Numerical and Simulation Techniques in Finance

教一些PDE数值方法还有蒙特卡洛的东西，需要一点python基础。

文件列表

📁 Assignment 25fall

     • 📄 assignment_1.ipynb
     • 📄 assignment_2.ipynb
     • 📄 assignment_3.ipynb
     • 📄 solution_assignment_1.ipynb
     • 📄 solution_assignment_2.ipynb
     • 📄 solution_assignment_3.ipynb

📁 Notes 25fall

     • 📄 0_introduction.pdf
     • 📄 1_programming.pdf
     • 📄 2_numerical_computation.pdf
     • 📄 3_finite_difference.pdf
     • 📄 4_univariate_simulation.pdf
     • 📄 5_multivariate_simulation.pdf
     • 📄 6_monte_carlo.pdf
     • 📄 7_advanced_monte_carlo.pdf

📁 textbooks 25fall

     • 📄 Finite Difference Methods in Financial Engineering A Partial Differential Equation Approach (2006) Daniel J. Duffy.pdf
     • 📄 Monte Carlo Methods and Models in Finance and Insurance (2010) Ralf Korn, Elke Korn, Gerald Kroisandt.pdf
     • 📄 Numerical Methods and Optimization in Finance (2019) Manfred Gilli, Dietmar Maringer, Enrico Schumann.pdf
     • 📄 Python for Finance Mastering Data-Driven Finance (2019) Yves Hilpisch.epub

• 📄 FINM4053 Numerical and Simulation Techniques in Finance.pdf
• 📄 project 25fall.pdf