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Chair:  Warren B. Gordon Professors:

  • Arthur Apter
  • Fred Buckley
  • James Gatheral
  • Warren B. Gordon
  • Miriam HausmanJonathan Huntley
  • Bruce Jordan
  • Laurence Kirby
  • Elena Kosygina
  • Andrew Lesniewski
  • Anita Mayo
  • Carlos Julio Moreno
  • Alvany Rocha
  • David E. Tepper
  • Aaron Todd
  • Tai-Ho Wang

Associate Professors:

...

  • Michael Gartenberg
  • C. Douglas Howard
  • Elena Kosygina
  • Rados Radoicic
  • Jakob Reich
  • Beryl I. Shaw
  • Dan Stefanica
  • Tai-Ho Wang
  • Sherman Wong
  • Ingrid-Mona Zamfirescu

Assistant Professors:

  • Louis-Pierre Arguin
  • Michael J. Carlisle
  • Feng Chen
  • Peter Gregory
  • Ivan Matic
  • Anja Ricther

Lecturers:

  • April Allen-Materowski
  • Judith Broadwin
  • Alfred W. FriedlandEvan Fink
  • Sarah Harney
  • Jarrod Pickens
  • Walter O.WangTimothy Ridenour

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Advanced Calculus I

Required Courses

All students must take the following two following three courses:
showcourse

MTH 3300

Algorithms, Computers and Programming I3 credits
showcourse-v
CourseNumber4010
DisciplineMTH
Advanced Calculus I3 credits
showcourse

MTH 4100

Linear Algebra and Matrix Methods3 credits
Students may fulfill their calculus requirements by any one of the following three alternate calculus tracks:

Track I:
showcourse

MTH 2610

Calculus I4 credits
showcourse

MTH 3010

Calculus II4 credits
showcourse

MTH 3020

Intermediate Calculus4 credits
  or 
Showcourse v
CourseNumber3050
DisciplineMTH

Multi-Variable and Vector Calculus

4 credits
or
Track II:
 
showcourse

MTH 2630

Analytic Geometry and Calculus I5 credits
showcourse

MTH 3030

Analytic Geometry and Calculus II5 credits
or
Track III:
 
showcourse

MTH 2205

Applied Calculus II3 credits
 or 
showcourse

MTH 2207

Applied Calculus and Matrix Applications4 credits
showcourse

MTH 3006

Integral Calculus4 credits
showcourse

MTH 3030

Analytic Geometry and Calculus II5 credits

Electives

 

Any

five

four 4000-level or 5000-level courses from the following group:

showcourse-v

MTH 4010

CourseNumber4030
DisciplineMTH
 
Topology3 credits
showcourse

MTH 4110

Ordinary Differential Equations3 credits
showcourse

MTH 4120

Introduction to Probability4 credits
showcourse-v
CourseNumber4115
DisciplineMTH
Numerical Methods for Differential Equations in Finance4 credits 
showcourse

MTH 4125

Introduction to Stochastic Process4 credits
showcourse

MTH 4130

Mathematics of Statistics4 credits
showcourse

MTH 4135

Methods of Monte Carlo SimulationComputational Methods in Probability3 credits
showcourse

MTH 4140

Graph Theory3 credits
showcourse

MTH 4145

Mathematical Modeling * 3 credits
showcourse

MTH 4150

Combinatorics3 credits
showcourse

MTH 4200

Theory of Numbers3 credits
showcourse

MTH 4210

Elements of Modern Algebra3 credits
showcourse

MTH 4230

History of Mathematics3 credits
showcourse

MTH 4240

Differential Geometry * 3 credits
showcourse

MTH 4300

Algorithms, Computers and Programming II * 3 credits
showcourse

MTH 4310

Methods of Numerical Analysis3 credits
showcourse

MTH 4315

Introduction to Mathematical Logic3 credits
showcourse

MTH 4320

Fundamental Algorithms3 credits
showcourse

MTH 4500

Introductory Financial Mathematics4 credits
showcourse

MTH 5010

Advanced Calculus III *3 credits
showcourse

MTH 5020

Theory of Functions of a Complex Variable*3 credits
showcourse

MTH 5030

Theory of Functions of Real Variables*3 credits
showcourse

MTH 5100

Partial Differential Equations and Boundary Value Problems*4 credits
Showcourse v
CourseNumber5500
DisciplineMTH

Stochastic Calculus for Finance

4 credits 
* These courses are offered infrequently, subject to student demand.

 

Mathematics of Finance Concentration:

Students who wish to have a concentration in the Mathematics of Finance should choose the following five electives:
showcourse

MTH 4110

Ordinary Differential Equations3 credits
showcourse

MTH 4120

Introduction to Probability4 credits
showcourse

MTH 4125

Introduction to Stochastic Process4 credits
showcourse

MTH 4135

Methods of Monte Carlo SimulationComputational Methods in Probability3 credits
showcourse

MTH 4500

Introductory Financial Mathematics4 credits
In addition, students should take:
showcourse

ECO 1001

Micro-Economics 3 credits
showcourse

ECO 1002

Macro-Economics3 credits
showcourse

FIN 3000

Principles of Finance3 credits
showcourse

FIN 3610

Corporate Finance3 credits
or 
showcourse

FIN 3710

Investment Analysis3 credits

 

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actuarial
actuarial

Actuarial Science

...

