This project focus on pricing different styles of options under the Black-Scholes-Merton framwork by numerically solving the BSM PDE using 3 finite difference methods. In this project, we provide the ...

This repository contains a Python implementation of the domain decomposition finite difference method applied to the Poisson equation. The implementation was completed as a final project for a ...

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 ...