modules

On this module, you will get the chance to use the popular computer package Matlab and other relevant modelling software. We will cover topics from linear algebra, differential equations, statistical/probabilistic modelling, stochastic differential equations,

an introduction to time series analysis, and use these to demonstrate the versatility and capabilities of such packages in the application of modern numerical modelling techniques. The background and skills you will obtain in this module will be useful in the Financial Mathematics module MTHM006 Mathematical Theory of Option Pricing and in the dissertation ECMM721 Advanced Mathematics Project.

_{Please note that all modules are subject to change, please get in touch if you have any questions about this module.}