Brief Course Description
1. Course Title:
Numerical methods
2. Language of Instruction:
Tiếng Việt
3. Course Code:
MAT508034
4. Credits:
3
5. Course Objectives:
This course provides students with comprehensive knowledge and skills in using approximate methods to solve linear systems of equations, approximate integrals, and apply finite difference methods to address common problems in economics.
6. Brief Description of Course Content:
This course is designed to introduce some basic concepts in numerical analysis (errors, order and rate of convergence, complex algorithm). The students will have been provided the numerical algorithms to solve some important problems in engineering science:
• Solving system of linear equations
• Function approximation and interpolation
• Solving nonlinear equations
• Numerical integration
• Monte Carlo simulation
• Numerical partial differential equations
• Option pricing