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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.

Course outline:

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 Deputy Director

021 650 5785
5.44, Leslie Commerce

Research Area / Interest :
Director – African Institute of Financial Markets and Risk Management (AIFMRM) and Director– African Collaboration for Quantitative Finance and Risk Research (ACQuFRR)

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