COS 323 - Computing for the Physical and Social Sciences

Spring 2006

Assignment 3

In this assignment, you will be asked to perform numerical integration for a financial application. The assignment is available here. Please keep in mind the following clarifications:

• Do not use Matlab for this assignment. Use C/C++/Java. If it helps, you can use Matlab's graphing tools to help with visualization.
• When asked about step sizes in integration, you can experiment and use your knowledge of numerical integration.
• When asked to make sketches (question 4), do not hand in the sketches.

It is particularly important for this assignment that your writeup is well presented and easy to read. Please submit your code as well.