7 Numerical Integration and Diﬀerentiation

7.1 Newton-Cotes Formulas

7.2 Gaussian Formulas

7.3 Singular Integrals

7.4 Adaptive Quadrature

7.5 Multidimensional Quadrature

7.6 Example: Portfolio Problems

7.7 Numerical Diﬀerentiation

7.9 Further Reading and Summary