"Why is data science a branch of science? Is data science just a catchy rebranding of statistics? Data science provides tools for statistical analysis and machine learning. But, as much as application problems without tools are lame, tools without application problems are vain. Through example...

Cover -- Title Page -- Copyright Page -- Contents -- My Life in Script by Jesper Andreasen -- Part I A Scripting Library in C++ -- Introduction -- Chapter 1 Opening Remarks -- Introduction -- 1.1 Scripting is not only for exotics -- 1.2 Scripting is for cash‐flows not payoffs -- 1.3 Simulation...

Intro -- Contents -- Preface -- 1 Introduction -- 2 Linear Equations and Computer Basics -- 3 Nonlinear Equations and Complementarity Problems -- 4 Finite-Dimensional Optimization -- 5 Numerical Integration and Differentiation -- 6 Function Approximation -- 7 Discrete Time, Discrete State...