ETH Zürich - D-MATH - SFG (Stochastic Finance Group) - HOME - update on 2017-11-01

Probability and Statistics FS 2010

We mainly use R for numerical implementations, code can be found here. You can install R on your computer via CRAN. Load the code into R and run the function with the appropriate parameters fixed. Usually default values of parameters are provided.

Numerical and MC-integration of a 1d integral

Simulation of numbers of long runs for random walks and their statistics

Simulation and (beautiful) visualization of stochastic 3d-population dynamics according to a Wishart process

Determinant process for a 2d-Wishart process