MMF 2021
Numerical Methods for Finance

Instructor: Ken Jackson

TA: Duy Minh Dang

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

Information provided through this page:

• Course Outline.
• Please read Guidelines for Avoiding Plagiarism and Advice About Academic Offences.
• 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.
• MatLab Clones.
• Examples
  • MatLab rounding error example
• Assignments
  • Assignment 1
  • Assignment 2
  • Assignment 3
  • Assignment 4
  • Assignment 5
• Past tests and exams:
  • last year's midterm test
  • this year's midterm test
  • last year's final exam