Mathematics

Prerequisites: score of 550 on the mathematics portion of the SAT completed within the last year, or the appropriate grade on the General Studies Mathematics Placement Examination. For students who wish to study calculus but do not know analytic geometry. Algebra review, graphs and functions, polynomial functions, rational functions, conic sections, systems of equations in two variables, exponential and logarithmic functions, trigonometric functions and trigonometric identities, applications of trigonometry, sequences, series, and limits.

This course may not be taken for credit after the successful completion of any course in the Calculus sequence.

Prerequisites: (see Courses for First-Year Students). Functions, limits, derivatives, introduction to integrals, or an understanding of pre-calculus will be assumed. (SC)

Prerequisites: (see Courses for First-Year Students). Functions, limits, derivatives, introduction to integrals, or an understanding of pre-calculus will be assumed. (SC)

Prerequisites: (see Courses for First-Year Students). Functions, limits, derivatives, introduction to integrals, or an understanding of pre-calculus will be assumed. (SC)

Prerequisites: (see Courses for First-Year Students). Functions, limits, derivatives, introduction to integrals, or an understanding of pre-calculus will be assumed. (SC)

Prerequisites: (see Courses for First-Year Students). Functions, limits, derivatives, introduction to integrals, or an understanding of pre-calculus will be assumed. (SC)

Prerequisites: (see Courses for First-Year Students). Functions, limits, derivatives, introduction to integrals, or an understanding of pre-calculus will be assumed. (SC)

Prerequisites: (see Courses for First-Year Students). Functions, limits, derivatives, introduction to integrals, or an understanding of pre-calculus will be assumed. (SC)

Prerequisites: (see Courses for First-Year Students). Functions, limits, derivatives, introduction to integrals, or an understanding of pre-calculus will be assumed. (SC)

Prerequisites: (see Courses for First-Year Students). Functions, limits, derivatives, introduction to integrals, or an understanding of pre-calculus will be assumed. (SC)

Prerequisites: (see Courses for First-Year Students). Functions, limits, derivatives, introduction to integrals, or an understanding of pre-calculus will be assumed. (SC)

Prerequisites: MATH UN1101 or the equivalent. Methods of integration, applications of the integral, Taylors theorem, infinite series. (SC)

Prerequisites: MATH UN1101 or the equivalent. Methods of integration, applications of the integral, Taylors theorem, infinite series. (SC)

Prerequisites: MATH UN1101 or the equivalent. Methods of integration, applications of the integral, Taylors theorem, infinite series. (SC)

Prerequisites: MATH UN1101 or the equivalent. Methods of integration, applications of the integral, Taylors theorem, infinite series. (SC)

Prerequisites: MATH UN1101 or the equivalent. Methods of integration, applications of the integral, Taylors theorem, infinite series. (SC)

This introductory-level course teaches students the basic concepts of probability and statistics, and the logic of probabilistic reasoning. The course is designed for students with no prior knowledge in probability or statistics, its only prerequisite is basic algebra. We will discuss axioms of probability, random variables, useful distributions, law of large numbers and central limit theorem, confidence intervals, discrete-time Markov chains, Brownian motion, introduction to inference and hypothesis testing.

Required discussion section for MATH BC1110

Prerequisites: MATH UN1101 or the equivalent Vectors in dimensions 2 and 3, complex numbers and the complex exponential function with applications to differential equations, Cramers rule, vector-valued functions of one variable, scalar-valued functions of several variables, partial derivatives, gradients, surfaces, optimization, the method of Lagrange multipliers. (SC)

Prerequisites: MATH UN1101 or the equivalent Vectors in dimensions 2 and 3, complex numbers and the complex exponential function with applications to differential equations, Cramers rule, vector-valued functions of one variable, scalar-valued functions of several variables, partial derivatives, gradients, surfaces, optimization, the method of Lagrange multipliers. (SC)

Prerequisites: MATH UN1101 or the equivalent Vectors in dimensions 2 and 3, complex numbers and the complex exponential function with applications to differential equations, Cramers rule, vector-valued functions of one variable, scalar-valued functions of several variables, partial derivatives, gradients, surfaces, optimization, the method of Lagrange multipliers. (SC)

Prerequisites: MATH UN1101 or the equivalent Vectors in dimensions 2 and 3, complex numbers and the complex exponential function with applications to differential equations, Cramers rule, vector-valued functions of one variable, scalar-valued functions of several variables, partial derivatives, gradients, surfaces, optimization, the method of Lagrange multipliers. (SC)

