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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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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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The Majors

 

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:
MTH 3300 Algorithms, Computers and Programming I3 credits
MTH 4010Advanced Calculus I3 credits
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:
MTH 2610 Calculus I4 credits
MTH 3010 Calculus II4 credits
MTH 3020 Intermediate Calculus4 credits
  or 
MTH 3050

Multi-Variable and Vector Calculus

4 credits
or
Track II:
 
MTH 2630 Analytic Geometry and Calculus I5 credits
MTH 3030 Analytic Geometry and Calculus II5 credits
or
Track III:
 
MTH 2205 Applied Calculus II3 credits
 or 
MTH 2207 Applied Calculus and Matrix Applications4 credits
MTH 3006 Integral Calculus4 credits
MTH 3030 Analytic Geometry and Calculus II5 credits
Electives

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

MTH 4030 Topology3 credits
MTH 4020Advanced Calculus II 3 credits 
MTH 4110 Ordinary Differential Equations3 credits
MTH 4120 Introduction to Probability4 credits
MTH 4115Numerical Methods for Differential Equations in Finance4 credits 
MTH 4125 Introduction to Stochastic Process4 credits
MTH 4130 Mathematics of Statistics4 credits
MTH 4135 Computational Methods in Probability3 credits
MTH 4140 Graph Theory3 credits
MTH 4145 Mathematical Modeling * 3 credits
MTH 4150 Combinatorics3 credits
MTH 4200 Theory of Numbers3 credits
MTH 4210 Elements of Modern Algebra3 credits
MTH 4230 History of Mathematics3 credits
MTH 4240 Differential Geometry * 3 credits
MTH 4300 Algorithms, Computers and Programming II * 3 credits
MTH 4310 Methods of Numerical Analysis3 credits
MTH 4315 Introduction to Mathematical Logic3 credits
MTH 4320 Fundamental Algorithms3 credits
MTH 4500 Introductory Financial Mathematics4 credits
MTH 5010 Advanced Calculus III *3 credits
MTH 5020 Theory of Functions of a Complex Variable*3 credits
MTH 5030 Theory of Functions of Real Variables*3 credits
MTH 5100 Partial Differential Equations and Boundary Value Problems*4 credits
MTH 5500

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:
MTH 4110 Ordinary Differential Equations3 credits
MTH 4120 Introduction to Probability *4 credits
MTH 4125 Introduction to Stochastic Process4 credits
MTH 4135 Computational Methods in Probability3 credits
MTH 4500 Introductory Financial Mathematics4 credits

* Students who have completed  MTH 3120 must register for  MTH 4119 as an independent study (please consult the Department of Mathematics).

In addition, students should take:
ECO 1001 Micro-Economics 3 credits
ECO 1002 Macro-Economics3 credits
FIN 3000 Principles of Finance3 credits
FIN 3610 Corporate Finance3 credits
or 
FIN 3710 Investment Analysis3 credits

 

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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
MTH 2610 Calculus I4 credits
MTH 3010 Calculus II4 credits
or 
MTH 2205 Applied Calculus II3 credits
MTH 3006 Integral Calculus4 credits
and 
ECO 1001 Micro-Economics3 credits
ECO 1002 Macro-Economics3 credits
Required Courses
MTH 3020 Intermediate Calculus4 credits
or 
MTH 3030 Analytic Geometry and Calculus II5 credits
 or  
MTH 3050

Multi-Variable and Vector Calculus

4 credits
and 
MTH 3300 Algorithms, Computers, and Programming I3 credits
MTH 4120 Introduction to Probability *4 credits
MTH 4410 Theory of Interest4 credits
MTH 4500 Mathematical Finance4 credits
FIN 3000 Principles of Finance3 credits
FIN 3610 Corporate Finance3 credits

* Students who have completed MTH 3120 must register for MTH 4119 as an independent study (please consult the Department of Mathematics).

