Here I put some unclassified math notebooks. They are not specifically about quantitative finance.
List of notebooks:
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1 - Reflected Ornstein Uhlenbeck process: Definition and simulation of this stochastic process. MLE parameter estimation. Numerical solution of the associated Fokker-Plank equation.
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2 - Effective resistance on a graph: With simple examples I show how to compute the effective resistance between two nodes in a graph. I also show how to compute the pressure
$p$ (or the electric potential$V$ ) on each internal node, and the flow$Q$ (or electric current$I$ ) on each edge, by solving the Ohm law$V = R I$ -
3 - Scipy vs PETSc for a linear system with Laplacian matrix: Short tutorial on PETSc vector, matrices and linear solvers. The example considers a graph Laplacian matrix.