This repository contains the material created during the live sessions of the lecture Numerical Methods for Mathematical Finance (Summer 2022). In addition it contains code used in the exercise, e.g.

of the project numerical-methods-lecture, see github.com/qntlb/numerical-methods-lecture. This project is already defined as a Maven dependency to this project. This ...

Fourier analysis and numerical methods have long played a pivotal role in the solution of differential equations across science and engineering. By decomposing complex functions into sums of ...