2021/22 Taught Postgraduate Module Catalogue
MATH5306M Introduction to Programming
5 creditsClass Size: 50
Module manager: Dr Jason Anquandah
Taught: Semester 1 (Sep to Jan) View Timetable
Year running 2021/22
Pre-requisite qualificationsPartial replacement for MATH5360M: Optimisation Methods for Finance
This module is not approved as an Elective
Module summaryThis 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.
ObjectivesTo 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)
|Delivery type||Number||Length hours||Student hours|
|Private study hours||35.00|
|Total Contact hours||15.00|
|Total hours (100hr per 10 credits)||50.00|
Opportunities for Formative FeedbackFeedback on practical work.
Methods of assessment
|Assessment type||Notes||% of formal assessment|
|Practical||3 pieces of work||100.00|
|Total percentage (Assessment Coursework)||100.00|
Normally resits will be assessed by the same methodology as the first attempt, unless otherwise stated
Reading listThere is no reading list for this module
Last updated: 29/03/2022 15:20:27
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