Computational Methods in Finance

Course Materials

These are materials for the course "Computational Methods in Finance" taught by Jonathan Goodman in the fall term of 1996 at the Courant Institute.

Assignments

First homework assignment: postscript format, or LaTeX format.
Second homework assignment: postscript format, or LaTeX format.
Third homework assignment: postscript format, or LaTeX format.
Fourth homework assignment: postscript format, or LaTeX format.
Fifth homework assignment: postscript format, or LaTeX format.
Sixth and last homework assignment: postscript format, or LaTeX format.

Class notes

I will be working and reworking these notes during the semester. The notes will probably first be posted in a rough state and then reworked. Please check the date of the last modification of each segment of notes.

Part 1: postscript format, or LaTeX format, last modified Sept. 23, 1996.