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Unformatted text preview: spreadsheets eectively, and in using mathematical programming languages. 1. Errors and computer arithmetic. 2. Root nding: bisection method, Newtons method. 3. Interpolation: Lagrange interpolation, divided dierences, cubic spline interpolation. 4. Numerical integration and dierentiation. 5. Approximation theory: least squares approximation. 6. Numerical solution of the heat equation and Black-Scholes equation. 7. Discrete Fourier transforms. Attendance Policy Students are expected to attend all classes and to complete all assignments. No makeups will be given for quizzes. No makeups will be given for exams except for absences due to the recognized grounds described in the catalog....
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- Spring '10
- Numerical Analysis