Program: The Pre-MFE Program at Baruch College
Published materials for this seminar are listed under Documents below.
ODE and PDE with Financial Engineering Applications
Pre-MFE seminar on ODE/PDE methods with financial engineering applications (Baruch).
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Study guide
Course scope, exam targets, and reference material.
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Lecture notes
Notes in lecture order for in-class follow-along.
Requires permission (education)
My notes
Personal notes, scans, and drafts.
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Lecture notesRequires permission (education)
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Study guide
Exercise sheets
Problem sets from lectures.
Lecture scripts
Lecture scripts and official handouts.