Midterm Cheat Sheet
- Computational Methods
The handwritten page is headed “Computational Methods in Quantitative Finance Midterm Cheat Sheet.”
Quadrature / numerical integration
Readable labels: “Quadrature,” “numerical integration,” “Midpoint Rule,” and “Simpson’s Rule.” The line beginning “for Taylor:” and the formulas under the rule labels are unclear in the source.
Black-Scholes
The page marks “PDE” and “Free Boundary.” The associated PDE, Greek symbols, and boundary equations are unclear in the source.
The finite-difference grid and method derivations are covered in weeks 5 and 6. This supplement keeps the readable quadrature and section labels without repeating those derivations.