Differential Equations Python

From numerical methods to exciting applications: Differential equations, eigenvalue problems, Monte Carlo methods & more

From numerical methods to exciting applications: Differential equations, eigenvalue problems, Monte Carlo methods & more

Journey through the world of stochastic finance from learning theory, underlying models, and derivations of financial models (stocks, options, portfolios) to the almost production-ready Python components under cover of stochastic finance. This book will show you the techniques to estimate potential financial outcomes using stochastic processes implemented with Python.

This book introduces the reader with little or no previous computer-programming experience to the Python programming language of interest for a physicist or a natural-sciences student. The book starts with basic interactive Python in order to acquire an introductory familiarity with the language, than tackle Python scripts (programs) of increasing complexity, that the reader is invited to run on her/his computer.