{"categories":["Computational Methods"],"contentHtml":"<p>The handwritten page is headed “Computational Methods in Quantitative Finance Midterm Cheat Sheet.”</p>\n<h2>Quadrature / numerical integration</h2>\n<p>Readable labels: “Quadrature,” “numerical integration,” “Midpoint Rule,” and “Simpson’s Rule.” The line beginning “for Taylor:” and the formulas under the rule labels are <strong>unclear in the source</strong>.</p>\n<h2>Black-Scholes</h2>\n<p>The page marks “PDE” and “Free Boundary.” The associated PDE, Greek symbols, and boundary equations are <strong>unclear in the source</strong>.</p>\n<p>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.</p>","contentMarkdown":"The handwritten page is headed “Computational Methods in Quantitative Finance Midterm Cheat Sheet.”\n\n## Quadrature / numerical integration\n\nReadable 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**.\n\n## Black-Scholes\n\nThe page marks “PDE” and “Free Boundary.” The associated PDE, Greek symbols, and boundary equations are **unclear in the source**.\n\nThe 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.","dataUrl":"https://sharifhsn.dev/api/posts/computational-methods-midterm-cheat-sheet.json","date":"2025-03-25","datePublished":"2025-03-25","description":"Handwritten midterm reference for quadrature and Black-Scholes notation; several formulas are unclear in the source render.","site":"https://sharifhsn.dev","slug":"computational-methods-midterm-cheat-sheet","source":"Handwritten CheatSheet.xopp; Drive-modified 2025-03-29. Approximate date within the Computational Methods in Quantitative Finance Docs history cluster (2025-01-21 through 2025-05-15).","sourceUrl":null,"tags":["Computational Methods","Midterm","Quadrature","Numerical Integration","Midpoint Rule","Simpson's Rule","Black-Scholes","Partial Differential Equations","Free Boundary"],"title":"Midterm Cheat Sheet","url":"https://sharifhsn.dev/blog/computational-methods-midterm-cheat-sheet/","version":"1","wordCount":93}