Dates: Semester 1 and 2
Time: Times vary across Semesters
Venue: Available once registered
Registration: Registration is open for Semester 1, you can enrol on MyCampus with subject "Economics" and code "5106". There will also be a semester 2 session which is a repeat of semester 1.
What is MATLAB about?
Many problems in Economics and Econometrics, Finance or Financial Engineering cannot be solved to the point where a closed form solution can be obtained. Instead they have to be solved by use of numerical algorithms and techniques implemented on a computer. For many applications the industry standard programming language is MATLAB. This course gives a comprehensive introduction to programming in MATLAB and covers some of the most frequently used applications in Economics and Finance. These may include but are not limited to Monte Carlo simulation for pricing complex financial derivatives; GARCH models for high-frequency data and for forecasting; solving Rational Expectations Models. The implementation of these in MATLAB is a crucial component of the course.
The course will mainly focus on MATLAB, but will also address general programming techniques. Examples from master level courses will serve as programming exercises.
What are the benefits of taking this workshop?
Students will gain programming skills and develop better preparation for courses taught at the Adam Smith Business School. Students will also gain knowledge of a particular programming language, MATLAB, which is widely used in education, science and industry.
What will happen during this workshop?
There will be weekly lectures and computer labs.
Who will be leading this workshop?
This workshop will be led by Mr Oleg Kirsanov.
Please note that the MATLAB course will be most useful for those taking Economics or Accounting & Finance courses.
If you have any issues registering, please contact: Kristy McIlwain at firstname.lastname@example.org