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Influence du taux d’intérêt sur la valeur actuelle probable (VAP) d’une rente viagère.

1 Updated Jan 15, 2021

Influence des taux de mortalité sur un produit de rente viagère et de capital décès. Projets académique 4INFINI g1

1 Updated Dec 1, 2020

Influence des taux de mortalité sur un produit de rente viagère et de capital décès.

1 Updated Sep 19, 2021

Influence des taux de mortalité sur un produit de rente viagère et de capital décès.

1 Updated Dec 6, 2021

Simulation of interest rate paths and calibration of the Vasicek model.

Jupyter Notebook 5 Updated Nov 3, 2021

Pricing and Simulating in Python Zero Coupon Bonds with Vasicek and Cox Ingersoll Ross short term interest rate modes

Jupyter Notebook 44 20 Updated May 13, 2020

Milstein method is a technique for the approximate numerical solution of a stochastic differential equation

Python 1 Updated Feb 15, 2023

This is a on ordinary stochastic differential equation solver. The numerical scheme used here is Milstein.

Makefile 1 Updated Feb 24, 2019

Code related to the paper "First order convergence of Milstein schemes for McKean-Vlasov equations and interacting particle systems"

1 Updated Jan 7, 2024

Maximum Likelihood estimation and Simulation for Stochastic Differential Equations (Diffusions)

Python 44 13 Updated Apr 14, 2023