Electives
In addition, one course must be chosen from the following list of electives:
MTH 4115 Numerical Methods for Differential Equations in Finance 4 credits
MTH 4125 Introduction to Stochastic Processes4 credits
MTH 4130 Mathematics of Statistics4 credits
MTH 4135 Computational Methods in Probability3 credits
MTH 4420 Actuarial Mathematics4 credits
MTH 4421 Actuarial Mathematics II4 credits
MTH 4451 Risk Theory4 credits
MTH 5500Stochastic Calculus for Finance4 credits 

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

ECO 3100 Intermediate Micro-Economics

ECO 3200 Intermediate Macro-Economics

 

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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:

MTH 2610 Calculus I *4 credits
  and 

 

MTH 3010 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 
 

MTH 3010 Calculus II (with a grade of B+ or higher)

4 credits
  
Preliminary Courses:
 

MTH 3050

Multi-Variable and Vector Calculus4 credits

MTH 3300

Algorithms, Computers, and Programming I3 credits
MTH 4000Bridge 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:

ECO 1001

Micro-economics3 credits
ECO 1002Macro-economics 3 credits
FIN 3000

Principles of Finance

(Students must complete the following courses as pre-requisites: ACC 2101; BUS 1000; CIS 2200; ECO 1001; ECO 1002; and STA 2000) 

3 credits
FIN 3610Corporate Finance3 credits
Upper-level Mathematics courses: 
MTH 4100Linear Algebra 3 credits
MTH 4115

Numerical Methods for Differential Equations

4 credits

MTH 4120

Introduction to Probability *4 credits

MTH 4125

Introduction to Stochastic Processes4 credits

MTH 4130

Mathematics of Statistics4 credits

MTH 4300

Algorithms, Computers, and Programming II3 credits

MTH 4500

Introductory Financial Mathematics4 credits
MTH 4600Data Analysis and Simulation for Financial Engineers4 credits

MTH 5500

Stochastic Calculus for Finance3 credits

* Students who have completed  MTH 3120 must register for MTH 4119 as an independent study (please consult the Department of Mathematics).                                                                

  

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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 in Mathematics (MTH)

MTH 1030 

College Algebra

4 hours; 2 credits

MTH 2003 

Pre-calculus and Elements of Calculus

4 hours; 3 credits

MTH 2120 

Mathematics Appreciation

3 hours; 3 credits

MTH 2140 

Mathematics and Quantitative Reasoning

4 hours; 3 credits

MTH 2160 

Ideas in Mathematics and Their Applications

4 hours; 3 credits

MTH 2205 

Applied Calculus II

4 hours; 3 credits

MTH 2206 

Applied Calculus

3 hours; 3 credits

MTH 2207 

Applied Calculus and Matrix Applications

4 hours; 4 credits

MTH 2301 

Concepts of Discrete Mathematics

3 hours; 3 credits

MTH 2610 

Calculus I

4 hours; 4 credits

MTH 2630 

Analytic Geometry and Calculus I

5 hours; 5 credits

MTH 3006 

Integral Calculus

4 hours; 4 credits

MTH 3010 

Elementary Calculus II

4 hours; 4 credits

MTH 3020 

Intermediate Calculus

4 hours; 4 credits

MTH 3030 

Analytic Geometry and Calculus II

5 hours; 5 credits

MTH 3040 

Actuarial Science Theory and Problem Seminar

2 hours; 2 credits

MTH 3050Multi-Variable and Vector Calculus4 hours; 4 credits

MTH 3100 

Selected Topics in Discrete Mathematics

3 hours; 3 credits

MTH 3120 

Elementary Probability

3 hours; 3 credits

MTH 3300 

"Algorithms, Computers, and Programming I"

