I've written about numerical calculations before, but perhaps they weren't too inspiring. What are numerical calculations? Here is my own definition. Numerical Calculations (numerical methods, ...

Numerical computation and mathematical software form the backbone of modern scientific inquiry, facilitating the approximation of real numbers, the solution of complex mathematical models, and the ...

To fulfill the 2 Core Courses, take two Core Courses from two different Core Areas. CSE Core Courses are classified into six areas: Introduction to CSE, Computational Mathematics, High Performance ...

The exterior boundary value problems of Laplace equation and linear elastic equations are considered. A series of approximate infinite boundary conditions are given. Then the original problem is ...

In this paper we introduce two methods for the efficient and accurate numerical solution of Black–Scholes models of American options: a penalty method and a front-fixing scheme. In the penalty ...

We are not currently accepting applications for this course. Register your interest below to be notified when applications open again. The financial industry increasingly relies on large volumes of ...

In the early years of space exploration, scientists and engineers dreamed of sending vehicles to Mars that could land on the planet’s surface and explore its terrain. However, one of their biggest ...

This course is compulsory on the MSc in Financial Mathematics. This course is available with permission as an outside option to students on other programmes where regulations permit. Students must ...