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: 2020/21
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 visuallyD. 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 mathematicsMatrix 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 discoveryProbability 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: 6/2/2020 12:39:53 AM