Numerical Methods in Finance · Mathematics
Root solving, PDE finite difference, interpolation - ?
Interpolation, Root solving, PDE Finite difference, Monte Carlo, ...
PDE, MLES, root solving, interpolation......
Nothing really. The course code should probably start with 2 judging by its simplicity. The entire class learnt a prehistoric language (if VBA is even considered a language) which is outdated and hard to use.
I learned both broadly and in detail, the numerical approaches to solve problems in finance.
some numerical methods:Interpolation, AAD, simulation, PDE, implement in Excel VBA
Interpolation skills, methods to find zeros for functions, numerical ways to solve B-S-M PDEs, simulations, etc.
Numerical methods: interpolation, root solving, compute derivatives, PDE, Monte Carlo
learned how to price options and various topics around that.
interpoloation, aad, pde methods, monte carlo