numerical-methods-lecture
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Numerical Methods Lecture: This repository contains the material created during the lecture Numerical Methods for Mathematical Finance.
Hi Prof, thanks for these materials! Will you share your course slides on this repo?
To improve your code style: you may consider adding a JavaDoc comment here: https://github.com/qntlb/numerical-methods-lecture/blob/3a24cc749da4f2d561d1b38a1f5c710a0d53cf41/src/main/java/info/quantlab/computationalfinance/assignments/montecarlo/interestrates/simplehybrid/SimpleLognormalCrossCurrencyModelAssignment.java#L20-L23
https://github.com/qntlb/numerical-methods-lecture/blob/3a24cc749da4f2d561d1b38a1f5c710a0d53cf41/src/main/java/info/quantlab/computationalfinance/assignments/montecarlo/interestrates/simplehybrid/SimpleLognormalCrossCurrencyModelAssignment.java#L20-L23
https://github.com/qntlb/numerical-methods-lecture/blob/3a24cc749da4f2d561d1b38a1f5c710a0d53cf41/src/main/java/info/quantlab/computationalfinance/assignments/montecarlo/interestrates/simplehybrid/SimpleLognormalCrossCurrencyModelAssignment.java#L21