-
Notifications
You must be signed in to change notification settings - Fork 0
An introduction to numerical/computational methods with programming examples/exercises (Matlab, C++, Python) and an emphasis on applications in finance (derivatives pricing with Monte Carlo and Fourier transform methods, model calibration, etc).
Rah9742/COMP0043-Numerical-Methods-for-Finance
Folders and files
| Name | Name | Last commit message | Last commit date | |
|---|---|---|---|---|
About
An introduction to numerical/computational methods with programming examples/exercises (Matlab, C++, Python) and an emphasis on applications in finance (derivatives pricing with Monte Carlo and Fourier transform methods, model calibration, etc).