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The Faculty

Chair:  Warren B. Gordon 

 

Professors:

  • Arthur Apter (University Distinguished Professor)
  • Jim Gatheral (Presidential Professor)
  • 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:
Algorithms, Computers and Programming I3 credits
MTH 4010
Advanced Calculus I3 credits
Linear Algebra and Matrix Methods3 credits
Students may fulfill their calculus requirements by any one of the following three alternate calculus tracks:

Track I:
Calculus I4 credits
Calculus II4 credits
Intermediate Calculus4 credits
  or 
MTH 3050

Multi-Variable and Vector Calculus

4 credits
or
Track II:
 
Analytic Geometry and Calculus I5 credits
Analytic Geometry and Calculus II5 credits
or
Track III:
 
Applied Calculus II3 credits
 or 
Applied Calculus and Matrix Applications4 credits
Integral Calculus4 credits
Analytic Geometry and Calculus II5 credits

Electives

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

MTH 4020
Advanced Calculus II3 credits 
MTH 4030
 
Topology3 credits
Ordinary Differential Equations3 credits
Introduction to Probability4 credits
MTH 4115
Numerical Methods for Differential Equations in Finance4 credits 
Introduction to Stochastic Process4 credits
Mathematics of Statistics4 credits
Computational Methods in Probability3 credits
Graph Theory3 credits
Mathematical Modeling * 3 credits
Combinatorics3 credits
Theory of Numbers3 credits
Elements of Modern Algebra3 credits
History of Mathematics3 credits
Differential Geometry * 3 credits
Algorithms, Computers and Programming II * 3 credits
Methods of Numerical Analysis3 credits
Introduction to Mathematical Logic3 credits
Fundamental Algorithms3 credits
Introductory Financial Mathematics4 credits
Advanced Calculus III *3 credits
Theory of Functions of a Complex Variable*3 credits
Theory of Functions of Real Variables*3 credits
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:
Ordinary Differential Equations3 credits
Introduction to Probability4 credits
Introduction to Stochastic Process4 credits
Computational Methods in Probability3 credits
Introductory Financial Mathematics4 credits
In addition, students should take:
Micro-Economics 3 credits
Macro-Economics3 credits
Principles of Finance3 credits
Corporate Finance3 credits
or 
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
Calculus I4 credits
Calculus II4 credits
or 
Applied Calculus II3 credits
Integral Calculus4 credits
and 
Micro-Economics3 credits
Macro-Economics3 credits
Required Courses
Intermediate Calculus4 credits
or 
Analytic Geometry and Calculus II5 credits
 or  
MTH 3050

Multi-Variable and Vector Calculus

4 credits
and 
Algorithms, Computers, and Programming I3 credits
Introduction to Probability4 credits
Theory of Interest4 credits
Mathematical Finance4 credits
Principles of Finance3 credits
Corporate Finance3 credits

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
Introduction to Stochastic Processes4 credits
Mathematics of Statistics4 credits
Computational Methods in Probability3 credits
Actuarial Mathematics4 credits
Actuarial Mathematics II4 credits
Risk Theory4 credits
MTH 5500
Stochastic 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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The Minor

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.

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Courses

Courses in Mathematics (MTH)

College Algebra

4 hours; 2 credits

Pre-calculus and Elements of Calculus

4 hours; 3 credits

Mathematics Appreciation

3 hours; 3 credits

Mathematics and Quantitative Reasoning

4 hours; 3 credits

Ideas in Mathematics and Their Applications

4 hours; 3 credits

Applied Calculus II

4 hours; 3 credits

Applied Calculus

3 hours; 3 credits

Applied Calculus and Matrix Applications

4 hours; 4 credits

Concepts of Discrete Mathematics

3 hours; 3 credits

Calculus I

4 hours; 4 credits

Analytic Geometry and Calculus I

5 hours; 5 credits

Integral Calculus

4 hours; 4 credits

Elementary Calculus II

4 hours; 4 credits

Intermediate Calculus

4 hours; 4 credits

Analytic Geometry and Calculus II

5 hours; 5 credits

Actuarial Science Theory and Problem Seminar

2 hours; 2 credits

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

Selected Topics in Discrete Mathematics

3 hours; 3 credits

Elementary Probability

3 hours; 3 credits

"Algorithms, Computers, and Programming I"

4 hours; 3 credits

Actuarial Science Internship

1 hour; 1 credit

Actuarial Science Internship

1 hour; 1 credit

Actuarial Science Internship

1 hour; 1 credit

Actuarial Science Internship

1 hour; 1 credit

Math Internship

1 hour; 1 credit

Math Internship

1 hour; 1 credit

Math Internship

1 hour; 1 credit

Math Internship

1 hour; 1 credit

MTH 4000
 
Bridge to Higher Mathematics 4 hours; 3 credits 

Problem-Solving Seminar

3 hours; 3 credits

Advanced Calculus I

3 hours; 3 credits

Advanced Calculus II

3 hours; 3 credits

Topology

3 hours; 3 credits

Linear Algebra and Matrix Methods

3 hours; 3 credits

Ordinary Differential Equations

3 hours; 3 credits

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

Introduction to Probability

4 hours; 4 credits

Introduction to Stochastic Processes

4 hours; 4 credits

Mathematics of Statistics

4 hours; 4 credits

Computational Methods in Probability

4 hours; 3 credits

Graph Theory

3 hours; 3 credits

Mathematical Modeling

3 hours; 3 credits

Combinatorics

3 hours; 3 credits

Theory of Numbers

3 hours; 3 credits

Elements of Modern Algebra

3 hours; 3 credits

"Finite Fields, Algebraic Curves, and Applications"

3 hours; 3 credits

History of Mathematics

4 hours; 4 credits

Differential Geometry

3 hours; 3 credits

"Algorithms, Computers, and Programming II"

4 hours; 3 credits

Methods of Numerical Analysis

3 hours; 3 credits

Introduction to Mathematical Logic

4 hours; 3 credits

Fundamental Algorithms

4 hours; 3 credits

Switching Theory

3 hours; 3 credits

Special Topics in Computer Science

3 hours; 3 credits

Finite Differences

4 hours; 4 credits

Theory of Interest

4 hours; 4 credits

Actuarial Mathematics

4 hours; 4 credits

Actuarial Mathematics II

4 hours; 4 credits

Risk Theory

4 hours; 4 credits

Introductory Financial Mathematics

4 hours; 4 credits

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

Independent Study I

Hours and credits to be arranged

Independent Study II

Hours and credits to be arranged

Independent Study III

Hours and credits to be arranged

Independent Study IV

Hours and credits to be arranged

Independent Study V

Hours and credits to be arranged

Advanced Calculus III

3 hours; 3 credits

Theory of Functions of a Complex Variable

3 hours; 3 credits

Theory of Functional of Real Variables

3 hours; 3 credits

Partial Differential Equations and Boundary Value Problems

4 hours; 4 credits

MTH 5500
Stochastic Calculus for Finance4 hours; 4 credits

Honors in Mathematics I

Hours and credits to be arranged

Honors in Mathematics II

Hours and credits to be arranged

Honors in Mathematics III

Hours and credits to be arranged

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