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Edward Grace


Imperial College London

2 total contributions since 2010

Professional Interests: finance, optics, numerical modelling, solvers

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Submitted


Example of Volatility Pumping
This script demonstrates the phenomenon of excess growth in a constant rebalancing portfolio.

8 years ago | 3 downloads |

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Submitted


GAFFE A toolbox for solving evolutionary nonlinear PDEs
This toolbox implements the well known split-step Fourier technique for solving nonlinear PDEs.

8 years ago | 14 downloads |

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