Prerequisites: MATH UN1101 or the equivalent Vectors in dimensions 2 and 3, complex numbers and the complex exponential function with applications to differential equations, Cramers rule, vector-valued functions of one variable, scalar-valued functions of several variables, partial derivatives, gradients, surfaces, optimization, the method of Lagrange multipliers. (SC)

Prerequisites: MATH UN1101 or the equivalent Vectors in dimensions 2 and 3, complex numbers and the complex exponential function with applications to differential equations, Cramers rule, vector-valued functions of one variable, scalar-valued functions of several variables, partial derivatives, gradients, surfaces, optimization, the method of Lagrange multipliers. (SC)

Prerequisites: MATH UN1101 or the equivalent Vectors in dimensions 2 and 3, complex numbers and the complex exponential function with applications to differential equations, Cramers rule, vector-valued functions of one variable, scalar-valued functions of several variables, partial derivatives, gradients, surfaces, optimization, the method of Lagrange multipliers. (SC)

Prerequisites: MATH UN1101 or the equivalent Vectors in dimensions 2 and 3, complex numbers and the complex exponential function with applications to differential equations, Cramers rule, vector-valued functions of one variable, scalar-valued functions of several variables, partial derivatives, gradients, surfaces, optimization, the method of Lagrange multipliers. (SC)

Prerequisites: MATH UN1102 and MATH UN1201 or the equivalent Multiple integrals, Taylor's formula in several variables, line and surface integrals, calculus of vector fields, Fourier series. (SC)

Prerequisites: MATH UN1102 and MATH UN1201 or the equivalent Multiple integrals, Taylor's formula in several variables, line and surface integrals, calculus of vector fields, Fourier series. (SC)

Prerequisites: (MATH UN1101 and MATH UN1102). Vectors in dimensions 2 and 3, vector-valued functions of one variable, scalar-valued functions of several variables, partial derivatives, gradients, optimization, Lagrange multipliers, double and triple integrals, line and surface integrals, vector calculus. This course is an accelerated version of MATH UN1201 - MATH UN1202. Students taking this course may not receive credit for MATH UN1201 and MATH UN1202.

Prerequisites: (see "Guidance for First-Year Students" in the Bulletin). The second term of this course may not be taken without the first. Multivariable calculus and linear algebra from a rigorous point of view. Recommended for mathematics majors. Fulfills the linear algebra requirement for the major. (SC)

Recitation section for MATH UN1205 - Accelerated Multivariable Calculus.
Students must register for both UN1205 and UN1215.

Recitation section for MATH UN1207 Honors Math A.
Students must register for both UN1207 and UN1217.

Introduction to understanding and writing mathematical proofs. Emphasis on precise thinking and the presentation of mathematical results, both in oral and in written form. Intended for students who are considering majoring in mathematics but wish additional training. CC/GS: Partial Fulfillment of Science Requirement. BC: Fulfillment of General Education Requirement: Quantitative and Deductive Reasoning (QUA).

This is a seminar course that covers the basics of mathematical proofs and in particular the epsilon-delta argument in single variable calculus.

Students who have little experience with mathematical proofs are strongly encouraged to take this course concurrently with Honors Math, Into to Modern Algebra, or Intro to Modern Analysis.

Matrices, vector spaces, linear transformations, eigenvalues and eigenvectors, canonical forms, applications. (SC)

Matrices, vector spaces, linear transformations, eigenvalues and eigenvectors, canonical forms, applications. (SC)

Matrices, vector spaces, linear transformations, eigenvalues and eigenvectors, canonical forms, applications. (SC)

Matrices, vector spaces, linear transformations, eigenvalues and eigenvectors, canonical forms, applications. (SC)

Matrices, vector spaces, linear transformations, eigenvalues and eigenvectors, canonical forms, applications. (SC)

Linear algebra with a focus on probability and statistics. The course covers the standard linear algebra topics: systems of linear equations, matrices, determinants, vector spaces, bases, dimension, eigenvalues and eigenvectors, the Spectral Theorem and singular value decompositions. It also teaches applications of linear algebra to probability, statistics and dynamical systems giving a background sufficient for higher level courses in probability and statistics. The topics covered in the probability theory part include conditional probability, discrete and continuous random variables, probability distributions and the limit theorems, as well as Markov chains, curve fitting, regression, and pattern analysis. The course contains applications to life sciences, chemistry, and environmental life sciences. No a priori background in the life sciences is assumed.

