Course Materials
The lecture slides are in HTML format, which requires javascript enabled browser to render properly. 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.
| Lecture | Materials |
|---|---|
| 1. Introduction | lecture slides (ipynb), homework |
| 2. Linear Algebra I | lecture slides (ipynb), homework |
| 3. Linear Algebra II | lecture slides (ipynb), homework |
| 4. Rootfinding & Interpolation | lecture slides (ipynb), homework |
| 5. Deltas and Hedging | lecture slides (ipynb), homework |
| 6. Monte Carlo | lecture slides (ipynb), homework |
| 7. Variance Reduction | lecture slides (ipynb), no homework |
| 8. Optimization | lecture slides (ipynb) |
| 9. Linear programming | lecture slides (ipynb), homework |
| 11. ODE | lecture slides (ipynb) |
| 12. PDE I | lecture slides (ipynb) |
| 13. PDE II | lecture slides (ipynb), homework |
| 10. Entropy & Allocation | lecture slides (ipynb), 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.
Authors
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