Prerequisites
showcourse

MTH 2610

Calculus I4 credits
showcourse

MTH 3010

Calculus II4 credits
or 
showcourse

MTH 2205

Applied Calculus II3 credits
showcourse

MTH 3006

Integral Calculus4 credits
and 
showcourse

ECO 1001

Micro-Economics3 credits
showcourse

ECO 1002

Macro-Economics3 credits
Required Courses
showcourse

MTH 3020

Intermediate Calculus4 credits
or 
showcourse

MTH 3030

Analytic Geometry and Calculus II5 credits
 or  
Showcourse v
CourseNumber3050
DisciplineMTH

Multi-Variable and Vector Calculus

4 credits
and 
showcourse

MTH 3300

Algorithms, Computers, and Programming I3 credits
showcourse

MTH 4120

Introduction to Probability4 credits
showcourse

MTH 4410

Theory of Interest4 credits
showcourse

MTH 4500

Mathematical Finance4 credits
showcourse

FIN 3000

Principles of Finance3 credits
showcourse

FIN 3610

Corporate Finance3 credits

Electives

In addition, one course must be chosen from the following list of electives:
showcourse-v
CourseNumber4115
DisciplineMTH
 
Numerical Methods for Differential Equations in Finance 4 credits
showcourse

MTH 4125

Introduction to Stochastic Processes4 credits
showcourse

MTH 4130

Mathematics of Statistics4 credits
showcourse

MTH 4135

Methods of Monte Carlo SimulationComputational Methods in Probability3 credits
showcourse

MTH 4420

Actuarial Mathematics4 credits
showcourse

MTH 4421

Actuarial Mathematics II4 credits
showcourse

MTH 4451

Risk Theory4 credits
Showcourse v
CourseNumber5500
DisciplineMTH
Stochastic Calculus for Finance4 credits 

The following courses are recommended, but not required. They are not applicable toward the major.

Showcourse v
CourseNumber3100
DisciplineECO
Intermediate Micro-Economics

Showcourse v
CourseNumber3200
DisciplineECO
Intermediate Macro-Economics

 

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minor
minor

The Minor

...

Hon Calculus I

showcourse

MTH 1030

College Algebra

4 hours; 2 credits

showcourse

MTH 1052

Elementary Mathematics of Finance and Probability Theory

3 hours; 3 credits

showcourse

MTH 2000

Pre-Calculus: College Algebra and Trigonometry

4 hours; 4 credits

showcourse

MTH 2001

Pre-Calculus

4 hours; 3 credits

showcourse

MTH 2003

Pre-calculus and Elements of Calculus

4 hours; 3 credits

showcourse

MTH 2008

Calculus Computer Laboratory

2 hours; 1 credit

showcourse

MTH 2120

Mathematics Appreciation

3 hours; 3 credits

showcourse

MTH 2140

MATHEMATICS AND QUANTITATIVE REASONINGMathematics and Quantitative Reasoning

4 hours; 3 credits

showcourse

MTH 2160

Ideas in Mathematics and Their Applications

4 hours; 3 .0 credits

showcourse

MTH 2201

Applied Calculus with Algebra Refresher

5 hours; 3 credits

showcourse

MTH 2202

Mathematics for Elementary and Early Childhood Education

3 hours; 3 credits

showcourse

MTH 2205

Applied Calculus II

4 hours; 3 credits

showcourse

MTH 2206

Applied Calculus

3 hours; 3 credits

showcourse

MTH 2207

Applied Calculus and Matrix Applications

4 hours; 4 credits

showcourse

MTH 2301

Concepts of Discrete Mathematics

3 hours; 3 credits

showcourse

MTH 2610

Calculus I

4 hours; 4 credits

showcourse

MTH 2630

Analytic Geometry and Calculus I

5 hours; 5 credits

showcourse

MTH 3006

Integral Calculus

4 hours; 4 credits

showcourse

MTH 3010

Elementary Calculus II

4 hours; 4 credits

showcourse

MTH 3020

Intermediate Calculus

4 hours; 4 credits

showcourse

MTH 3030

Analytic Geometry and Calculus II

5 hours; 5 credits

showcourse

MTH 3040

Actuarial Science Theory and Problem Seminar

2 hours; 2 credits

Showcourse v
CourseNumber3050
DisciplineMTH
Multi-Variable and Vector Calculus4 hours; 4 credits

showcourse

MTH 3100

SELECTED TOPICS IN DISCRETE MATHEMATICSSelected Topics in Discrete Mathematics

3 hours; 3 credits

showcourse

MTH 3120

Elementary Probability

3 hours; 3 credits

showcourse

MTH 3300

"Algorithms, Computers, and Programming I"

