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).

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

Fullstack Bates (1996) Option Pricing Engine: A high-performance engine utilising Inverse Fourier Transforms for real-time calibration and Euler-Maruyama Monte Carlo for path projections. Optimised for 2026-2027 market volatility regimes and jump-diffusion dynamics.

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.