OVERVIEW

The course is a simple introduction to the use of Matlab's main functions and procedures.

AIMS AND CONTENT

LEARNING OUTCOMES

A rigorous introduction to Matlab with applications to financial econometrics and statistics.

AIMS AND LEARNING OUTCOMES

The course aim to let the students know the Matlab programming basic elements, through the development of simple code and its application to problems in financial mathematics. The learning outcomes consist of the basic knowledge and expertise in problem solving using the Matlab software.

PREREQUISITES

No prerequisities are requested

TEACHING METHODS

Lectures and computer-based exercises

SYLLABUS/CONTENT

Part I: Introduction. Functions and commands, script files, the workspace, how to import data

Part II: Basic elements. Data types, array, matrix, trasposed operation, matrix operations, matrix functions, elementary matrices, special matrices, random number generators.

Part III: M-file. Introduction to “for”, “if”, “if -else”, “elseif”. 

Part IV: Loops. 

Part V: Programming examples of mathematical models of well-known problems in financial mathematics and machine learning

RECOMMENDED READING/BIBLIOGRAPHY

Notes available at aulaweb

TEACHERS AND EXAM BOARD

Exam Board

MARIA LAURA TORRENTE (President)

PIERPAOLO UBERTI

LESSONS

LESSONS START

II semester

Class schedule

USING MAT LAB SOFTWARE

EXAMS

EXAM DESCRIPTION

Oral exam. The student will have to execute a take home project, writ the matlab code required to solve the assigned problems and discuss the obtained results during an oral exam.

ASSESSMENT METHODS

Oral exam. The student will have to execute a take home project, writ the matlab code required to solve the assigned problems and discuss the obtained results during an oral exam.

Exam schedule

FURTHER INFORMATION