Stochastic Calculus

Course materials

Week 1	Week1.pdf ExponentialSampler.py ExponentialHistogram.pdf Sample output
Week 2	Week2.pdf ProportionalStrategy.py ProportionalStrategy.pdf Sample output
Week 3	Week3.pdf FiniteDifference.pdf sample output FiniteDifference.py ForwardAndBackward.py Code to run the heat equation the wrong way. ForwardAndBackward_1.pdf not yet a disaster ForwardAndBackward_2.pdf a disaster
Week 4	Week4.pdf StockSim.pdf sample output StockSim.py
Week 5	Week5.pdf
Week 6	Week6.pdf
Final exam information and sample questions	FinalExamInformation.pdf