This repository contains the material created during the live sessions of the lecture Numerical Methods for Mathematical Finance (Summer 2022). In addition it contains code used in the exercise, e.g.

of the project numerical-methods-lecture, see github.com/qntlb/numerical-methods-lecture. This project is already defined as a Maven dependency to this project. This ...

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 ...

In physics, we often begin with elegant equations and clean analytical solutions. From Newton’s laws to Maxwell’s equations, many foundational results can be solved exactly at least under simplified ...

Ordinary differential equation (ODE) models are a key tool to understand complex mechanisms in systems biology. These models are studied using various approaches, including stability and bifurcation ...

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Numerical methods are powerful tools for solving complex problems in mechanical engineering, such as fluid dynamics, heat transfer, stress analysis, and optimization. However, numerical methods also ...