Sumários

1 Abril 2025, 09:30 • João Janela

The Black-Scholes equation and option pricing.

27 Março 2025, 09:30 • João Janela

Finite difference schemes for the heat equation. Crank-Nicolson method.

20 Março 2025, 09:30 • João Janela

This class did not take place. It will be replaced in the last week in the semester.

18 Março 2025, 09:30 • João Janela

Midterm exam.

11 Março 2025, 09:30 • João Janela

Forward finite differences and Euler's method for initial value problems.

Trapezoidal method for initial value problems.

Examples.