{"repo":"qntlb/numerical-methods-lecture","free":true,"listed":false,"github":"https://github.com/qntlb/numerical-methods-lecture","clone":"git clone https://github.com/qntlb/numerical-methods-lecture.git","description":"Numerical Methods Lecture: This repository contains the material created during the lecture Numerical Methods for Mathematical Finance.","language":"Java","stars":56,"topics":["mathematics","monte-carlo","numerical-methods","quantitative-finance"],"license":null,"category":"trading","readme_excerpt":"Numerical Methods Lecture This repository contains the material created for and during the lecture Numerical Methods for Mathematical Finance . In addition it contains code used in the exercise, e.g. interfaces which are to be implemented. Versions The lecture is held regularly with a varying selection of topics. The repository evolves and improves. If you like to have the version associated with a specific year you can switch to the corresponding git branch. The main branch should be up to date with the latest version of the lecture. In the following an incomplete list of code used in the different chapters of the lecture. --- Computer Arithmetic Sessions See the package info.quantlab.numericalmethods.lecture.computerarithmetics - IntegerArithmeticExperiment - Elementary things related to integer arithmetic: Integer is an equivalence class. - FloatingPointNumbersExperiment - Elementary things related to floating point numbers: Understanding their representation. - FloatingPointArithmeticExperiment - Elementary things related to rounding. - QuadraticEquationExperiment - An example for loss of significance: solving a quadratic equation. - SummationExperiment - An example for loss of significance: summation. Assignments We provide small coding assignments related to the lecture. The task is described in the README.md of the corresponding repository. Each repository contains a Maven project including unit test that will perform an \"Autograding\" of the assignment. Loss of Signifi","default_branch":null,"files":null,"tree":[],"storefront":"/r/qntlb","claimed":false,"request_supported":{"post":"https://gitbuyer.com/r/qntlb/numerical-methods-lecture/request-supported","requests":0},"note":"indexed from public GitHub; nothing is for sale on this page. Clone it from GitHub. Paid listings live at /search."}