1: Introduction to Numerical Methods in Java.- 2: Linear Algebra.- 3: Finding Roots of Equations.- 4: Finding Roots of Systems of Equations.- 5: Curve Fitting and Interpolation.- 6: Numerical Differentiation and Integration.- 7: Ordinary Differential Equations.- 8: Partial Differential Equations.- 9: Unconstrained Optimization.- 10: Constrained Optimization.- 11: Heuristics.- 12: Basic Statistics.- 13: Random Numbers and Simulation.- 14: Linear Regression.- 15: Time Series Analysis.- References.
Haksun Li, PhD, is founder of NM Group, a scientific
and mathematical research company. He has the vision of
“Making the World Better Using Mathematics”. Under his leadership,
the firm serves worldwide brokerage houses and funds,
multinational corporations and very high net worth
individuals. Haksun is an expert in options trading, asset
allocation, portfolio optimization and fixed-income product
pricing. He has coded up a variety of numerical software,
including SuanShu (a library of numerical methods), NM Dev (a
library of numerical methods), AlgoQuant (a library for
financial analytics), NMRMS (a portfolio management system for
equities), and supercurve (a fixed-income options
pricing system). Prior to this, Haksun was a quantitative
trader/quantitative analyst with multiple investment banks. He
has worked in New York, London, Tokyo, and Singapore.
Additionally, Haksun is the vice dean of the Big Data Finance and
Investment Institute of Fudan University, China. He was an
adjunct professor with multiple universities. He has taught at
the National University of Singapore (mathematics),
Nanyang Technological University (business school), Fudan
University (economics), as well as Hong Kong University of
Science and Technology (mathematics). Dr. Haksun Li has a B.S.
and M.S. in pure and financial mathematics from the University
of Chicago, and an M.S. and a PhD in computer science and
engineering from the University of Michigan, Ann Arbor.
“The book is primarily a user’s guide to the NM DEV commercial software library … .” (Anthony J. Duben, Computing Reviews, December 6, 2022)
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