Lecture Computational Finance / Numerical Methods 00: Aim of the Lecture / Motivation
Channel: finmath
Date: 26/04/2020

Lecture on Computational Finance / Numerical Methods for Mathematical Finance. Session 00: Aim of the Lecture / Motivation.

Prolog to the lecture on computational Finance / Numerical Methods for Mathematical Finance.
- aim of the lecture
- a small motivation from mathematical finance

Errata:
- on slide 6 the hand written copy of the model from slide 5: an S before dW is missing.