Annotated Algorithms in Python: with Applications in Physics, Biology, and Finance

(Updated to use Python 3.8) This book is assembled from lectures given by the author over a period of 16 years at the School of Computing of DePaul University. The lectures cover multiple classes, including Analysis and Design of Algorithms, Scientific Computing, Monte Carlo Simulations, and Parallel Algorithms. These lectures teach the core knowledge required by any scientist interested in numerical algorithms and by students interested in computational finance.

Massimo Di Pierro is Associate Professor at the School of Computing of DePaul University in Chicago. He has a Ph.D. in High Energy Theoretical Physics from the University of Southampton (UK). His expertise is in Numerical Algorithms, Parallel Computing, and Web Application Development.