stochastic-processes-simulation

Aethel is a high-performance, actuarial-grade Economic Scenario Generator (ESG) in Python, simulating correlated stochastic paths for equities, interest rates, and inflation to support ALM and portfolio decumulation analysis.

A collection of programs demonstrating elementary physical phenomena.

A collection of computational physics notebooks exploring numerical methods, stochastic processes, statistical models, and physical simulations in Python.

Aplicación interactiva en Python y Streamlit para simular modelos Real Business Cycle con trabajo divisible e indivisible y analizar volatilidades, correlaciones contemporáneas y correlaciones cruzadas.

simulate a simple game where 30 players roll a die 300 times and keep track of their rolls. The game ends when all players have the same number.

Monte Carlo estimation of durable impairment provisions using stochastic rates, Brownian bridge correction and model point aggregation.

Stochastic processes and applications