Introductory course in Computational Physics, including linear algebra, eigenvalue problems, differential equations, Monte Carlo methods and more.
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Mar 4, 2022
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montecarlo-methods
Here are 9 public repositories matching this topic...
Introduction to options pricing theory and advanced numerical methods for pricing both vanilla and exotic options.
derivatives
exotic-option
variance-reduction
blackscholes
binomial-trees
derivatives-pricing
montecarlo-methods
derivatives-pricing-models
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May 1, 2021 - Jupyter Notebook
MonteCarlo techniques applied to feature models.
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Jan 11, 2023 - Python
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Mar 12, 2023 - Python
Random Walk, Percolation, Ising Model, ..
ising-model
random-walk
importance-sampling
langevin-equations
montecarlo-methods
statisticalphysics
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May 31, 2024 - Jupyter Notebook
Implementation of several algorithms in RL based on Prof. sutton's book
reinforcement-learning
deep-reinforcement-learning
policy-iteration
value-iteration
bellman-equation
k-armed-bandit
temporal-difference
policy-improvement
montecarlo-methods
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Aug 20, 2021 - Jupyter Notebook
montecarlo methods
monte-carlo
metropolis-monte-carlo
hypercube
hypersphere
montecarlo-simulation
dimensionality
montecarlo-methods
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Dec 12, 2022 - Python
Archery game simulator based on Monte Carlo method.
probability-distribution
montecarlo-simulation
pseudorandom-number-generator
montecarlo-methods
middle-square
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Jun 22, 2024 - Java
A collection of peculiar ways to calculate PI
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Sep 4, 2024 - Jupyter Notebook
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