MMF 2021
Numerical Methods for Finance

Instructor: Ken Jackson

TAs: TBA

MMF 2021 is a graduate course offered in the Master's of Mathematical Finance (MMF) at the University of Toronto.

• Information about the course is provided through the Course Outline.
• Please read
  • How to Avoid Plagiarism
  • Advice about academic offences
  • Code of Behaviour on Academic Matters
  • Code of Student Conduct
  • How Not to Plagiarize
• Accessibility Services. The University of Toronto is committed to accessibility. If you require accommodations for a disability, or have any accessibility concerns about the course, the classroom or course materials, please contact Accessibility Services as soon as possible.
• MatLab Guides:
  • Appendix A of your textbook, Numerical Methods in Finance and Economics, second edition, Paolo Brandimarte, John Wiley & Sons, 2006.
  • Prof. Christara's A Brief Introduction to MatLab
  • Cleve Moler's Introduction to MatLab chapter from his textbook Numerical Computing with MatLab.
  • Kermit Sigmon's MatLab Primer
  • The MathWorks MatLab Primer.
  • A short description of fprintf
• MatLab is currently available for free for UofT students for personal academic use. For more information about obtaining MatLab, click here.
• MatLab Clones.
• Examples
  • MatLab Rounding Error Example
  • Error Propagation Example
• Assignments
  • Assignment 1
  • Assignment 2
  • Assignment 3
  • Assignment 4
  • Assignment 5
• Past tests and exams:
  • 2017 midterm test
  • 2017 midterm test solution
  • 2018 midterm test
  • 2018 midterm test solution
  • 2019 midterm test
  • 2019 midterm test solution
  • 2017 final exam
  • 2017 final exam solution
  • 2018 final exam
  • 2018 final exam solution