Key facts
Details for course being taught in current academic year
Level M - 15 credits - spring term
Resources
Course description
Course outline
The course will include the important features of Matlab, including arithmetic and vectors; writing function files - input and output into a function file, local variables;
for loops - using for loops and applications, nested loops; if and else - using if and else statements, nested statements, while statements; roots of polynomials; data representation; first order differential equations - numerical approximation, computation applications.
The course is to provide support to the course <
Pre-requisite
Calculus, Linear Algebra, basic Probability and Statistics
Learning outcomes
By the end of the course, a successful student should be able to:
1. Apply mathematical and numerical computing skills and general syntax for MatLab
2. Analyse and present investigative material in a well organized order (project)
3. Use algorithms in a range of problem settings
4. Promote accuracy and efficiency issues in the implementation of numerical algorithms
5. Deploy MatLab to solve mathematical Finance problems numerically
Computing
Matlab
Library
E. Chen, P. Gibson, & A. Irding, Mathematical explorations with MATLAB, CUP
P. Turner, Guide to Scientific Computing, Macmillan (Maths Guides)
Desmond Higham, Introduction to financial option valuation : Mathematics, Stochastics and computation, 2004.
Assessments
| Type | Timing | Weighting |
|---|---|---|
| Coursework | 100.00% | |
| Problem Sets | Spring Week 3 | 6.66% |
| Problem Sets | Spring Week 4 | 6.66% |
| Problem Sets | Spring Week 5 | 6.67% |
| Problem Sets | Spring Week 6 | 6.67% |
| Problem Sets | Spring Week 7 | 6.67% |
| Problem Sets | Spring Week 8 | 6.67% |
| Project Report (3000 words) | Summer Week 2 | 60.00% |
Resit mode of assessment
| Type | Timing | Weighting |
|---|---|---|
| Project Report (3000 words) | Summer Vacation | 100.00% |
Timing
Submission deadlines may vary for different types of assignment/groups of students.
Weighting
Coursework components (if listed) total 100% of the overall coursework weighting value.
Teaching methods
| Term | Method | Duration | Week pattern |
|---|---|---|---|
| Spring Term | LECTURE | 1 hour | 1111111111 |
| Spring Term | WORKSHOP | 2 hours | 0011111100 |
| Spring Term | LABORATORY | 1 hour | 0111111110 |
How to read the week pattern
The numbers indicate the weeks of the term and how many events take place each week.
Contact details
Dr Anotida Madzvamuse
Assess convenor
http://www.sussex.ac.uk/maths/profile136962.html