This repository contains the material created for and during the lecture Numerical Methods for Mathematical Finance. In addition it contains code used in the exercise, e.g. interfaces which are to be ...

Abstract: Differential equations are the main apparatus employed in continuous simulation for modeling dynamics in systems and processes, and an array of numerical integration methods is utilized to ...

Learn methods for interpolation, numerical integration and derivation, and finite difference methods for differential equations. You can use these live scripts as demonstrations in lectures, class ...

Abstract: We present a novel numerical integration technique, Neural Network Integration, or NNI, where shallow neural network design is used to approximate an integrand function within a bounded set.