PART I: BACKGROUND.

Financial Problems and Numerical Methods.

PART II: NUMERICAL METHODS.

Basics of Numerical Analysis.

Optimization Methods.

Principles of Monte Carlo Simulation.

Finite Difference Methods for Partial Differential Equations.

PART III: APPLICATIONS TO FINANCE.

Optimization Models for Portfolio Management.

Option Valuation by Monte Carlo Simulation.

Option Valuation by Finite Difference Methods.

PART IV: APPENDICES.

Appendix A: Introduction to MATLAB Programming.

Appendix B: Refresher of Probability Theory.

Index.