I. Fundamentals2. Numerical Analysis in a Nutshell3. Linear Equations and Least Squares Problems4. Finite Difference Methods5. Binomial Trees
II. Simulation6. Generating Random Numbers7. Modeling Dependencies8. A Gentle Introduction to Financial Simulation9. Financial Simulation at Work: Some Case Studies
III. Optimization10. Optimization Problems in Finance11. Basic Methods12. Heuristic Methods in a Nutshell13.: Heuristic Methods: A Tutorial14. Portfolio Optimization15. Backtesting Investment Strategies16. Econometric Models17. Calibrating Option Pricing Models