Python is the swiss knife of modern programming languages and a prime candidate to be also the swiss knife for risk modelling

Summary:

In this course we do an in-depth comparison of the Linear Algebra functionalities offered by the open source numerical libraries Numpy, Eigen and Armadillo.

The focus of the course is mathematical functionality, not performance or other technical deployment aspects.

Course Level and Type:

Introductory Level Core Level Advanced Level
Non-Technical
Technical DAT 31055