ODE's aspect for quant ?

  • Thread starter Thread starter JOKER
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Hello, I have a question about ODE's.

In this semester I have to take ODE's course, which my teacher teaches ODE's only in the algebaric way (ie., no slope filed , no phase spaces/flows and other geometric view).

It's a correct way to learn ODE's for being quants ? or I should read more than what my teacher teaches.

Any respondence will be appreciated.
Thanks,
 
ODEs come about when PDEs are discretised in the space (asset) variables. Then the focus is then how to solve ODEs, _numerically_.

It does no har to know the theory of ODEs, of course. But is it computational?
 
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