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faculty
faculty

The Faculty

Chair:  Warren B. Gordon  

University Distinguished Professor:

  • Arthur Apter

Presidential Professor:

  • Jim Gatheral

Professors:

  • Warren B. Gordon
  • Miriam Hausman
  • Bruce Jordan
  • Laurence Kirby
  • Elena Kosygina
  • Andrew Lesniewski
  • Anita Mayo
  • Carlos Julio Moreno
  • Alvany Rocha
  • Aaron Todd
  • Tai-Ho Wang

Associate Professors:

  • C. Douglas Howard
  • Rados Radoicic
  • Jakob Reich
  • Beryl I. Shaw
  • Dan Stefanica
  • Sherman Wong
  • Ingrid-Mona Zamfirescu

Assistant Professors:

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

Lecturers:

  • April Allen-Materowski
  • Judith Broadwin
  • Evan Fink
  • Sarah Harney
  • Jarrod Pickens
  • Timothy Ridenour

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fielddesc
fielddesc

Field Description

Mathematics has been described as the queen of all sciences. Understanding mathematics enables one to explain and analyze not only science and nature but almost all disciplines from archeology to zoology. Most recently, mathematics has become an indispensable tool in finance and other business related areas. To ensure that mathematics is available for students with varied backgrounds and different professional goals, the department offers courses at all levels. Advanced courses are designed to be taken by mathematics and actuarial science majors and those in related fields.

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major
major

The Majors

 

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math
math

Mathematics

The major in mathematics is designed to enable the student to enter the marketplace (industrial or educational) or to pursue further studies in mathematics or allied fields at the graduate level. Interested students are urged to contact the Department of Mathematics as early as possible. The student will be assigned an advisor who will aid in formulating an appropriate course of study. Students who want to teach mathematics in the secondary schools should consult an advisor in the Center for Advisement and Orientation.

Required Courses
All students must take the following three courses:
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MTH 3300

Algorithms, Computers and Programming I3 credits
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Advanced Calculus I3 credits
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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:
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MTH 2610

Calculus I4 credits
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MTH 3010

Calculus II4 credits
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MTH 3020

Intermediate Calculus4 credits
  or 
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Multi-Variable and Vector Calculus

4 credits
or
Track II:
 
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MTH 2630

Analytic Geometry and Calculus I5 credits
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MTH 3030

Analytic Geometry and Calculus II5 credits
or
Track III:
 
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MTH 2205

Applied Calculus II3 credits
 or 
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MTH 2207

Applied Calculus and Matrix Applications4 credits
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MTH 3006

Integral Calculus4 credits
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MTH 3030

Analytic Geometry and Calculus II5 credits
Electives

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

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Topology3 credits
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Advanced Calculus II 3 credits 
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MTH 4110

Ordinary Differential Equations3 credits
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MTH 4120

Introduction to Probability4 credits
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Numerical Methods for Differential Equations in Finance4 credits 
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MTH 4125

Introduction to Stochastic Process4 credits
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MTH 4130

Mathematics of Statistics4 credits
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MTH 4135

Computational Methods in Probability3 credits
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MTH 4140

Graph Theory3 credits
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MTH 4145

Mathematical Modeling * 3 credits
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MTH 4150

Combinatorics3 credits
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MTH 4200

Theory of Numbers3 credits
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MTH 4210

Elements of Modern Algebra3 credits
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MTH 4230

History of Mathematics3 credits
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MTH 4240

Differential Geometry * 3 credits
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MTH 4300

Algorithms, Computers and Programming II * 3 credits
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MTH 4310

Methods of Numerical Analysis3 credits
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MTH 4315

Introduction to Mathematical Logic3 credits
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MTH 4320

Fundamental Algorithms3 credits
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MTH 4500

Introductory Financial Mathematics4 credits
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MTH 5010

Advanced Calculus III *3 credits
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MTH 5020

Theory of Functions of a Complex Variable*3 credits
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MTH 5030

Theory of Functions of Real Variables*3 credits
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MTH 5100

Partial Differential Equations and Boundary Value Problems*4 credits
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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:
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MTH 4110

Ordinary Differential Equations3 credits
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MTH 4120

Introduction to Probability *4 credits
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MTH 4125

Introduction to Stochastic Process4 credits
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MTH 4135

Computational Methods in Probability3 credits
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MTH 4500

Introductory Financial Mathematics4 credits

* Students who have completed 

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DisciplineMTH
must register for 
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DisciplineMTH
 as an independent study (please consult the Department of Mathematics).

