Course Materials
All lecture slides are generated using IPython notebook, click the link ipynb to view the source IPython notebook. You can also download all the source ipython notebooks and related Python codes from http://github.com/yadongli/nyumath2048
Lecture slides and homework will be published weekly before the Wednesday lecture.
Old lecture slides from past years: Spring2019, Spring2017, Spring2016, Spring2015
Lecture slides are in HTML format, which requires javascript enabled browser to render properly.
| Lecture | Materials |
|---|---|
| 1. Introduction | Lecture Slides, Lecture Notebook, Homework |
| 2. Linear Algebra | Lecture Slides, Lecture Notebook, Homework |
| 3. Linear Algebra II | Lecture Slides, Lecture Notebook, Homework |
| 4. Rootfinding & Interpolation | Lecture Slides, Lecture Notebook, Homework |
| 5. Deltas and Hedging | Lecture Slides, Lecture Notebook, Homework |
| 6. Monte Carlo | Lecture Slides, Lecture Notebook, Homework |
| 7. Variance Reduction | Lecture Slides, Lecture Notebook, Homework |
| 8. Optimization | Lecture Slides, Lecture Notebook, Homework |
| 9. Linear Programming | Lecture Slides, Lecture Notebook, Homework |
| 10. Entropy & Allocation | Lecture Slides, Lecture Notebook, Homework |
| 11. ODE | Lecture Slides, Lecture Notebook, Homework |
| 12. PDE I | Lecture Slides, Lecture Notebook, Homework |
| 13. PDE II | Lecture Slides, Lecture Notebook, Homework |
Python setup
Python is the primary programming tool for this class. The following is a step by step instruction on how to set up the right Python environment for the class.
How to save/print slides as PDF
- open the lecture slides using Chrome browser and append “?print-pdf” to the end of the URL, e.g.: https://yadongli.github.io/nyumath2048/Lecture1.slides.html?print-pdf
- reloading the page with the “?print-pdf” in the url, select print from the right click mouse menu in Chrome
- In the pop up print window, select “Save as PDF” in Destination, and select “None” for Margins
- click Save and give it a destination file name
Similar steps should also work in other browsers, as long as you already have a PDF printer. The latest Chrome browser supports “Save as PDF” out of box.
Disclaimer
All course materials and codes are provided as-is, without any warranty for completeness or correctness.
Copyright notice
All python codes embedded in the class IPython notebook can be used free of charge by anyone. They are released under the open source MIT license, any derived work from the said Python codes shall reference to this github page.
The rest of the class materials, including but not limited to its contents, organization, lecture slides, derivations, examples, illustrations and homework problems etc, are copyrighted by the instructors. Permissions are granted for any educational institutions to use these class materials for educational purposes, conditioned on that this github page is referenced and attributed to. All other rights reserved.
Acknowledgement
The instructors want to thank our current and past students for pointing out many errors in the slides and homework.
Authors
© 2014-2020