Numerical Methods in Finance. Part A.
Lecture Notes: an updated version will be published as the term progresses
Chapter 1 (Last update: 06.10.2010)
Chapter 2 (Last update: 20.10.2010)
Chapter 3 (Last update 11.11.2010)
Chapter 4 (Last update 10.12.2009)
Term Project. Submission deadline: 14.12.2010, 12:00. NOTE THE NEW DATE!!!
Important remarks, please read
- The project's description will appear on line on Monday, November the 29th before noon
- Project report must NOT be longer than 20 pages
- Your final submission should consist of two parts: a text or PDF file containing the report AND a ZIP file with all the m-files you created in order to complete the project. Only electronic submissions are accepted by WBS. Please contact FM MSc office if you have technical problems with the submission.
Perron-Frobenius Theorem (by Aaron Lauve)
An elementary introduction to large deviations (.pdf file)
Second week MATLAB exercises: http://www.facstaff.bucknell.edu/maneval/help211/exercises.html
Check here for basic info on Student's t-distribution