Course materials
























  • callBS.m
  • Greeks.m
  • Bisection.m
  • rect_integrate.m
  • trap_integrate.m
  • simp_integrate.m
  • NumIntImplement.m
  • Newton method
  • impliedVolBisection.m
  • impliedVolNewton.m
  • LU factorization without partial pivoting
  • LU factorization with partial pivoting
  • Projection of vector x on vector y
  • QR factorization (requires proj.m)
  • Cholesky factorization
  • ODE Euler forward method
  • ODE Euler backward method
  • Implementng ODE Euler methods
  • PDE Euler methods - Dirichlet condition
  • PDE Euler methods - Neumann condition