This is a 2-week class that I created and taught at MIT during IAP (January term) 2023 and 2024. The course is intended for students using empirical or quantitative methods in Economics, including ...

This is the repository of course materials for the 18.335J/6.7310J course at MIT, taught by Dr. Shi Chen, in Spring 2025. Topics: Advanced introduction to numerical linear algebra and related ...

The course provides a thorough introduction to design, analysis (both theoretical and empirical), and programming of popular methods (finite difference and variational methods like finite element) for ...

Introduction: Numerical methods serve as the backbone of computational problem-solving across various disciplines, from engineering to finance and beyond. However, mastering these techniques requires ...

Introduction: In the ever-evolving landscape of education, equipping educators with the knowledge and skills to effectively teach numerical methods is essential. Numerical methods serve as a ...

We are not currently accepting applications for this course. Register your interest below to be notified when applications open again. The financial industry increasingly relies on large volumes of ...

This course provides an introduction to mathematical logic, linear algebra and numerical analysis. Linear algebra aims to solve large systems of equations and to analyse these solutions, while ...

A guided overview of numerical methods in finance, showing how Monte Carlo, finite difference, and optimization drive pricing, risk, and portfolio decisions with Python, R, and MATLAB. The ...

Your browser has javascript turned off or blocked. This will lead to some parts of our website to not work properly or at all. Turn on javascript for best performance ...