This course is best suited for students who wish to focus on applications and practical approaches to problem solving. It is recommended to students majoring in engineering, technology, life sciences, social sciences, and economics.

Math majors, joint majors, and math concentrators must take MATH UN2010 Linear Algebra or MATH UN1207 Honors Math A, which focus on linear algebra concepts and foundations that are needed for upper-level math courses. MATH UN2015 (Linear Algebra and Probability) does NOT replace MATH UN2010 (Linear Algebra) as prerequisite requirements of math courses. Students may not receive full credit for both courses MATH UN2010 and MATH UN2015. Students who have taken MATH UN2015 and consider taking higher level Math courses should contact a major advisor to discuss alternative pathways.

Linear algebra with a focus on probability and statistics. The course covers the standard linear algebra topics: systems of linear equations, matrices, determinants, vector spaces, bases, dimension, eigenvalues and eigenvectors, the Spectral Theorem and singular value decompositions. It also teaches applications of linear algebra to probability, statistics and dynamical systems giving a background sufficient for higher level courses in probability and statistics. The topics covered in the probability theory part include conditional probability, discrete and continuous random variables, probability distributions and the limit theorems, as well as Markov chains, curve fitting, regression, and pattern analysis. The course contains applications to life sciences, chemistry, and environmental life sciences. No a priori background in the life sciences is assumed.

This course is best suited for students who wish to focus on applications and practical approaches to problem solving. It is recommended to students majoring in engineering, technology, life sciences, social sciences, and economics.

Math majors, joint majors, and math concentrators must take MATH UN2010 Linear Algebra or MATH UN1207 Honors Math A, which focus on linear algebra concepts and foundations that are needed for upper-level math courses. MATH UN2015 (Linear Algebra and Probability) does NOT replace MATH UN2010 (Linear Algebra) as prerequisite requirements of math courses. Students may not receive full credit for both courses MATH UN2010 and MATH UN2015. Students who have taken MATH UN2015 and consider taking higher level Math courses should contact a major advisor to discuss alternative pathways.

Prerequisites: MATH UN1102 and MATH UN1201 or the equivalent. Special differential equations of order one. Linear differential equations with constant and variable coefficients. Systems of such equations. Transform and series solution techniques. Emphasis on applications.

Prerequisites: MATH UN1102 and MATH UN1201 or the equivalent. Special differential equations of order one. Linear differential equations with constant and variable coefficients. Systems of such equations. Transform and series solution techniques. Emphasis on applications.

Prerequisites: MATH UN1102 and MATH UN1201 or the equivalent. Special differential equations of order one. Linear differential equations with constant and variable coefficients. Systems of such equations. Transform and series solution techniques. Emphasis on applications.

Prerequisites: MATH UN1102 and MATH UN1201 or the equivalent and MATH UN2010. Mathematical methods for economics. Quadratic forms, Hessian, implicit functions. Convex sets, convex functions. Optimization, constrained optimization, Kuhn-Tucker conditions. Elements of the calculus of variations and optimal control. (SC)

Prerequisites: MATH UN1102 and MATH UN1201 or the equivalent and MATH UN2010. Mathematical methods for economics. Quadratic forms, Hessian, implicit functions. Convex sets, convex functions. Optimization, constrained optimization, Kuhn-Tucker conditions. Elements of the calculus of variations and optimal control. (SC)

Prerequisites: The written permission of the faculty member who agrees to act as sponsor (sponsorship limited to full-time instructors on the staff list), as well as the permission of the Director of Undergraduate Studies. The written permission must be deposited with the Director of Undergraduate Studies before registration is completed. Guided reading and study in mathematics. A student who wishes to undertake individual study under this program must present a specific project to a member of the staff and secure his or her willingness to act as sponsor. Written reports and periodic conferences with the instructor.

Supervising Readings do NOT count towards major requirements, with the exception of an advanced written approval by the DUS.

Prerequisites: The written permission of the faculty member who agrees to act as sponsor (sponsorship limited to full-time instructors on the staff list), as well as the permission of the Director of Undergraduate Studies. The written permission must be deposited with the Director of Undergraduate Studies before registration is completed. Guided reading and study in mathematics. A student who wishes to undertake individual study under this program must present a specific project to a member of the staff and secure his or her willingness to act as sponsor. Written reports and periodic conferences with the instructor.

