FMO & Financial Mathematics MATLAB Short Course

Course information

The course consists of three 1hr lectures, with each followed by a 1hr lab session.

• Lecture 1: Monday 17th October, 12.10pm, Swann Building, main lecture theatre.
• Lecture 2: Thursday 20th October, 2.00pm, Ahsworth Building, lecture theatre 1.
• Lecture 3: Thursday 27th October, 4.10pm, James Clerk Maxwell Building, lecture theatre C.

Lab sessions will be held in the level 3 cluster of KB centre, and will immediately follow each lecture.

Course materials

Lecture slides and the code examples will be placed here after each lecture. You may find it useful to have a soft or hard copy of the slides for use in the practicals.

Lecture slides

• Lecture 1
• Lecture 2
• Lecture 3

Example code

• Code examples from lecture 1
• Code examples from lecture 2
• function proclaim.m
• function jukowski.m
• function catalan.m
• Code examples from lecture 3
• function myFun.m
• function myFun2.m

Lab sheets

• Lab 1
• Lab 2
• Lab 3
• function rossler.m, needed for lab session 3.

Solutions

Below are solution codes for labs 2 and 3.

Lab 2

• sections 1 & 2
• 3.1
• 3.2
• 3.3
• 3.4
• 3.5a
• 3.5b
• function sinc.m
• function fibonacci.m
• function arraymax.m

Lab 3

• lab 3
• rossler system rhs function

Additional materials

• MATLAB tutorial introduction