College of Management Mahidol University
Course Syllabus
MGMG 597 – Mathematics for Finance
Credit Hours:
Pre-requisite:
Trimester:
Instructor:
No credits
None
Prior to Trimester 2/2010
Charn Soranakom, Ph.D.
(ดร. ชาญ สรณาคมน์ )
E-mail:
cmcharn@mahidol.ac.th
Office:
Room 1409 on the 14th floor
College of Management Mahidol University
69 Vipawadee Rangsit Rd.
Phayathai, Bangkok 10400
Phone:
Office: 02–206–2000 Ext. 2105, Mobile: 088–DR–CHARN
Class Meets:
Tuesday 6:00 PM – 9:00 PM, Room 304
Course Description:
This course provides Finance-major students with mathematics and statistics foundations.
Topics covered in this course include basic statistics, basic algebra, and matrix. The students will
also learn how to use a Texas Instrument BA II Plus Professional financial calculator.
Course Objectives:
1. To learn basic statistics.
2. To learn basic algebra, calculus, and matrix.
3. To learn how to use gretl and wxMaxima freeware to do various kinds of statistical
analyses and mathematical problem-solving.
4. To learn how to use a Texas Instrument BA II Plus Professional financial calculator to
solve various Time Value of Money problems.
Required Calculator:
1. A Texas Instrument BA II Plus Professional financial calculator
Recommended Textbooks:
1. Lind, D. A., Marchal, W. G., & Wathen, S. A. (2005). Statistical Techniques in Business
and Economics (12th ed.). New York: McGraw-Hill.
2. Gujarati, D. N., & Porter, D. C. (2009). Basic Econometrics (5th ed.). New York:
McGraw-Hill.
3. Ott, R. L. (1993). An introduction to statistical methods and data analysis (4th ed.).
California: Duxbury.
MGMG 597 – Mathematics for Finance
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Course Evaluation and Grades:
There will be 5 assignments. Each has a specific deadline for submission and is worth 20
points. The student who does not turn in an assignment will receive a score of zero for that
assignment. Late submission will cost 5 points score reduction per day.
Final course grade will either be an “S = Satisfactory” or “U for Unsatisfactory”.
Tentative grading will be, 65–100 = “S”.
Class Policy:
 80% attendance is required.
Cheating and Plagiarism:
Cheating and plagiarism will not be tolerated and will be prosecuted. If found guilty, an
“F” for the course will be given.
Tentative Class Schedule (Subject to change)
Session #
Session #1
Tuesday
Jul 20, 10
Session #2
Session #3
Session #4
Session #5
Session #6
Session #7
Session #8
Session #9
Week #10
Topic(s)


+


+

+
Introduction to Statistics
Descriptive Statistics
Computer Workshop
Probability Distributions
Central Limit Theorem
Computer Workshop
Parametric Hypothesis Testing
Computer Workshop

+

Non-parametric Hypothesis Testing
Computer Workshop
Simple Regression Analysis and
Correlation Analysis
Computer Workshop
Multiple Regression Analysis
Computer Workshop
Matrix
Computer Workshop
Basic Algebra
Computer Workshop
Time Value of Money Concepts
BA II Plus Pro Workshop
BA II Plus Pro Workshop (cont’d)
+

+

+

+

+
+
MGMG 597 – Mathematics for Finance
Assignment(s)


Read LMW Ch. 1
Read LMW Ch. 3 and
pp. 105-122 of Ch. 4
 Read LMW Ch. 5 and 7
 Read LMW pp. 263-270
of Ch. 8
 Read LMW Ch. 10, 11
and 12
+ Assignment #1 due
 Read LMW Ch. 15 and
16
 Read LMW Ch. 13
+ Assignment #2 due

Read LMW Ch. 14

+

Read GP Appendix B
Assignment #3 due
Read Handout #1
+
Assignment #4 due
+
Assignment #5 (in-class
final assignment)
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