Lab 5

7 Maio 2019, 12:30 • José Pedro Gaivão

MatLab implementation:

- Implicit Euler scheme.

- Crank-Nicolson scheme.

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Lab 4

2 Maio 2019, 09:00 • José Pedro Gaivão

Exercises in MatLab:

- Solving linear systems using LU decomposition (forward and backward substitution)

- FD for the Heat equation: Forward Euler (explicit) method.

 

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Lab 3

30 Abril 2019, 12:30 • José Pedro Gaivão

Exercises in MatLab: Black Scholes formula and LU decomposition.

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Lab 2

23 Abril 2019, 12:30 • José Pedro Gaivão

Exercises in MatLab: functions and plots

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Lab 1

11 Abril 2019, 09:00 • José Pedro Gaivão

Exercises in MatLab: matrices and operations

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