistical arbitrage
DLAf-optimized
Fast and slight DLA3D / DLA2D (Diffusion Limited Aggregation)
ouch
Ornstein-Uhlenbeck models for phylogenetic comparative hypotheses