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Most of the homework questions will be taken from Murray Spiegel's elementary level book: Advanced Calculus (Schaum's Outline Series). I recommend that you buy this book.

However, my presentation of material in lectures is very much based on Harold M Edwards advanced level book: Advanced Calculus: A differential forms approach (Birkhauser). I recommend that you take a look at this book in the library but you don't need to buy it.

Another book that you should certain take a look at -- its a classic text -- is Michael Spivak's Calculus on Manifolds.

Assessment: The end of semester exam will count for 70% of the assessment. The continuous assessment will count for 30% of the assessment.

Continuous Assessment: The continuous assessment will consist of three equally weighted in-class tests based on the homework/tutorial problems. Each test will consist of questions taken verbatim from the homework/tutorial sheet. Questions on the end of semester exam will also be fairly closely based on the homework/tutorial sheet. Here is a version of the end of semester exam with question details omitted.

Homework sheet is available here. Throughout the semester I'll add extra questions to this sheet.

Lectures take place at 11am Monday in the AC201 and 11am Wednesday in AC201. The lecturer is Graham Ellis.

Tutorials take place at 6pm Tuesday in IT202 and Thursdays at 6pm in IT204. The tutor is Adib Makroon.

Student feedback on this module will be posted here.

Previous years: The material covered in the module is similar to previous years. However, the presentation of the material will be a bit different.

FAQ: I came to university to study financial maths and economics, so why are you making me study differential forms?

Answer: Take a look at

this paper on "Applying Exterior Differential Calculus to Economics: a Presentation and Some New Results",

and this paper on "Exterior Calculus: Economic Profit Dynamics",

or just Google "exterior claclulus" and "Economics" and browse through the many articles and books that you hit.

The MA2286 module aims to give you the ability to benefit from such research articles and books in financial mathematics!

Lectures:

Lecture 1

Lecture 2

Lecture 3

Lecture 4

Lecture 5

Lecture 6

Lecture 7

First Test

Lecture 8

Lecture 9

Lecture 10

Lecture 11

Lecture 12

Lecture 13

Lecture 14 (Bank Holiday - no lecture)

Second Test

Lecture 15

Lecture 16

Lecture 17

Lecture 18

Lecture 19

Lecture 20

Third Test

Lecture 21