4 hours; 3 credits

showcourse

MTH 3901

Actuarial Science Internship

1 hour; 1 credit

showcourse

MTH 3902

Actuarial Science Internship

1 hour; 1 credit

showcourse

MTH 3903

Actuarial Science Internship

1 hour; 1 credit

showcourse

MTH 3904

Actuarial Science Internship

1 hour; 1 credit

showcourse

MTH 3905

Math Internship

1 hour; 1 credit

showcourse

MTH 3906

Math Internship

1 hour; 1 credit

showcourse

MTH 3907

Math Internship

1 hour; 1 credit

showcourse

MTH 3908

Math Internship

1 hour; 1 credit

showcourse-v
CourseNumber4000
DisciplineMTH
 
Bridge to Higher Mathematics 4 hours; 3 credits 

showcourse

MTH 4005

Problem-Solving Seminar

3 hours; 3 credits

showcourse

MTH 4010

Advanced Calculus I

3 hours; 3 credits

showcourse

MTH 4020

Advanced Calculus II

3 hours; 3 credits

showcourse

MTH 4030

Topology

3 hours; 3 credits

showcourse

MTH 4100

Linear Algebra and Matrix Methods

3 hours; 3 credits

showcourse

MTH 4110

Ordinary Differential Equations

3 hours; 3 credits

Showcourse v
CourseNumber4115
DisciplineMTH
Numerical Methods for Differential Equations in Finance4 hours; 4 credits

showcourse

MTH 4120

Introduction to Probability

4 hours; 4 credits

showcourse

MTH 4125

Introduction to Stochastic Processes

4 hours; 4 credits

showcourse

MTH 4130

Mathematics of Statistics

4 hours; 4 credits

showcourse

MTH 4135

Computational Methods in Probability

4 hours; 3 credits

showcourse

MTH 4140

Graph Theory

3 hours; 3 credits

showcourse

MTH 4145

Mathematical Modeling

3 hours; 3 credits

showcourse

MTH 4150

Combinatorics

3 hours; 3 credits

showcourse

MTH 4200

Theory of Numbers

3 hours; 3 credits

showcourse

MTH 4210

Elements of Modern Algebra

3 hours; 3 credits

showcourse

MTH 4215

"Finite Fields, Algebraic Curves, and Applications"

3 hours; 3 credits

showcourse

MTH 4230

History of Mathematics

4 hours; 4 credits

showcourse

MTH 4240

Differential Geometry

3 hours; 3 credits

showcourse

MTH 4300

"Algorithms, Computers, and Programming II"

4 hours; 3 credits

showcourse

MTH 4310

Methods of Numerical Analysis

3 hours; 3 credits

showcourse

MTH 4315

Introduction to Mathematical Logic

4 hours; 3 credits

showcourse

MTH 4320

Fundamental Algorithms

4 hours; 3 credits

showcourse

MTH 4340

Switching Theory

3 hours; 3 credits

showcourse

MTH 4395

Special Topics in Computer Science

3 hours; 3 credits

showcourse

MTH 4400

Finite Differences

4 hours; 4 credits

showcourse

MTH 4410

Theory of Interest

4 hours; 4 credits

showcourse

MTH 4420

Actuarial Mathematics

4 hours; 4 credits

showcourse

MTH 4421

Actuarial Mathematics II

4 hours; 4 credits

showcourse

MTH 4451

Risk Theory

4 hours; 4 credits

showcourse

MTH 4500

Introductory Financial Mathematics

4 hours; 4 credits

showcourse-v
CourseNumber4600
DisciplineMTH
Data Analysis and Simulation for Financial Engineers4 hours; 4 credits 

showcourse

MTH 5000

Independent Study I 5000Ind Stud Mth I

Hours and credits to be arranged

showcourse

MTH 5001

Ind Stud Mth IIIndependent Study II

Hours and credits to be arranged

showcourse

MTH 5002

Ind Stud Mth IIIIndependent Study III

Hours and credits to be arranged

showcourse

MTH 5003

Ind Stud Mth IVIndependent Study IV

Hours and credits to be arranged

showcourse

MTH 5004

Ind Stud Mth VIndependent Study V

Hours and credits to be arranged

showcourse

MTH 5010

Advanced Calculus III

3 hours; 3 credits

showcourse

MTH 5020

Theory of Functions of a Complex Variable

3 hours; 3 credits

showcourse

MTH 5030

Theory of Functional of Real Variables

3 hours; 3 credits

showcourse

MTH 5100

Partial Differential Equations and Boundary Value Problems

4 hours; 4 credits

showcourse-v

MTH 2002T

Pre-Calculus with Tutorial

6 hours; 2 credits

showcourse

MTH 2610H

CourseNumber5500
DisciplineMTH
Stochastic Calculus for Finance4 hours; 4 credits

showcourse

MTH 2630H

Hon Analysis Calc I

5 hours; 5 credits

6001H

Honors in Mathematics

showcourse

MTH 6001H

Hon In Math I

Hours and credits to be arranged

showcourse

MTH 6002H

Hon Honors in Math Mathematics II

Hours and credits to be arranged

showcourse

MTH 6003H

Hon Honors in Math Mathematics III

Hours and credits to be arranged

...