PM
  • Bio
  • Research
    • All Papers
    • Research Themes
    • Projects
  • Talks
  • Service
  • Experience
  • Collaboration
  • Teaching
    • Course
    • Books
  • Trading
  • Blogs
  • Recent & Upcoming Talks
    • Evaluating the Impact of ESG Sustainability Factors on US Index Returns
    • Guidelines for Studying M.Sc. Financial Engineering at WorldQuant University
    • CQF Information Session
    • Quant Careers Guideline
    • AI for Research
    • Guidelines for Undergraduate Projects in Financial Mathematics
    • Discussion on King Quant Trading Strategy
    • Guideline of Applied Mathematics Projects
    • Quantitative Trading Strategy Design
    • Factor Investing
    • Introduction to Factor Model
    • CQF Recap, Applied Stochastic Calculus II and Martingales
    • Guideline for Studying at WorldQuant University
    • Mechanisms to Incentivise Fossil Fuel Divestment and Implications on Portfolio Risk and Returns
    • Investing on Option Market Microstructure
    • Quantitative Modelling Frontiers; A Literature Review on the Evolution in Financial and Risk Modelling After the Financial Crisis (2008-2019)
    • Goal-Based Portfolio Optimization
    • Introduction to Econophysics
    • Mechanisms to Incentivise Fossil Fuel Divestment and Implications on Portfolio Risk and Returns
    • Mechanisms to Incentivise Fossil Fuel Divestment and Implications on Portfolio Risk and Returns
    • Reserach Trend in Modern Insurance Modelling
    • Decarbonizing Portfolio
  • Blogs
    • โคปูลาเบื้องต้น (Intorduction to Copula)
    • Support Vector Machines for Classification on SET100 Returns
    • Why the Lookback Option is More Expensive Than the Asian Option, A Simulation Approach
    • ข้อเท็จจริงบางประการของตราสารสิทธ์แบบง่าย 1 (Some Facts on Vanilla Option I)
    • Example of Solving Stochastic Differential Equation
    • Examples of Martingale
  • Courses
    • Intorduction to Quantitative Risk Analysis
    • Practical Models in Insurance
    • Numerical Methods
      • Course Description
    • Calculus 2
    • Calculus 1
    • Introduction Mathematics
    • Linear Algebra
    • Ordinary Differential Equation
    • Probability Theory
    • Statistics
  • Publications
    • Mechanisms for Implementing Fossil Fuel Divestment in Portfolio Management with Impact on Risk, Return and Carbon Reduction
    • DivFolio: a Shiny Application for Portfolio Divestment in Green Finance Wealth Management
    • Forward Jump Random Walk on a Cycle Graph and Its Hitting Time
    • Development of ESG Factors for Enhancing Factor Model in the Thai Stock Market
    • Leveraging Generative Pre-trained Transformers for the Integration of Environmental, Social, and Governance Considerations into Investment Management for Thai Stock
    • Moringa Leaf Powder Production Planning using Mixed-Integer Linear Programming
    • Wang–Landau Sampling for Estimation of the Reliability of Physical Networks
    • A 1/t algorithm with the density of two states for estimating multidimensional integrals
    • Obviating the Bin Width Effect of the 1/t Algorithm for Multidimensional Numerical Integration
  • Research Themes
    • Asset Management
    • Monte Carlo Simulation
    • Machine Learning in Finance and Insurance
    • Other
  • Projects
  • Collaboration
    • Industry and Company
    • Personal Collaboration
    • Students
  • Projects
    • BOTAPI
    • DivFolio
    • scikit-learn
  • Experience
  • Trading Record
    • FX Betting System I
    • FX Simple Pair Trading I
  • Books
    • Advanced Books
    • Series in Actuarial Mathematics
    • Series in Financial Mathematics
    • Series in Fundamental Mathematics and Statistics
    • Series in Mathematical Modelling in Science
  • Intorduction to Quantitative Risk Analysis
  • Practical Models in Insurance
  • Numerical Methods
  • Calculus 2
  • Calculus 1
  • Introduction Mathematics
  • Linear Algebra
  • Ordinary Differential Equation
  • Probability Theory
  • Statistics

On this page

  • Course Description
Courses
Numerical Methods

Numerical Methods

Course Description

Basic knowledge of numerical methods using computers. Error estimation. Solving equations. Linear and nonlinear systems of equations. Interpolation and extrapolation. Integration. Solving differential equations.

Last updated on Oct 1, 2016
← Practical Models in Insurance Aug 17, 2023
Calculus 2 Oct 1, 2015 →

© 2024 Me. This work is licensed under CC BY NC ND 4.0

Published with Hugo Blox Builder — the free, open source website builder that empowers creators.