Module Catalogues, Xi'an Jiaotong-Liverpool University   
 
Module Code: MTH125
Module Title: Real Analysis for Financial Mathematics
Module Level: Level 1
Module Credits: 5.00
Academic Year: 2019/20
Semester: SEM1
Originating Department: Mathematical Sciences
Pre-requisites: MTH013 AND MTH008
   
Aims
To provide a basic understanding of the principles of Real Analysis for more advanced modules in Financial Mathematics.
Learning outcomes 
A State basics concepts of elementary Real Analysis

B Present the proof of the main theorems

C Apply definitions and fundamental theorems to elementary examples

D Construct their own proofs of simple unseen results

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


The real number system.



Sequence and Series in R.



Functions, Limits and Continuity.



Epsilon-delta definition of continuity.



Intermediate Value Theorem.



Differentiation. Existence and continuity of derivatives.



Mean value Theorems.



Fundamental Theorem of calculus.



Riemann integral. Integration of continuous functions. Integration of functions with discontinuities.



Improper integrals.


Delivery Hours  
Lectures Seminars Tutorials Lab/Prcaticals Fieldwork / Placement Other(Private study) Total
Hours/Semester 39    13      98  150 

Assessment

Sequence Method % of Final Mark
1 Formal Examination 85.00
2 Midterm Examination 15.00

Module Catalogue generated from SITS CUT-OFF: 8/24/2019 3:39:13 PM