# Advanced Math Trading/simulation Inference

> Monte Carlo, SDE simulation, Brownian/jump processes, discretization schemes.

- Skill: `majiayu000/advanced-math-trading-simulation-inference` (Agent Skill, multi-file: 2 files)
- Install (CLI): `npx skillmds add majiayu000/advanced-math-trading-simulation-inference`
- Raw SKILL.md: https://api.skillmd.com/api/skills/majiayu000/advanced-math-trading-simulation-inference/raw
- Safety review: pending
- Works with: Claude Code, Claude.ai, OpenAI Codex
- Category: AI & ML
- Author: majiayu000 (https://skillmd.com/u/majiayu000)
- Updated: 2026-09-09
- Page: https://skillmd.com/skills/majiayu000/advanced-math-trading-simulation-inference

---


# What this covers
- Scenario generation, SDE paths, heavy-tail/ jump processes, discretization accuracy.

# Navigation (load on demand)
- docs/knowledge-base/domains/foundations/advanced-mathematics/monte-carlo-methods.md
- docs/knowledge-base/domains/foundations/advanced-mathematics/brownian-motion-wiener-process.md
- docs/knowledge-base/domains/foundations/advanced-mathematics/jump-diffusion-processes.md
- docs/knowledge-base/domains/foundations/advanced-mathematics/discretization-schemes-for-sdes.md

# Quick workflows
- MC setup → monte-carlo-methods.
- SDE pathing → Brownian/jump diffusion + discretization schemes.

# Notes
- Load only the needed process/discretization references.