Aggiornato A.A. 2014-2015
The aim of this course is to introduce students to the basics of programming using MatLab, through examples and applications to economic and financial problems. Attendance is strongly recommended.
Course outline
1. Matlab environment: Variables and constants, operators and simple calculations, formulas and functions. Matrices and operations with matrices. Relations and Booleans. Working with data: reading and writing, file handling, preprocessing data, summarizing data, visualizing data. MatLab graphic functions.
2. Programming in Matlab: Algorithms and structures, control flow (conditional control, loop control, vectorization, preallocation), MatLab scripts and functions (subfunctions, nested functions and function handles).
3. Applications and examples: Introduction to numerical methods (linear systems, iterative root-finding methods) and symbolic calculus.
Textbook and Material
- MATLAB Primer by The MathWorks, Inc., http://www.mathworks.com/help/pdf_doc/matlab/getstart.pdf
Handouts will be provided during the class: all the material (notes, exercises, data, projects) will be available at the web page of the course.
Additional reading include:
- Attaway S., Matlab A Practical Introduction to Programming and Problem Solving, Elsevier, 2012
- Brandimarte Paolo (2006), Numerical Methods in Finance and Economics: A MATLAB-Based Introduction, Wiley.
Final exam
PASS or FAIL. The final exam consists of a take-home assignment to be returned (via email) at least one week before the expected exam registration and a written test (an example will be available at the course web page).