Module manager: Dr Christopher Tedd
Email: C.F.Tedd@leeds.ac.uk
Taught: Semester 1 (Sep to Jan) View Timetable
Year running 2024/25
Partial replacement for MATH5360M: Optimisation Methods for Finance
This module is not approved as an Elective
This module introduces students to computational techniques and algorithms. Students will learn basic programming skills and apply computational techniques to the solution of mathematical and financial problems.
To provide students with the programming skills required to implement numerical methods for financial derivative pricing and hedging.
On completion of this module, students will be able to:
1. Write simple programmes for solution of mathematical and finance-related tasks
2. Use functions to structure the code
3. Write algorithms for solution of mathematical and finance-related task
Computer programming, algorithms, numerics, applications in derivative pricing.
The module provides an introduction to a programming language.
1. Fundamentals of syntax and structure of a programme
2. Control flow statements
3. Advanced data types (arrays, matrices)
4. Simple user interaction (input/output)
5. Loops
6. Functions
| Delivery type | Number | Length hours | Student hours |
|---|---|---|---|
| Lecture | 5 | 1 | 5 |
| Practical | 10 | 1 | 10 |
| Private study hours | 35 | ||
| Total Contact hours | 15 | ||
| Total hours (100hr per 10 credits) | 50 | ||
Feedback on practical work.
| Assessment type | Notes | % of formal assessment |
|---|---|---|
| Practical | 3 pieces of work | 100 |
| Total percentage (Assessment Coursework) | 100 | |
Normally resits will be assessed by the same methodology as the first attempt, unless otherwise stated
There is no reading list for this module
Last updated: 5/13/2024
Errors, omissions, failed links etc should be notified to the Catalogue Team