Basic Numerical Methods

1 of the module that I am taking is Numerical Methods which teaches how to do root finding, differentials and integrals using Matlab. I am planning to put the source code in github so that if anybody is interested in the numerical methods used in quantitative finance, they can look it up.  Also I am planning to rewrite those code into R and Python to get myself familiar with these languages, more importantly to be familiar with scipy, numpy and pandas in Python because those are the 3 main libraries for statistical analysis.

I must say that Matlab is super awesome for ease of use and its superiority in matrix manipulation is unparalleled. It has certainly come a long way since I last used it in 2003.


Author: Zac

Think & Do

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