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2024/25 Taught Postgraduate Module Catalogue

MATH5306M Introduction to Programming

5 creditsClass Size: 50

Module manager: Dr Christopher Tedd

Taught: Semester 1 (Sep to Jan) View Timetable

Year running 2024/25

Pre-requisite qualifications

Partial replacement for MATH5360M: Optimisation Methods for Finance

This module is not approved as an Elective

Module summary

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.

Learning outcomes
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

Skills outcomes
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

Teaching methods

Delivery typeNumberLength hoursStudent hours
Private study hours35.00
Total Contact hours15.00
Total hours (100hr per 10 credits)50.00

Opportunities for Formative Feedback

Feedback on practical work.

Methods of assessment

Assessment typeNotes% of formal assessment
Practical3 pieces of work100.00
Total percentage (Assessment Coursework)100.00

Normally resits will be assessed by the same methodology as the first attempt, unless otherwise stated

Reading list

There is no reading list for this module

Last updated: 13/05/2024 16:49:57


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