ODEs and PDEs using Sparse Jacobian Matrices in Python (with Assimulo)

ODEs and PDEs using Sparse Jacobian Matrices in Python (with Assimulo)

2d Interpolation in Python

A Short Introduction to Interpolation in SciPy (interp1d)

Calculation of the Hurst Exponent

Q&A: Setting up Short Strangles

Q&A: Liquidity inthe Options Market

Numerical Solutions to Partial Differential Equations: 2-d Diffusion

Implementing Cubic Splines

Calculating an Options IV from its Delta: Newton'w Method and the Bisection Method

Calculating Beta-Weighted Deltas in Excel

Pricing of Futures Options

Calculating the Probability of a Stock Being in a Certain Price Range

Impromptu Video: Calculating the Implied Volatility of a Put Using Excel

Solving Eigenvalue Problems Via the Shooting Method

Calculating the Inverse of a Matrix by LU Decomposition

Revisiting the Intuition Behind Maximum Likelihood Estimation

Answer to a Viewer Question

Cholesky Decomposition and Its Applications in Python

Pairs Trading: The Ornstein-Uhlenbeck Process and Pairs Ratio Determination

Calculating the Probability of a Stock Reaching a Given Price in a Specified Time Window in Excel

Calculating Historical Stock Volatility with Python and Excel

Maximum Likelihood Estimation - the Ornstein-Uhlenbeck Process(part 2)

Maximum Likelihood Estimation (Part 1)

What is a Pairs Trade?