Units may be offerred in different semesters at different campuses.

Year 1

Discrete Mathematics

This Level 1 unit introduces set theory, symbolic logic, graph theory and some counting problems. It serves as a grounding for further study in mathematics or computing.

Mathematics 1A

This level one hundred unit provides a solid foundation in the theory and applications of differential calculus, as well as some introductory work on complex numbers. It is the first of two units developing aspects of calculus.

Mathematics 1B

This level one hundred unit provides a solid foundation in the theory and applications of integral calculus, as well as some introductory work on linear algebra and infinite sequences and series. It is the second of two units developing aspects of calculus.

Programming Fundamentals

As a first unit in computer programming, Programming Fundamentals covers basic computer architecture, basic data and file structures, concept of algorithms, programming constructs, programming language features and functions, program design, test design, basic documentation. A high level programming language is employed to solve problems in a structured manner.

Choose one of:

Statistics for Science

This unit will be replaced by 300700 - Statistical Decision Making from 2010. This Level 1 unit introduces the basic concepts and techniques of statistics that are particularly relevant to problem solving in science and technology. It also provides a sound base for more advanced study in statistics in subsequent sessions. Topics include: presentation of data; descriptive statistics; the role of uncertainty in decision making; hypothesis testing; and simple linear regression.

Biometry

This unit introduces students to various statistical techniques necessary in scientific endeavours. Presentation of the content will emphasize the correct principles and procedures for collecting and analysing scientific data, using a ‘hands-on’ approach. Topics include effective methods of gathering data, statistical principles of designing experiments, error analysis, describing different sets of data, probability distributions, statistical inference, non-parametric methods, and simple linear regression and correlation.

And two Level 1 units from the Bachelor of Science Unit Pool

And one elective

Year 2

Advanced Calculus

This unit is designed for students undertaking studies in mathematics, statistics, operations research and mathematical finance. It provides further mathematical training in the areas of multivariable and vector calculus, which is essential to the understanding of many areas of both pure and applied mathematics.

Linear Algebra

Objective of this unit is to present the main fundamentals of linear algebra and includes such topics as solving systems of linear equations, matrix algebra, determinants, eigenvalues and eigenvectors, Euclidean vector spaces, general vector spaces, inner product spaces and linear transformations.

Choose one of:

Foundations of Statistical Modelling and Decision Making

This level 200 unit completes an introduction to the basic principles and concepts of statistics. There are two strands to the subject: distribution theory and statistical inference. The aim of the unit is to present a solid foundation in statistical theory and to provide an understanding of the relevance and importance of the theory in solving practical problems in the real world. The theoretical basis of the dual arms of classical statistical inference (estimation and hypothesis testing) is discussed relating the probabilistic half of the course to the final objective - inference.

Introduction to Operations Research

This unit introduces the ideas of systems and their mathematical modelling, with special reference to the allocation, inventory, scheduling, queuing and other processes taking place within social systems. It introduces modelling and heuristic problem solving techniques and goes on to introduce the standard techniques of linear programming, network analysis, critical path analysis, inventory control and simulation. Throughout, an emphasis is placed upon the mathematical development of algorithms and their computerisation.

Choose three of:

Applied Statistics

The unit builds on the basic statistical concepts introduced in first year, and also prepares students for broader application of statistics for those majoring in science or business. Topics include some common probability distributions; revision of hypothesis testing; analysis of categorical data; analysis of variance; simple and multiple linear regression analysis and correlation; some nonparametric methods; and fundamentals of time-series analysis.

Differential Equations

Differential equations arise naturally, both in abstract mathematics and in the study of many phenomena. This unit provides the theory of ordinary differential equations and an introduction to partial differential equations, together with methods of solution. Examples are drawn from a wide range of biological, chemical, physical and economic applications.

Foundations of Statistical Modelling and Decision Making

This level 200 unit completes an introduction to the basic principles and concepts of statistics. There are two strands to the subject: distribution theory and statistical inference. The aim of the unit is to present a solid foundation in statistical theory and to provide an understanding of the relevance and importance of the theory in solving practical problems in the real world. The theoretical basis of the dual arms of classical statistical inference (estimation and hypothesis testing) is discussed relating the probabilistic half of the course to the final objective - inference.

Introduction to Operations Research

This unit introduces the ideas of systems and their mathematical modelling, with special reference to the allocation, inventory, scheduling, queuing and other processes taking place within social systems. It introduces modelling and heuristic problem solving techniques and goes on to introduce the standard techniques of linear programming, network analysis, critical path analysis, inventory control and simulation. Throughout, an emphasis is placed upon the mathematical development of algorithms and their computerisation.

Numerical Analysis

This unit covers a substantial range of computational techniques in formulating and solving mathematical, scientific and engineering problems. Topics include: algorithmic approaches to solving nonlinear equations; systems of linear equations; differential equations; polynomial interpolation; numerical differentiation and integration; and curve fitting to approximate functions.

And two electives

Year 3

Quantitative Project

This unit provides an opportunity for students to carry out a major project, in the form of a directed investigation under the supervision of an academic staff member. With the assistance of their supervisor, students will define the problem to be studied and then apply and develop the appropriate methodology. The final report presented by the student will consist of an appropriate simple literature review, presentation of analytical and/or theoretical results, analysis and discussion, followed by an appropriate conclusion. Students are also expected to give an oral presentation at the end of the session, outlining the results of their investigation.

