This repository contains projects focusing on investigating simulations and computational techniques applied in finance. Starting from the very basic random number generations, gradually move to more advanced option pricing topics. Major topics include Monte Carlo simulations, variance reductions, numerical methods and low discrepency series etc. To have a better experience in viewing these notebooks, please click the link below and head to my Jupyter Notebook Viewing site.

1. Random Number Generations
2. Monte Carlo Simulations
3. Simulation of Stochastic Processes, discretization schemes
4. Binomial and Trinomial Methods for Option Pricing
5. Longstaff-Schwartz Model
6. Car Loan Model
7. Finite Difference Method
8. Fixed Income Securities
9. Mortagage Backed Securities

Disclaimer: Remember to provide proper citation if you want to use any parts of the code