Master of Science in Finance and Banking

Updated A.Y. 2019-2020

This course provides a basic introduction to programming in Matlab, with an emphasis on applications to finance.

It is based on the online courses MATLAB onramp and  MATLAB Financial Applications, available to all the students thanks to the Tor Vergata Campus Licence.

 

1. Working with the MATLAB User Interface
2. Variables and Commands
3. Working with Vectors
4. Working with Matrices
5. Automating Commands with Scripts
6. Dates and Times
7. Working with Tabular Data
8. Conditional Data Selection
9. Working with Missing Data
10. Writing Functions
11. Increasing Automation with Programming Constructs
12. Fitting Models to Empirical Data
13. Troubleshooting Code

 

Exam rules

This is a Pass or Fail course.
The exam consists of one written test.
To pass the course it is required to answer correctly to at least 80% of the questions of the written test (final exam).

Exemption tests will be administered during the course.
Passing all the exemption test will be sufficient to pass the course.
Passing some, but not all, of the exemption tests will lower the threshold to pass the final exam. Each passed test lowers the threshold by 10%, that is, passing one test brings the threshold to 70%, two tests to 60%, etc…

The exemptions will be valid only for the winter session.
There will be no make ups for missed exemptions tests.

 

 

Updated A.Y. 2018-2019

This course provides a basic introduction to programming in Matlab, with an emphasis on applications to finance.

It is based on the online courses MATLAB onramp and  MATLAB Financial Applications, available to all the students thanks to the Tor Vergata Campus Licence.

 

1. Working with the MATLAB User Interface
2. Variables and Commands
3. Working with Vectors
4. Working with Matrices
5. Automating Commands with Scripts
6. Dates and Times
7. Working with Tabular Data
8. Conditional Data Selection
9. Working with Missing Data
10. Writing Functions
11. Increasing Automation with Programming Constructs
12. Fitting Models to Empirical Data
13. Troubleshooting Code

 

Exam rules

This is a Pass or Fail course.
The exam consists of one written test.
To pass the course it is required to answer correctly to at least 80% of the questions of the written test (final exam).

Exemption tests will be administered during the course.
Passing all the exemption test will be sufficient to pass the course.
Passing some, but not all, of the exemption tests will lower the threshold to pass the final exam. Each passed test lowers the threshold by 10%, that is, passing one test brings the threshold to 70%, two tests to 60%, etc…

The exemptions will be valid only for the winter session.
There will be no make ups for missed exemptions tests.

 

 

Updated A.Y. 2017-2018

This course provides a basic introduction to programming in Matlab, with an emphasis on applications to finance.

It is based on the online courses MATLAB onramp and  MATLAB Financial Applications, available to all the students thanks to the Tor Vergata Campus Licence.

 

1. Working with the MATLAB User Interface
2. Variables and Commands
3. Working with Vectors
4. Working with Matrices
5. Automating Commands with Scripts
6. Dates and Times
7. Working with Tabular Data
8. Conditional Data Selection
9. Working with Missing Data
10. Writing Functions
11. Increasing Automation with Programming Constructs
12. Fitting Models to Empirical Data
13. Troubleshooting Code

 

Exam rules

This is a Pass or Fail course.
The exam consists of one written test.
To pass the course it is required to answer correctly to at least 80% of the questions of the written test (final exam).

Exemption tests will be administered during the course.
Passing all the exemption test will be sufficient to pass the course.
Passing some, but not all, of the exemption tests will lower the threshold to pass the final exam. Each passed test lowers the threshold by 10%, that is, passing one test brings the threshold to 70%, two tests to 60%, etc…

The exemptions will be valid only for the winter session.
There will be no make ups for missed exemptions tests.