Archive of posts with category 'finance'
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...
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...