Supervising Readings do NOT count towards major requirements, with the exception of an advanced written approval by the DUS.

Prerequisites: The written permission of the faculty member who agrees to act as sponsor (sponsorship limited to full-time instructors on the staff list), as well as the permission of the Director of Undergraduate Studies. The written permission must be deposited with the Director of Undergraduate Studies before registration is completed. Guided reading and study in mathematics. A student who wishes to undertake individual study under this program must present a specific project to a member of the staff and secure his or her willingness to act as sponsor. Written reports and periodic conferences with the instructor.

Supervising Readings do NOT count towards major requirements, with the exception of an advanced written approval by the DUS.

Prerequisites: The written permission of the faculty member who agrees to act as sponsor (sponsorship limited to full-time instructors on the staff list), as well as the permission of the Director of Undergraduate Studies. The written permission must be deposited with the Director of Undergraduate Studies before registration is completed. Guided reading and study in mathematics. A student who wishes to undertake individual study under this program must present a specific project to a member of the staff and secure his or her willingness to act as sponsor. Written reports and periodic conferences with the instructor.

Supervising Readings do NOT count towards major requirements, with the exception of an advanced written approval by the DUS.

Prerequisites: The written permission of the faculty member who agrees to act as sponsor (sponsorship limited to full-time instructors on the staff list), as well as the permission of the Director of Undergraduate Studies. The written permission must be deposited with the Director of Undergraduate Studies before registration is completed. Guided reading and study in mathematics. A student who wishes to undertake individual study under this program must present a specific project to a member of the staff and secure his or her willingness to act as sponsor. Written reports and periodic conferences with the instructor.

Supervising Readings do NOT count towards major requirements, with the exception of an advanced written approval by the DUS.

Majors in Mathematics are offered the opportunity to write an honors senior thesis under the guidance of a faculty member. Interested students should contact a faculty member to determine an appropriate topic, and receive written approval from the faculty advisor and the Director of Undergraduate Studies (faculty sponsorship is limited to full-time instructors on the staff list). Research is conducted primarily during the fall term; the final paper is submitted to the Director of Undergraduate Studies during the subsequent spring term.

MATH UN3994 SENIOR THESIS IN MATHEMATICS I must be taken in the fall term, during which period the student conducts primary research on the agreed topic. An optional continuation course MATH UN3995 SENIOR THESIS IN MATHEMATICS II is available during the spring. The second term of this sequence may not be taken without the first. Registration for the spring continuation course has no impact on the timeline or outcome of the final paper.

Sections of SENIOR THESIS IN MATHEMATICS I and II do NOT count towards the major requirements, with the exception of an advanced written approval by the DUS.

Majors in Mathematics are offered the opportunity to write an honors senior thesis under the guidance of a faculty member. Interested students should contact a faculty member to determine an appropriate topic, and receive written approval from the faculty advisor and the Director of Undergraduate Studies (faculty sponsorship is limited to full-time instructors on the staff list). Research is conducted primarily during the fall term; the final paper is submitted to the Director of Undergraduate Studies during the subsequent spring term.

MATH UN3994 SENIOR THESIS IN MATHEMATICS I must be taken in the fall term, during which period the student conducts primary research on the agreed topic. An optional continuation course MATH UN3995 SENIOR THESIS IN MATHEMATICS II is available during the spring. The second term of this sequence may not be taken without the first. Registration for the spring continuation course has no impact on the timeline or outcome of the final paper.

Sections of SENIOR THESIS IN MATHEMATICS I and II do NOT count towards the major requirements, with the exception of an advanced written approval by the DUS.

Majors in Mathematics are offered the opportunity to write an honors senior thesis under the guidance of a faculty member. Interested students should contact a faculty member to determine an appropriate topic, and receive written approval from the faculty advisor and the Director of Undergraduate Studies (faculty sponsorship is limited to full-time instructors on the staff list). Research is conducted primarily during the fall term; the final paper is submitted to the Director of Undergraduate Studies during the subsequent spring term.

MATH UN3994 SENIOR THESIS IN MATHEMATICS I must be taken in the fall term, during which period the student conducts primary research on the agreed topic. An optional continuation course MATH UN3995 SENIOR THESIS IN MATHEMATICS II is available during the spring. The second term of this sequence may not be taken without the first. Registration for the spring continuation course has no impact on the timeline or outcome of the final paper.

Sections of SENIOR THESIS IN MATHEMATICS I and II do NOT count towards the major requirements, with the exception of an advanced written approval by the DUS.

