Numerical methods in finance 2024 fall

Setup

The setup script creates a virtual environment with installed requirements. See the manuals for detailed information regarding the workspace setup.

Run setup_windows.cmd or run

.\setup_windows.cmd

Run:

chmod +x setup_macos.sh && ./setup_macos.sh

Name		Name	Last commit message	Last commit date
Latest commit History 6 Commits
.gitignore		.gitignore
README.md		README.md
Seminar 12.ipynb		Seminar 12.ipynb
Seminar 4.ipynb		Seminar 4.ipynb
Seminar 8.ipynb		Seminar 8.ipynb
Test.ipynb		Test.ipynb
pde_solver.py		pde_solver.py
pricer.py		pricer.py
requirements.txt		requirements.txt
setup_macos.sh		setup_macos.sh
setup_windows.cmd		setup_windows.cmd
vols_small_range.csv		vols_small_range.csv
vols_wide_range.csv		vols_wide_range.csv