Master’s degree in Banking and Finance

Programming in Matlab

Course code
4S009615
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, of the Master’s degree in Economics and Data Analysis, and of the Master’s degree in Banking and Finance.

- Due to the COVID-19 emergency, this year lessons will be delivered online through Zoom meetings. The course has, approximately, 50 places.

- The course will take place in the second semester; there will be just one course.

- 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, of the Master’s degree in Economics and Data Analysis, and of the Master’s degree in Banking and Finance. Students are required to participate to the first lesson, or to send an email to the teacher 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: to be announced


Registrations are open from the 13th of October 2020 to the 28th of February 2021.

Please, register through the elearning platform (Moodle). Students without a university IT account can ask to be registered by writing an email to the coordinator of the course. All other students must use the procedure on Moodle.

Syllabus

Matlab (matrix laboratory) is a multi-paradigm numerical computing environment and proprietary programming language developed by MathWorks. Matlab allows matrix manipulations, plotting of functions and data, implementation of algorithms, creation of user interfaces, and interfacing with programs written in other languages. Although Matlab is intended primarily for numerical computing, an optional toolbox uses the MuPAD symbolic engine allowing access to symbolic computing abilities. An additional package, Simulink, adds graphical multi-domain simulation and model-based design for dynamic and embedded systems. As of 2018, Matlab has more than 3 million users worldwide. Matlab users come from various backgrounds of engineering, science, and economics.

The course aims to provide the basics of the programming and operating philosophy of the Matlab software. After some introductory lessons, the course will focus on some applications in economics and finance, such as the pricing of financial instruments and the development of risk-management models. The course aims at improving the computational skills of the students and at introducing a software, which is largely used in the financial and insurance sectors.

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, which will take place online through a zoom meeting, will consist of a written exam, followed by 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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