In addition, students should take:
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ECO 1001

Micro-Economics 3 credits
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ECO 1002

Macro-Economics3 credits
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FIN 3000

Principles of Finance3 credits
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FIN 3610

Corporate Finance3 credits
or 
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FIN 3710

Investment Analysis3 credits

 

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actuarial
actuarial

Actuarial Science

The field of actuarial science applies mathematical principles and techniques to problems in the insurance industry. Progress in the field is generally based upon completion of examinations given by the Society of Actuaries. The Baruch College major is designed to prepare students to pass the first two exams of the Society of Actuaries year 2000 exam structure and to provide partial preparation for the third exam. Students interested in this highly structured program are urged to contact the Department of Mathematics as early as possible so that the department may assign an advisor to aid in formulating an appropriate course of study.

Prerequisites
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MTH 2610

Calculus I4 credits
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MTH 3010

Calculus II4 credits
or 
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MTH 2205

Applied Calculus II3 credits
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MTH 3006

Integral Calculus4 credits
and 
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ECO 1001

Micro-Economics3 credits
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ECO 1002

Macro-Economics3 credits
Required Courses
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MTH 3020

Intermediate Calculus4 credits
or 
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MTH 3030

Analytic Geometry and Calculus II5 credits
 or  
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DisciplineMTH

Multi-Variable and Vector Calculus

4 credits
and 
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MTH 3300

Algorithms, Computers, and Programming I3 credits
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MTH 4120

Introduction to Probability *4 credits
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MTH 4410

Theory of Interest4 credits
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MTH 4500

Mathematical Finance4 credits
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FIN 3000

Principles of Finance3 credits
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FIN 3610

Corporate Finance3 credits

* Students who have completed

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CourseNumber3120
DisciplineMTH
 must register for
Showcourse v
CourseNumber4119
DisciplineMTH
 as an independent study (please consult the Department of Mathematics).

Electives
In addition, one course must be chosen from the following list of electives:
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DisciplineMTH
 
Numerical Methods for Differential Equations in Finance 4 credits
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MTH 4125

Introduction to Stochastic Processes4 credits
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MTH 4130

Mathematics of Statistics4 credits
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MTH 4135

Computational Methods in Probability3 credits
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MTH 4420

Actuarial Mathematics4 credits
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MTH 4421

Actuarial Mathematics II4 credits
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MTH 4451

Risk Theory4 credits
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Stochastic Calculus for Finance4 credits 

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

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Intermediate Micro-Economics

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Intermediate Macro-Economics

 

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financial mathematics
financial mathematics

Financial Mathematics

This major is first and foremost a course of study in mathematics, with a focus on the computational tools and techniques needed to thrive in the financial engineering industry. In today’s specialized world, a sophisticated level of mathematical understanding is an essential competitive edge. As this program includes courses in Economics and Finance, students who would usually not consider a traditional mathematics major will find this program especially attractive. Interested students are urged to contact the Department of Mathematics as early as possible.  The student will be assigned an advisor who will aid in formulating an appropriate course of study.

Program Prerequisites:

As a preliminary requirement, students must complete two semesters of calculus, which may be achieved by any one of the following three methods:

Option 1:

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 Calculus I *
4 credits
  and 

 

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 Calculus II *
4 credits
  * A combined GPA of 3.5 or higher in Calculus I and Calculus II is required.  