Choose five of:

Abstract Algebra

This unit develops algebraic thought to a high level. The abstract concepts involved in the main topics (group theory and number theory) have many applications in science and technology, and the unit includes an application to cryptography.

Analysis

This unit provides the theoretical basis of real and complex numbers, including differentiation and integration. Topics include: field axioms and completeness, sequences, series, convergence, compactness, continuity, differentiability, integrability, and related theorems in both the real and complex number systems.

Data Mining and Visualisation

This unit presents data mining as a well structured standard process, namely, the Cross Industry Standard Process for Data Mining (CISP-DM). Further, this unit emphasizes (1) the presentation of data mining as a process, (2) the “White box” approach, emphasizing an understanding of the underlying algorithmic structures, (3) the graphical approach, emphasizing exploratory data analysis, and (4) the logical presentation, flowing naturally from the CRISP-DM standard process and the set of data mining tasks. This unit gives the insight of the data mining algorithms, by using small data sets and then provides examples of the application of the various algorithms on actual large data sets. Finally it provides the hands-on analysis problems, representing an opportunity to apply acquired data mining expertise to solving real problems using large data sets.

Mathematical Finance

The first section of the unit covers the idea of hedging and pricing by arbitrage in the discrete-time setting of binary trees. The key probabilistic concepts of conditional expectation, martingales, change of measure and representation are introduced in a simple framework. The second (and main) part of the unit concentrates on classical Black-Scholes analysis, assuming a lognormal random walk for asset prices. Ito's lemma and simple arbitrage arguments are used to derive the Black-Scholes partial differential equation for the fair value of an option. A variety of different kinds of options are considered and it is shown how, by suitably selecting boundary and final conditions for the Black-Scholes equation, virtually all derivative securities may be valued in a Black-Scholes framework. The unit concludes with a variety of 'exotic options': digital, pay-later, gap options and American options and the free boundary value problems. The link between the existence of equivalent martingale measures and the ability to price and hedge is formalised.

Mathematical Modelling

This unit concentrates on the solution of some mathematical problems that are suitable for interpretation in a deterministic manner. Selected real-world problems are approximated by mathematical models that are amenable to being written in terms of linear and non-linear equations and ordinary differential equations. In some instances analytic solutions are obtained, while in others computer programs provide numerical results. In either situation, there is emphasis on interpreting models, modifying them as required and using them for prediction.

Optimisation Techniques

This unit presents the fundamental mathematical aspects of operations research and develops skills in quantitative approaches in decision making. Students will learn how the optimisation techniques work and how they can be applied by the decision maker in order to generate efficient solutions. The unit focuses on problem formulation and solution methods and covers linear programming primarily and integer programming and dynamic programming briefly.

Principles and Practice of Decision Making

This level three hundred unit investigates models for making optimal decisions under conditions of uncertainty and presents a number of relevant quantitative techniques. Topics covered include probabilistic and non probabilistic decision making criteria, decision trees, sensitivity analysis, using utility for decision making and risk analysis, inventory management, queuing analysis, and introduction to simulation.

Probability & Stochastic Processes

This is an introduction to stochastic processes for students familiar with elementary probability. This unit presents the theory and application of time-dependent processes. In addition the unit applies some methods of probability and stochastic processes to real-world problems. Topics include: Markov chains, Poisson processes, continuous-time Markov chains, branching processes, birth and death processes, queuing systems, and stationary processes.

Regression Analysis & Experimental Design

This unit covers linear regression analysis and experimental design, with analysis of variance being the primary analytical tool. Topics in linear regression are: the statistical model, the method of least squares, sampling distributions of least squares estimators, statistical inferences and testing hypotheses, methods for model building, detecting violations of the regression assumption and remedies, logistic regression, and Poisson regression. Topics in designed experiments are: completely randomised experiment, factorial experiment, randomised block, Latin square, random model, and mixed model. For each design the following aspects are covered: the statistical model, the normal equations and their solutions, sums of squares and basic algebraic identity, the ANOVA table and relevant tests, and treatment comparisons.

Simulation Techniques

This unit covers a general introduction to simulation modelling, with a special focus on systems that change only at discrete points in time. It begins with Monte-Carlo methods for evaluating integrals, and moves into the simulation of simple queuing and inventory systems with the use of Pascal. It then introduces special simulation languages, with special reference to SEESIM. The purpose is to be able to set up and solve simple practical problems. In doing so we emphasise the need to analyse outputs statistically, and to offer advice on the basis of the analysis. Although requiring computer programming, the emphasis of the unit is mathematical and statistical. It deals with an introduction to random number generation by computers; it also deals with the computer generation of independent random variables with a common probability distribution.

Surveys and Multivariate Analysis

In the first half of this unit students gain an appreciation of survey methodology, including questionnaire design, as well the application of sampling techniques. These include simple random sampling, stratification, supplementary information and cluster sampling. The second half of the unit covers the principal methods of multivariate data analysis, principal components, factor analysis, discriminant analysis, and cluster analysis.

Time Series and Forecasting

This Level 3 unit presents the basic techniques of time series analysis with emphasis on model identification, parameter estimation and diagnostic checking. The use of time series models for the process of forecasting future behaviour is discussed. In addition, alternative forecasting approaches, in particular econometic methods, are introduced and some guidelines for choosing an appropriate forecasting method are outlined.

And two electives