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Monte Carlo Methods in Finance

These notebooks are a Python implementation of matlab demo code of the course Monte Carlo Methods in Finance provided through the platform iversity.org. All credit for the original code goes to Prof. Dr. Alberto Suárez and his team behind this course. I merely translated the code to Python, sometimes expanding on the material and adding my own interpretation of the material.

Links to notebooks

Week 1 - Introduction

Week 2 - Understanding random numbers

Week 3 - Generating random numbers

Week 4 - Brownian motion

Week 5 - Ordinary differential equations

Week 6 - Stochastic differential equations

Week 7 - Pricing of simple derivatives products

Week 8 - Pricing of more complex derivatives products

Week 9 - Modeling and quantifying risk

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iversity course -- python implementation

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