Stochastic Models & Simulations

Stochastic modeling is useful for many real-world scenerios. From random number generation, Markov chains, random walks, and Black-Scholes option pricing, and more. Press blue link above for more details and all algorithms I worked on.

Random Number Generation, Central Limit Theorem, & Law of Large Numbers

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Poisson Distribution Simulations (Marked & Compound)

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Transition Matrices & Discrete-Time Markov Chains

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Random Walks & Stationary Distributions

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Gambler’s Ruin & Casino Strategies

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Continuous-Time Markov Chains & Birth/Death Processes

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Monte-Carlo Techniques (Integration, Areas, & Importance Sampling)

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Metropolis-Hastings (Markov chain Monte Carlo Algorithm)

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Brownian Motion & Stock Market

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Black-Scholes Option Pricing

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Renewal Processes

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