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 serves to solve, partial differential equation using finite difference's equation, the equation in discuss is given by, $$\frac{\partial T}{\partial t} = \alpha \frac{\partial^2 ...

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 ...