Finite Difference Methods For Option

In this video, we introduce

An introduction to partial

This video explains how Partial Differential Equations (PDEs) can be solved numerically with the

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In this video you will se the calculation of the stock

Here's an easy, robust way to solve ordinary

A couple examples showing how to use the

Approximating derivatives numerically is an important task in many areas of science and engineering, especially for simulating ...

This video explains what the

The Explicit

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Watch other parts of the lecture at https://goo.gl/oR8vc7.

In this video, we dive deep into the world of

0:00:16 - Comments about first midterm, review of previous lecture 0:02:47 - Example problem:

NOTE: The function in the video should be f(x) = -2*x^3+12*x^2-20*x+8.5. These videos were created to accompany a university ...

Find a polynomial with the

... I would say that I use

All right so so what i'm going to do is i'm going to approximate the second derivative term using a