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 ...
This is the repository of course materials for the 18.335J/6.7310J course at MIT, taught by Dr. Andrew Horning, in Spring 2023. 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 ...
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 ...