  

 

Option 2:

Calculus AP exam (BC) with a score of 4 or 5 

 

  
Option 3:Calculus AP exam (AB) with a score of 4 or 5 
 and 
 

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 Calculus II (with a grade of B+ or higher)

4 credits
  
Preliminary Courses:
 

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DisciplineMTH

Multi-Variable and Vector Calculus4 credits

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DisciplineMTH

Algorithms, Computers, and Programming I3 credits
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Bridge to Higher Mathematics4 credits
To gain official admission to the program, students must complete MTH 3050 and MTH 4000 with a minimum grade of B in each course.
Required Courses:

Economics and Finance courses:

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DisciplineECO

Micro-economics3 credits
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DisciplineECO
Macro-economics 3 credits
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DisciplineFIN

Principles of Finance

(Students must complete the following courses as pre-requisites:

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DisciplineACC
;
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DisciplineBUS
;
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DisciplineCIS
;
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DisciplineECO
;
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DisciplineECO
; and
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DisciplineSTA
)
 

3 credits
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DisciplineFIN
Corporate Finance3 credits
Upper-level Mathematics courses: 
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DisciplineMTH
Linear Algebra 3 credits
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CourseNumber4115
DisciplineMTH

Numerical Methods for Differential Equations

4 credits

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CourseNumber4120
DisciplineMTH

Introduction to Probability *4 credits

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CourseNumber4125
DisciplineMTH

Introduction to Stochastic Processes4 credits

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CourseNumber4130
DisciplineMTH

Mathematics of Statistics4 credits

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CourseNumber4300
DisciplineMTH

Algorithms, Computers, and Programming II3 credits

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CourseNumber4500
DisciplineMTH

Introductory Financial Mathematics4 credits
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CourseNumber4600
DisciplineMTH
Data Analysis and Simulation for Financial Engineers4 credits

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CourseNumber5500
DisciplineMTH

Stochastic Calculus for Finance3 credits

* Students who have completed 

Showcourse v
CourseNumber3120
DisciplineMTH
 must register for
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DisciplineMTH
 as an independent study (please consult the Department of Mathematics).                                                                

  

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minor
minor

The Minor - fall 2015 (See below for changes to the Minor that will take place in spring 2016.)

The minor in mathematics provides students with a background in the various theories and uses of mathematics. The minor requires the completion of MTH 3006 or 3010 and any other 3- or 4-credit mathematics course numbered 3000 or higher. Students must then complete a capstone course consisting of any mathematics course at the 4000 level or higher.

The Minor (effective spring 2016)

The minor in mathematics provides students with a background in the various theories and uses of mathematics. The minor requires the completion of MTH 3006 or 3010 and any other 3- or 4-credit mathematics course numbered 3000 or higher. Students must then complete a capstone course consisting of any mathematics course at the 4000-level or higher with the exception of MTH 4410 (which may not be used as a capstone course).

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courses
courses
Courses

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courses-mth

Courses in Mathematics (MTH)

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MTH 1030

College Algebra

4 hours; 2 credits

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MTH 2003

Pre-calculus and Elements of Calculus

4 hours; 3 credits

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MTH 2120

Mathematics Appreciation

3 hours; 3 credits

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MTH 2140

Mathematics and Quantitative Reasoning

4 hours; 3 credits

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MTH 2160

Ideas in Mathematics and Their Applications

4 hours; 3 credits

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MTH 2205

Applied Calculus II

4 hours; 3 credits

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MTH 2206

Applied Calculus

3 hours; 3 credits

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MTH 2207

Applied Calculus and Matrix Applications

4 hours; 4 credits

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MTH 2301

Concepts of Discrete Mathematics

3 hours; 3 credits

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MTH 2610

Calculus I

4 hours; 4 credits

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MTH 2630

Analytic Geometry and Calculus I

5 hours; 5 credits

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MTH 3006

Integral Calculus

4 hours; 4 credits

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MTH 3010

Elementary Calculus II

4 hours; 4 credits

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MTH 3020

Intermediate Calculus

4 hours; 4 credits

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MTH 3030

Analytic Geometry and Calculus II

5 hours; 5 credits

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MTH 3040

Actuarial Science Theory and Problem Seminar

2 hours; 2 credits

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Multi-Variable and Vector Calculus4 hours; 4 credits

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MTH 3100

Selected Topics in Discrete Mathematics

3 hours; 3 credits

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MTH 3120

Elementary Probability

3 hours; 3 credits

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MTH 3300

"Algorithms, Computers, and Programming I"

