ABSTRACT: The mortgage valuation literature is saturated with numerous studies using the contingent claims approach to value mortgages. So far, efforts are directed into two alternative model ...
Physics and Python stuff. Most of the videos here are either adapted from class lectures or solving physics problems. I really like to use numerical calculations without all the fancy programming ...
This study introduces a relatively new numerical technique for solving one-dimensional Fisher’s equation. The proposed numerical technique is a simple direct meshless method, which is based on the ...
The finite element method is a powerful numerical technique that is used in all major engineering industries - in this video we'll explore how it works. We'll look at why it's useful to split the body ...
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Option pricing with various models (Black-Scholes, Heston, Merton jump diffusion, etc) and methods (Monte Carlo, finite difference, Fourier). Finite-Difference Approximations to the Heat Equation.
Abstract: A massively-dense wireless sensor network may pose many challenges for efficient load-balancing routing algorithm design due to the problem scale and hardware constraints. One approach to ...