Financial computing with matlab project, MATLAB Programming

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This project carries 50% of your ?nal mark. Please hand in your work to the Mathematical and Physical Sciences School O?ce, no later than 4pm Monday 21st January 2013.

Please ?ll in a cover form as well.

Place ?nal answers in spaces provided and attach any requested ?gures (with title, labels and legends) and additional paper used. You might want also to attach the MATLAB algorithms so that it will be easier to mark and test your algorithms.

PLEASE PUT YOUR NAME AND STUDENT NUMBER ON ALL ADDITIONAL SHEETS ATTACHED.

Aims of the project

At the end of the project, you should be able to (i) convert mathematical equations into Matlab programs, (ii) test the programs, (iii) plot functions, (iv) carry out some simple investigations and make conclusions about your ?ndings.

Mathematical ideas used The aim of this project is to measure how deep your MATLAB programming skills are. The requirement is to transform mathematical problems into computer algorithms to facilitate easy and fast calculations as well as introducing you to some new mathematical concepts such as

  • Solving linear systems of equations
  • Matrix manipulations
  • Numerical integration
  • Root ?nding or ?nding a zero of a function
  • Numerical solutions for ?rst order differential equations.

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