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Projects in Awesome Lists tagged with numerical-codes

A curated list of projects in awesome lists tagged with numerical-codes .

https://github.com/bjodah/pyodesys

∫ Straightforward numerical integration of systems of ordinary differential equations

code-generation initial-value-problem numerical-codes ordinary-differential-equations symbolic-manipulation sympy

Last synced: 17 Dec 2024

https://github.com/daleroberts/black-scholes

Black Scholes formula and greeks

finance numerical-codes option-pricing r

Last synced: 07 Nov 2024

https://github.com/daleroberts/heston

Implementations of the Heston stochastic volatility model

finance numerical-codes option-pricing r

Last synced: 14 Oct 2024

https://github.com/daleroberts/poisson

Solve Poisson equation on arbitrary 2D domain using the finite element method.

numerical-codes partial-differential-equations python

Last synced: 14 Oct 2024

https://github.com/daleroberts/heat

Example solvers for the heat equation

mathematics numerical-codes partial-differential-equations

Last synced: 14 Oct 2024

https://github.com/daleroberts/vgfd

Finite difference solver for the 'Variance Gamma' partial-integro differential equation (PIDE)

finance numerical-codes option-pricing partial-differential-equations

Last synced: 01 Dec 2024

https://github.com/daleroberts/inteq-laplace

Boundary integral equation solver for 2D Laplace equation

mathematics numerical-codes python

Last synced: 01 Dec 2024

https://github.com/daleroberts/heston-qmc

Exact simulation and Quasi Monte Carlo for the Heston stochastic volatility model

c-plus-plus finance mathematics monte-carlo-simulation numerical-codes

Last synced: 01 Dec 2024