NQF credits: 0 at HEQSF level 9
Preliminary course, before start of first semester (12 practical sessions).
Course convener: Professor D.R. Taylor
Course entry requirements: Acceptance into MPhil in Mathematical Finance.
This purely practical course provides the basic structured coding and computational skills requiredto implement mathematical and numerical algorithms. While the emphasis is on Matlab as acomputing language, Excel and VBA will also be used. Topics covered in the modules will includeadvanced Excel, vectorisation, structured coding, graphics, numerical calculus and minimisation,ODEs and PDEs, and VBA applications.
DP requirements: An average of at least 70% for practical session grades.
Assessment: Final examination counts 100%.
Last updated : 13 Apr 2015
Staff Members on this course :
Convenor – MPhil in Mathematical Finance David Taylor