Module Catalogues, Xi'an Jiaotong-Liverpool University   
 
Module Code: MTH116
Module Title: Foundations of Financial Computing
Module Level: Level 1
Module Credits: 5.00
Academic Year: 2019/20
Semester: SEM2
Originating Department: Mathematical Sciences
Pre-requisites: MTH113
   
Aims
To help students acquire mathematical and computational skills in computing facilities and in particular the ability in solving financial related problems numerically. Specially, they will be able to write algorithms and evaluate the computational results using graphical representations.
Learning outcomes 
A. Demonstrate the ability to translate mathematical methods into codes that can be ran in computing facilities.

B. Apply mathematical and numerical computing skills in software.

C. Tabulate results and represent data visually

D. Using algorithm in a range of settings, particular in probability and statistical analysis.



Method of teaching and learning 
This module will be delivered by a combination of formal lectures and tutorials.
Syllabus 

MATLAB basis


MATLAB sessions, menus, toolbars, variables, arrays, scripts files and the editor, decision-making programs (logical variables, logical operators, relational operators, conditional statements, loops).


Mathematical manipulation using MATLAB


Basic algebraic techniques, symbolic processing in MATLAB, expression and simplification, functions, calculus, sequences, limits, vectors and matrices, algebraic and transcendental equations, differential equations (with initial and boundary conditions).


Applications to core mathematics


Matrix operations, linear equations, polynomial operations, finding the zeros of a function, minimizing of a function, linear regression, interpolation, numerical differentiation, gradients, numerical integration, first-order differential equations.


Advanced plotting and model building


XY plotting functions, 2D plots, 3D plots, function discovery


Probability and statistics


Statistics and histograms, probability, uniform probability distribution, normal distribution, standard normal distribution table, calculations using standard distributions in MATLAB.



Delivery Hours  
Lectures Seminars Tutorials Lab/Prcaticals Fieldwork / Placement Other(Private study) Total
Hours/Semester 26    26      98  150 

Assessment

Sequence Method % of Final Mark
1 Homework 10.00
2 Midterm Exam 15.00
3 Final Exam 75.00

Module Catalogue generated from SITS CUT-OFF: 8/20/2019 6:20:48 PM