Richie SawantMar 25, 20212 min readCode to Calculate The Value of a Call Price of a Stock Using C++This code is a simple implementation of a Monte Carlo Simulation-based option pricer. We can add more complicated algorithms and build a...
Richie SawantFeb 21, 20213 min readCodes for Crude Monte Carlo Integration Approach and Importance Sampling for a given set of functionfrom math import exp from random import random import numpy as np import matplotlib.pyplot as plt from scipy.stats import norm from...
Richie SawantFeb 9, 20213 min readThe Leslie Matrix Model of PopulationAn example of the Markov chain for a Leslie Model of Population growth We Consider the Following question to study the Leslie Model: This...
Richie SawantJan 26, 20211 min readProject Euler #254Define f(n) as the sum of the factorials of the digits of n. For example, f(342) = 3! + 4! + 2! = 32. Define sf(n) as the sum of the...
Richie SawantJan 10, 20214 min readCode to calculate Binomial Pricing for a periodThis MATLAB code calculates European and American Call and Put Option Price, This is a really basic code that I wrote in like 2-3 hrs...