Master’s degree in Banking and Finance

Programming in Matlab

Course code
4S003537
Name of lecturer
Marco Minozzo
Coordinator
Marco Minozzo
Number of ECTS credits allocated
3
Other available courses
Academic sector
NN - -
Language of instruction
Italian
Period
not yet allocated

Learning outcomes

The course "Programming in Matlab" is an optional "type f" activity, which allows to students to obtain 3 CFU, once a final examination is passed. In particular:

- The course is open to all CdL and CdLM students of the School of Economics and Management, in particular to the students of the Master’s degree in Economics and of the Master’s degree in Banking and Finance.

- There are 48 places available. To promote an active participation, students are required to bring their own portable computer.

- Requests for participation will be considered following the registration order considering that priority will be given to CdLM students, in particular to the students of the Master’s degree in Economics and of the Master’s degree in Banking and Finance. Students are required to be present at the first lesson, or to send an email to the tutor to communicate their absence.

- The frequency to the classes is compulsory. Students are required to attend at least 3/4 of the exercise lessons and tutorial activities in order to be admitted to the final evaluation.

The course consists of 24 hours of exercise lessons and tutorial activities (plus 2 hours of final examination).

The calendar of the course will be available as soon as possible.


Teacher: dott. Luigi Malachini
Teacher: dott.ssa Irene Oliani

Registrations are open from the 27th of February 2020 to the 22nd of March 2020.

Please, register through the elearning platform.

Syllabus

Matlab è un ambiente per il calcolo numerico e l'analisi statistica che include anche l’omonimo linguaggio di programmazione. Matlab consente di manipolare matrici, visualizzare funzioni e dati, implementare algoritmi, creare interfacce utente, e interfacciarsi con altri programmi. Nonostante sia specializzato nel calcolo numerico, è possibile interfacciare Matlab con il motore di calcolo simbolico di Maple. Matlab è ampiamente utilizzato nell'industria e in ambito accademico. I suoi numerosi strumenti trovano applicazione nei più disparati campi di studio, in particolare in finanza e in ambito assicurativo.

Il programma del corso prevede alcune lezioni di introduzione alla sintassi di Matlab e al suo linguaggio di programmazione. Verranno quindi presentare alcune applicazioni economico-finanziarie, quali il pricing di strumenti finanziari e la costruzione di modelli per il risk-management. Il principale obiettivo dell’attività è quello di introdurre i partecipanti ad un software ampiamente utilizzato nel mondo finanziario e assicurativo, nonché in molti altri ambiti di interesse lavorativo.

Reference books
Author Title Publisher Year ISBN Note
Wendy L. Martinez, Angel R. Martinez, Jeffrey L. Solka Exploratory Data Analysis with MATLAB (Edizione 3) CRC Press, Taylor & Francis Group 2017 9781138626706

Assessment methods and criteria

Students are required to attend at least 3/4 of the exercise lessons/tutorial activity in order to be admitted to the final evaluation. The final examination will consist in a written exam, with an oral examination if necessary, on the use of the software Matlab. There will be just one date for the final examination.



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