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
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 AnalysisB Present the proof of the main theoremsC Apply definitions and fundamental theorems to elementary examplesD 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: 1/26/2020 11:27:40 PM