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.

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.

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.

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

Stochastic processes and applications