English | Nov. 26, 2013 | ISBN: 0991160401 | 388 Pages | PDF
This book is assembled from lectures given by the author over a period of 10 years at the School of Computing of DePaul University. The lectures cover multiple classes, including Analysis and Design of Algorithms, Scientific Computing, Monte Carlo Simulations, and Parallel Algorithms. These lectures teach the core knowledge required by any scientist interested in numerical algorithms and by students interested in computational finance.

The notes are not comprehensive, yet they try to identify and describethe most important concepts taught in those courses using a few commontools and unified notation.In particular, these notes do not include proofs; instead, they providedefinitions and annotated code. The code is built in a modular way andis reused as much as possible throughout the book so that no step of thecomputations is left to the imagination. Each function defined in the codeis accompanied by one or more examples of practical applications.