Archive of posts with category 'finance'

On Banking, Points & Rewards

Ah banking, exciting stuff, right? I’ve recently found some enjoyment in simulating fee profiles, rewards, and payoffs of different strategies associated with banking and credit facilities. This is a simple...

So Many Options!

Introduction Fokker-Planck equations, and stochastic differential equations in general, have many powerful applications in a wide ranging set of fields. These include modelling of Brownian motion in physical systems, electronic...