Studying phase transitions in finite volume systems is not an easy
task and one must take into account finite size scaling of order parameters
and their susceptibilities. An alternative approach to this was introduced in
1952 by Yang and Lee, where they proposed studying the zeros of the grand
canonical partition function. These zeros were proved to exist in any finite
volume in the complex parameter space, and their scaling can be studied with
temperature and volume to obtain information about the order and universality
class of phase transitions. We will show how to extract these zeros from
lattice actions and test their scaling against known phase transitions like
the 2D Ising and the Roberge-Weiss transition in QCD at imaginary chemical
potential. We will end by "bravely" putting our method to test on lattice QCD
simulations sufficiently away from the Roberge-Weiss
transition and provide an estimate for the QCD critical point.