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 ...

Optical systems employ a rich array of physical effects which are described by well-understood equations. However, for all but the simplest devices these equations are typically too complex to permit ...

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 ...

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