Laboratory / 08

Models you can touch.

Small, deterministic experiments with explicit assumptions and reference cases. Simulated values are demonstrations, never market observations.

Stochastic paths, reproducible seeds, and convergence diagnostics.

European option prices and Greeks under stated model assumptions.

Thresholds, tail estimation, VaR, and expected shortfall.

Covariance, constraints, and the efficient frontier.

A deterministic event simulation of queues and spread.

Compare approximations, convergence, and discretization error.