4 hours; 3 credits

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MTH 3901

Actuarial Science Internship

1 hour; 1 credit

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MTH 3902

Actuarial Science Internship

1 hour; 1 credit

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MTH 3903

Actuarial Science Internship

1 hour; 1 credit

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MTH 3904

Actuarial Science Internship

1 hour; 1 credit

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MTH 3905

Math Internship

1 hour; 1 credit

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MTH 3906

Math Internship

1 hour; 1 credit

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MTH 3907

Math Internship

1 hour; 1 credit

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MTH 3908

Math Internship

1 hour; 1 credit

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CourseNumber4000
DisciplineMTH
 
Bridge to Higher Mathematics 4 hours; 3 credits 

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MTH 4005

Problem-Solving Seminar

3 hours; 3 credits

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MTH 4010

Advanced Calculus I

3 hours; 3 credits

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MTH 4020

Advanced Calculus II

3 hours; 3 credits

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MTH 4030

Topology

3 hours; 3 credits

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MTH 4100

Linear Algebra and Matrix Methods

3 hours; 3 credits

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MTH 4110

Ordinary Differential Equations

3 hours; 3 credits

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CourseNumber4115
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Numerical Methods for Differential Equations in Finance4 hours; 4 credits
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CourseNumber4119
DisciplineMTH

Multivariate Probability Distributions

1 hour; 1 credit 

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MTH 4120

Introduction to Probability

4 hours; 4 credits

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MTH 4125

Introduction to Stochastic Processes

4 hours; 4 credits

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MTH 4130

Mathematics of Statistics

4 hours; 4 credits

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MTH 4135

Computational Methods in Probability

4 hours; 3 credits

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MTH 4140

Graph Theory

3 hours; 3 credits

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MTH 4145

Mathematical Modeling

3 hours; 3 credits

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MTH 4150

Combinatorics

3 hours; 3 credits

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MTH 4200

Theory of Numbers

3 hours; 3 credits

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MTH 4210

Elements of Modern Algebra

3 hours; 3 credits

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MTH 4215

"Finite Fields, Algebraic Curves, and Applications"

3 hours; 3 credits

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MTH 4230

History of Mathematics

4 hours; 4 credits

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MTH 4240

Differential Geometry

3 hours; 3 credits

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MTH 4300

"Algorithms, Computers, and Programming II"

4 hours; 3 credits

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MTH 4310

Methods of Numerical Analysis

3 hours; 3 credits

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MTH 4315

Introduction to Mathematical Logic

4 hours; 3 credits

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MTH 4320

Fundamental Algorithms

4 hours; 3 credits

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MTH 4340

Switching Theory

3 hours; 3 credits

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MTH 4395

Special Topics in Computer Science

3 hours; 3 credits

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MTH 4400

Finite Differences

4 hours; 4 credits

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MTH 4410

Theory of Interest

4 hours; 4 credits

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MTH 4420

Actuarial Mathematics

4 hours; 4 credits

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MTH 4421

Actuarial Mathematics II

4 hours; 4 credits

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MTH 4451

Risk Theory

4 hours; 4 credits

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MTH 4500

Introductory Financial Mathematics

4 hours; 4 credits

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DisciplineMTH
Data Analysis and Simulation for Financial Engineers4 hours; 4 credits 

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MTH 5000

Independent Study I

Hours and credits to be arranged

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MTH 5001

Independent Study II

Hours and credits to be arranged

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MTH 5002

Independent Study III

Hours and credits to be arranged

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MTH 5003

Independent Study IV

Hours and credits to be arranged

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MTH 5004

Independent Study V

Hours and credits to be arranged

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MTH 5010

Advanced Calculus III

3 hours; 3 credits

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MTH 5020

Theory of Functions of a Complex Variable

3 hours; 3 credits

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MTH 5030

Theory of Functional of Real Variables

3 hours; 3 credits

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MTH 5100

Partial Differential Equations and Boundary Value Problems

4 hours; 4 credits

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DisciplineMTH
Stochastic Calculus for Finance4 hours; 4 credits

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MTH 6001H

Honors in Mathematics I

Hours and credits to be arranged

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MTH 6002H

Honors in Mathematics II

Hours and credits to be arranged

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MTH 6003H

Honors in Mathematics III

Hours and credits to be arranged

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