Star 0 Code Issues Pull requests A general and comprehensive toolkit for generating finite difference formulas, working with Taylor series expansions, and teaching/learning finite difference formulas ...

Finite Difference Method for Option (European and American) pricing, with greeks for explicit. FastExplicit () is a partially vectorised form of Explicit () that is much faster.

Physics and Python stuff. Most of the videos here are either adapted from class lectures or solving physics problems. I really like to use numerical calculations without all the fancy programming ...

Physics and Python stuff. Most of the videos here are either adapted from class lectures or solving physics problems. I really like to use numerical calculations without all the fancy programming ...

Abstract: Estimating stochastic gradients is pivotal in fields like service systems in operations research. The classical method for this estimation is the finite-difference approximation, which ...