4 hours; 3 credits

MTH 3901 

Actuarial Science Internship

1 hour; 1 credit

MTH 3902 

Actuarial Science Internship

1 hour; 1 credit

MTH 3903 

Actuarial Science Internship

1 hour; 1 credit

MTH 3904 

Actuarial Science Internship

1 hour; 1 credit

MTH 3905 

Math Internship

1 hour; 1 credit

MTH 3906 

Math Internship

1 hour; 1 credit

MTH 3907 

Math Internship

1 hour; 1 credit

MTH 3908 

Math Internship

1 hour; 1 credit

MTH 4000 Bridge to Higher Mathematics 4 hours; 3 credits 

MTH 4005 

Problem-Solving Seminar

3 hours; 3 credits

MTH 4010 

Advanced Calculus I

3 hours; 3 credits

MTH 4020 

Advanced Calculus II

3 hours; 3 credits

MTH 4030 

Topology

3 hours; 3 credits

MTH 4100 

Linear Algebra and Matrix Methods

3 hours; 3 credits

MTH 4110 

Ordinary Differential Equations

3 hours; 3 credits

MTH 4115Numerical Methods for Differential Equations in Finance4 hours; 4 credits
MTH 4119

Multivariate Probability Distributions

1 hour; 1 credit 

MTH 4120 

Introduction to Probability

4 hours; 4 credits

MTH 4125 

Introduction to Stochastic Processes

4 hours; 4 credits

MTH 4130 

Mathematics of Statistics

4 hours; 4 credits

MTH 4135 

Computational Methods in Probability

4 hours; 3 credits

MTH 4140 

Graph Theory

3 hours; 3 credits

MTH 4145 

Mathematical Modeling

3 hours; 3 credits

MTH 4150 

Combinatorics

3 hours; 3 credits

MTH 4200 

Theory of Numbers

3 hours; 3 credits

MTH 4210 

Elements of Modern Algebra

3 hours; 3 credits

MTH 4215 

"Finite Fields, Algebraic Curves, and Applications"

3 hours; 3 credits

MTH 4230 

History of Mathematics

4 hours; 4 credits

MTH 4240 

Differential Geometry

3 hours; 3 credits

MTH 4300 

"Algorithms, Computers, and Programming II"

4 hours; 3 credits

MTH 4310 

Methods of Numerical Analysis

3 hours; 3 credits

MTH 4315 

Introduction to Mathematical Logic

4 hours; 3 credits

MTH 4320 

Fundamental Algorithms

4 hours; 3 credits

MTH 4340 

Switching Theory

3 hours; 3 credits

MTH 4395 

Special Topics in Computer Science

3 hours; 3 credits

MTH 4400 

Finite Differences

4 hours; 4 credits

MTH 4410 

Theory of Interest

4 hours; 4 credits

MTH 4420 

Actuarial Mathematics

4 hours; 4 credits

MTH 4421 

Actuarial Mathematics II

4 hours; 4 credits

MTH 4451 

Risk Theory

4 hours; 4 credits

MTH 4500 

Introductory Financial Mathematics

4 hours; 4 credits

MTH 4600Data Analysis and Simulation for Financial Engineers4 hours; 4 credits 

MTH 5000 

Independent Study I

Hours and credits to be arranged

MTH 5001 

Independent Study II

Hours and credits to be arranged

MTH 5002 

Independent Study III

Hours and credits to be arranged

MTH 5003 

Independent Study IV

Hours and credits to be arranged

MTH 5004 

Independent Study V

Hours and credits to be arranged

MTH 5010 

Advanced Calculus III

3 hours; 3 credits

MTH 5020 

Theory of Functions of a Complex Variable

3 hours; 3 credits

MTH 5030 

Theory of Functional of Real Variables

3 hours; 3 credits

MTH 5100 

Partial Differential Equations and Boundary Value Problems

4 hours; 4 credits

MTH 5500Stochastic Calculus for Finance4 hours; 4 credits

MTH 6001H 

Honors in Mathematics I

Hours and credits to be arranged

MTH 6002H 

Honors in Mathematics II

Hours and credits to be arranged

MTH 6003H 

Honors in Mathematics III

Hours and credits to be arranged

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