Portale di Ateneo - En.Unibs.it

MATLAB environment and working tools.
Data management:
- Manipulation of data tables;
- Matrix algebraic expressions;
- Import and export data;
- Data types and formats: numeric, text, date.
Basic principles of programming:
- Concept of algorithm and program;
- Data and representation: data types, variables, vectors and matrices;
- Control structures: sequence, selection and iteration;
- Subprograms: functions, input parameters and output.
Limits of numerical calculation:
- Rounding and truncation errors;
- Computational time: complexity function and speed of convergence;
- Stability of an algorithm, the conditioning of a problem;
Problems of numerical computation (examples):
- Solving equations and systems of equations numerically;
- Interpolation and approximation of functions;
- Derivation and integration;
- Optimization of functions.
More advanced programming elements:
- Simulation of stochastic processes and monte carlo methods;
- Optimization algorithms;
Financial Applications (examples):
- Calculation of financial indices and elementary statistical;
- Calculation of mortgage plans;
- Estimation of the term structure of interest rates;
- Models of immunization for bond portfolios;
- Models for the selection of portfolio securities;
- Valuation models of options.