Module Title
Computer Programming for Financial Mathematics

Module Level
Level 2

Module Credits
5.00

The module has the following aims: • to introduce concepts and principles of problem solving using the computer; • to demonstrate principles underlying the design of a high level programming language; • to develop students’ skills in the use of a high level programming language to implement algorithms; • to apply computer programming techniques to handle financial data and problems; • to construct and use appropriate algorithms and data structures in financial applications.

A. Understand the principles and practice of object oriented design in the construction of robust, maintainable programs which satisfy their specifications. B. Be competent to design, write, compile, test, debug and execute straightforward programs using a high-level language. C. Apply computer programming and algorithmic tools to solve financial problems. D. Use a high-level language to select, construct and develop appropriate algorithms and data structures in financial applications.

Students will be expected to attend two hours of formal lectures as well as to participate in two hours of supervised practicals in a computer lab in a typical week, plus up to six hours of practical self-study tasks. Lectures will introduce students to the academic content and practical skills which are the core of the module, while practicals and self-study tasks allow students to develop those skills. In addition, students will be expected to devote time to solve continuous assessment tasks and to private study. Private study will provide time for reflection and consideration of lecture material and background reading. Continuous assessment will be used to test to what extent practical skills have been learnt