FINANCE 704 / Numerical Methods

3 unit(s)

This course covers various numerical techniques to solve quantitative problems. Its primary objective is to develop a basic understanding of the construction of numerical algorithms and the applicability and limits of their use. An important component of this course is the learning of widely-used computer programs such as MatLab and Maple. The main topics include standard algorithms for numerical computations, such as root finding for nonlinear equations, numerical differentiation, and numerical solutions of ordinary differential equations.