14th lecture

Next digital lecture: Monday 19th of April, 12:15-15:00 in Zoom.

Update: Sorry for the delay with updating the lecture notes! These ones were tough to prepare. I have updated the lecture notes with a section on a couple of numerical schemes to solve Thiele's PDE. I have also now included a table of contents in the lecture notes. You also have the digital blackboard from Monday in "digital lectures".

Next lecture (14th): We will see Section 9.3: Numerical methods to solve Thiele's PDE and some examples. We will see also how easy is to include time-inhomogeneous variables when the numerical method is impleted. For example, varying interest rates, instead of the boring assumption of constant interest.

Homework: Read the lecture notes, maybe Section 9.2 (again) and Section 9.3. Try to implement the examples, or solve some exercises from earlier lists. Finally, remember that the assignment has deadline 26 of April at 2 pm.