Georgia Institute of Technology College of Sciences

Iterative methods for linear and nonlinear systems of equations including Jacobi, G-S, SOR, CG, multigrid, fixed point methods, Newton quasi-Newton, updating, gradient methods. Crosslisted with CSE 6644.

This course contains the basic numerical and simulation techniques for the pricing of derivative securities.

Core topics in differential and Riemannian geometry including Lie groups, curvature, relations with topology.