M472 | 8558 | Glassey

This section will focus on finance theory. P: M301 or M303, M311, M343, and Computer Science C301 or FORTRAN programming experience (students with experience in programming but not FORTRAN should consult the instructor). Interpolation and approximation of functions, numerical integration and differentiation, solution of non-linear equations, acceleration and extrapolation, solution of systems of linear equations, eigenvalue problems, initial and boundary value problems for ordinary differential equations, and computer programs applying these numerical methods.