Login
Student authentication

Is it the first time you are entering this system?
Use the following link to activate your id and create your password.
»  Create / Recover Password

NUMERICAL METHODS AND MACHINE LEARNING FOR FINANCE

First Part

Teaching material

Script

» Week1_Binomial tree-Call option-N steps
data inserimento: 2025-11-09 18:50:21
» Week1_Trinomial model American Option
data inserimento: 2025-11-09 18:50:33
» Week2_Cholesky
data inserimento: 2025-11-09 18:50:48
» Week2_Lect5_Exercise1
data inserimento: 2025-11-13 14:15:01
» Week2_Lect_5_Simulation_of_paths
data inserimento: 2025-11-10 19:48:08
» Week2_Lect_5_Simulation_of_paths_funct1
data inserimento: 2025-11-10 19:48:56
» Week2_Lect_5_Simulation_of_paths_funct2
data inserimento: 2025-11-10 19:49:26
» Week2_Lect_5_Simulation_of_paths_funct3
data inserimento: 2025-11-10 19:49:47
» Week2_Variance_reduction
data inserimento: 2025-11-19 09:18:52
» Week3_bs_explicit_function
data inserimento: 2025-11-19 09:17:48
» Week3_bs_explicit_main
data inserimento: 2025-11-19 09:18:18
» Week3_heat_explicit_function
data inserimento: 2025-11-19 08:54:05
» Week3_heat_explicit_main
data inserimento: 2025-11-19 08:54:48

Slides

» Lecture 1
data inserimento: 2025-11-03 19:39:25
» Lecture 2
data inserimento: 2025-11-03 19:39:53
» Lecture 3
data inserimento: 2025-11-06 14:23:18
» Lecture 4
data inserimento: 2025-11-09 18:48:41
» Lecture 5
data inserimento: 2025-11-11 15:39:40
» Lecture 6
data inserimento: 2025-11-13 14:11:31
» Lecture 7 and 8
data inserimento: 2025-11-19 09:18:39
» Lecture 9 (Homework on slide 8)
data inserimento: 2025-11-23 09:28:01