Implementation of the Euler-Maruyama method for solving stochastic differential equations

This project provides a comprehensive numerical analysis of the Brusselator model, a theoretical framework for autocatalytic chemical reactions. The implementation spans deterministic solvers, stochastic differential equations (SDEs), and Bayesian parameter estimation using Markov Chain Monte Carlo (MCMC).

Analytical and computational analysis of modeling the motion of self-propelled microswimmers in 2-D.

A production-grade stochastic interest rate modeling engine that calibrates the Vasicek model to historical SOFR data using OLS regression and Euler-Maruyama simulation.

This software solves a coupled stochastic differential Equation to simuate the timing noise in neutron stars

Simulação da taxa de juros com o modelo CIR (Euler–Maruyama e Milstein), Monte Carlo para precificação de bonds e construção da curva a termo.

This project is an interactive quantitative finance dashboard that models interest rate term structures using the Vasicek Short-Rate Model.