MATH1540 - University Mathematics for Financial Studies - 2015/16

Announcement

• The Final Exam covers all course material (lectures, lecture notes, coursework, homework) of the entire term, *except* polar integration.

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General Information

Lecturer

• CHAN, Ping Shun
  • Office: LSB 209
  • Email:
  • Office Hours: By appointment.

Teaching Assistant

• ZHANG, Zhu
  • Office: LSB 232
  • Email:
  • Office Hours: Mo 10:00 - 13:00, Tu 14:00 - 17:00, We 13:00 - 15:00.
• YAM, Tsz Chun
  • Office: LSB 222B
  • Email:

Time and Venue

• Lecture: Tu 8:30AM - 10:15AM, YIA LT7; Th 12:30PM - 1:15PM, YIA LT6
• Tutorial: Th 5:30PM - 6:15PM LSB LT5

Course Description

This course is designed for students who wish to specialize in mathematics related financial studies. It is especially suitable for those who have a mathematics background similar to that of HKDSE Mathematics Extended Module I or II. The students are to acquire further cognition and stronger skills from their original training. It leads to the command of knowledge and operation of higher algebra. By this course, the students will have a smooth transition into studying the essential mathematics for financial studies.

Summary of Topics Covered:

• Basic linear algebra:
• System of linear equations
• Matrices
• Row reduction
• Determinants
• Multivariable Calculus:
• Vectors
• Dot and cross products
• Functions in two or more variables
• Partial derivatives
• Taylor Series
• Local Extrema
• Multiple integrals

Textbooks

• Thomas' Calculus, 12th edition (Pearson).

References

• Linear algebra with applications / Steven J. Leon.
• A First Course in Linear Algebra / Robert A. Beezer.

Pre-class Notes

• Week 4

Lecture Notes

• Week 1
• Week 2
• Week 3
• Week 4
• Week 5
• Week 6
• Week 7
• Week 8
• Week 9 (REVISED)
• Week 10-11
• Week 12
• Week 13

Assignments

• Homework Set 1 (DUE Oct 2, 2015)
• Homework Set 2 (DUE Oct 16, 2015)
• Homework Set 3 REVISED (DUE Oct 30, 2015)
• Homework Set 4 (DUE Nov 20, 2015)
• Homework Set 5 REVISED (DUE Dec 9, 2015)

Quizzes and Exams

• Test 1 Sample Solutions
• Test 2 Sample Solutions

Solutions

• Coursework 1
• Coursework 2
• Homework 1
• Coursework 3
• Coursework 4 Revised
• Homework 2
• Coursework 5
• Coursework 6
• Homework 3
• Coursework 7
• Coursework 8
• Homework 4
• Coursework 9
• Coursework 10
• Coursework 11
• Homework 5

Assessment Scheme

Scheme 1
Tutorial and Homework Assignments		5%
Test 1 (Oct 15)		20%
Test 2 (Nov 12)		20%
Final Exam		55%
Scheme 2
Tutorial and Homework Assignments		5%
Best of Tests 1, 2		30%
Final Exam		65%