MMath Mathematics with Financial Mathematics

This course explains how the basic ideas of the calculus of real functions of a real variable (continuity, differentiation and integration) can be made precise and how the basic properties can be deduced from the definitions. It builds on the treatment of sequences and series in MATH10242. Important results are the Mean Value Theorems, leading to the representation of some functions as power series (the Taylor series), and the Fundamental Theorem of Calculus which establishes the relationship between differentiation and integration.

This course unit aims to give a rigorous treatment of Real Analysis (continuity, differentiability and Riemann integration).

On completion of this unit successful students will be able to:

• state the definition of the limit of a function;  calculate  the  limit  for  simple  functions; prove and apply the Rules for Limits to calculations for more complicated functions, 
• state the definition of continuity; prove that simple functions are continuous at given points; prove and apply the Rules for Continuous functions to more complicated functions,
• state the definition of differentiable; prove that simple functions are differentiable and calculate their derivatives at given points; prove and apply the Rules for Derivatives to more complicated functions,
• prove and apply the Intermediate Value Theorem; Inverse function Theorem; various results on the composition of functions; various mean value theorems,
• calculate Taylor polynomials; state Taylor's Theorem with an error term; derive bounds on the error terms; state criteria when a Taylor series for a function converge to that function,
• state the definition of the Riemann integral; calculate the Riemann integral for various functions.

• Limits. Limits of real-valued functions, sums, products and quotients of limits. [7 lectures]
• Continuity. Continuity of real-valued functions, sums, products and quotients of continuous functions, the composition of continuous functions. Boundedness of continuous functions on a closed interval. The Intermediate Value Theorem. The Inverse Function Theorem. [7]
• Differentiability. Differentiability of real-valued functions, sums, products and quotients of continuous functions, Rolle's Theorem, the Mean Value Theorem, Taylor's Theorem. [5]
• Integration. Definition of the Riemann integral, the Fundamental Theorem of Calculus. [3]

• Coursework; An in-class test in reading week 20%.
• End of semester examination; Weighting within unit 80%.

Feedback tutorials will provide an opportunity for students' work to be discussed and provide feedback on their understanding.  Coursework or in-class tests (where applicable) also provide an opportunity for students to receive feedback.  Students can also get feedback on their understanding directly from the lecturer, for example during the lecturer's office hour.

• Mary Hart, Guide to Analysis, Macmillan Mathematical Guides, Palgrave Macmillan; second edition 2001.
• Rod Haggerty, Fundamentals of Mathematical Analysis, Addison-Wesley, second edition 1993.

The independent study hours will normally comprise the following. During each week of the taught part of the semester:

·         You will normally have approximately 60-75 minutes of video content. Normally you would spend approximately 2-2.5 hrs per week studying this content independently

·         You will normally have exercise or problem sheets, on which you might spend approximately 1.5hrs per week

·         There may be other tasks assigned to you on Blackboard, for example short quizzes or short-answer formative exercises

·         In some weeks you may be preparing coursework or revising for mid-semester tests

Together with the timetabled classes, you should be spending approximately 6 hours per week on this course unit.

The remaining independent study time comprises revision for and taking the end-of-semester assessment.

The above times are indicative only and may vary depending on the week and the course unit. More information can be found on the course unit’s Blackboard page.