CS 476/676:  Numerical Computation for Financial Modeling

Course Resources

Course Notes

The main source for course information is the lectures. The course notes are terse summaries of the lectures. Printed course notes are available through Media.Doc DC (i.e., in the Davis Centre building). Any PDFs of updates and additions of the notes will be made available on the handouts page.

Software

  • Matlab

    We will be primarily using Matlab for computation. Matlab is a powerful programming language designed for numerical and scientific computation. See Moler's text above for more details.
  • Matlab is available on the student.cs core unix systems. Please click here for a description of how to use it from home.
  • Some helpful (and free) references/tutorials on Matlab are as follows:
    • A Matlab Primer (by Kermit Sigmon), available here. A little out of date, but still good!
    • An interactive MATLAB tutorial from MathWorks here (registration required)
    • MATLAB tutorial slides

Last modified on Tuesday, 20 December 2016, at 14:04 hours.