Majors in Mathematics are offered the opportunity to write an honors senior thesis under the guidance of a faculty member. Interested students should contact a faculty member to determine an appropriate topic, and receive written approval from the faculty advisor and the Director of Undergraduate Studies (faculty sponsorship is limited to full-time instructors on the staff list). Research is conducted primarily during the fall term; the final paper is submitted to the Director of Undergraduate Studies during the subsequent spring term.

MATH UN3994 SENIOR THESIS IN MATHEMATICS I must be taken in the fall term, during which period the student conducts primary research on the agreed topic. An optional continuation course MATH UN3995 SENIOR THESIS IN MATHEMATICS II is available during the spring. The second term of this sequence may not be taken without the first. Registration for the spring continuation course has no impact on the timeline or outcome of the final paper.

Sections of SENIOR THESIS IN MATHEMATICS I and II do NOT count towards the major requirements, with the exception of an advanced written approval by the DUS.

Majors in Mathematics are offered the opportunity to write an honors senior thesis under the guidance of a faculty member. Interested students should contact a faculty member to determine an appropriate topic, and receive written approval from the faculty advisor and the Director of Undergraduate Studies (faculty sponsorship is limited to full-time instructors on the staff list). Research is conducted primarily during the fall term; the final paper is submitted to the Director of Undergraduate Studies during the subsequent spring term.

MATH UN3994 SENIOR THESIS IN MATHEMATICS I must be taken in the fall term, during which period the student conducts primary research on the agreed topic. An optional continuation course MATH UN3995 SENIOR THESIS IN MATHEMATICS II is available during the spring. The second term of this sequence may not be taken without the first. Registration for the spring continuation course has no impact on the timeline or outcome of the final paper.

Sections of SENIOR THESIS IN MATHEMATICS I and II do NOT count towards the major requirements, with the exception of an advanced written approval by the DUS.

Majors in Mathematics are offered the opportunity to write an honors senior thesis under the guidance of a faculty member. Interested students should contact a faculty member to determine an appropriate topic, and receive written approval from the faculty advisor and the Director of Undergraduate Studies (faculty sponsorship is limited to full-time instructors on the staff list). Research is conducted primarily during the fall term; the final paper is submitted to the Director of Undergraduate Studies during the subsequent spring term.

MATH UN3994 SENIOR THESIS IN MATHEMATICS I must be taken in the fall term, during which period the student conducts primary research on the agreed topic. An optional continuation course MATH UN3995 SENIOR THESIS IN MATHEMATICS II is available during the spring. The second term of this sequence may not be taken without the first. Registration for the spring continuation course has no impact on the timeline or outcome of the final paper.

Sections of SENIOR THESIS IN MATHEMATICS I and II do NOT count towards the major requirements, with the exception of an advanced written approval by the DUS.

Majors in Mathematics are offered the opportunity to write an honors senior thesis under the guidance of a faculty member. Interested students should contact a faculty member to determine an appropriate topic, and receive written approval from the faculty advisor and the Director of Undergraduate Studies (faculty sponsorship is limited to full-time instructors on the staff list). Research is conducted primarily during the fall term; the final paper is submitted to the Director of Undergraduate Studies during the subsequent spring term.

MATH UN3994 SENIOR THESIS IN MATHEMATICS I must be taken in the fall term, during which period the student conducts primary research on the agreed topic. An optional continuation course MATH UN3995 SENIOR THESIS IN MATHEMATICS II is available during the spring. The second term of this sequence may not be taken without the first. Registration for the spring continuation course has no impact on the timeline or outcome of the final paper.

Sections of SENIOR THESIS IN MATHEMATICS I and II do NOT count towards the major requirements, with the exception of an advanced written approval by the DUS.

Majors in Mathematics are offered the opportunity to write an honors senior thesis under the guidance of a faculty member. Interested students should contact a faculty member to determine an appropriate topic, and receive written approval from the faculty advisor and the Director of Undergraduate Studies (faculty sponsorship is limited to full-time instructors on the staff list). Research is conducted primarily during the fall term; the final paper is submitted to the Director of Undergraduate Studies during the subsequent spring term.

MATH UN3994 SENIOR THESIS IN MATHEMATICS I must be taken in the fall term, during which period the student conducts primary research on the agreed topic. An optional continuation course MATH UN3995 SENIOR THESIS IN MATHEMATICS II is available during the spring. The second term of this sequence may not be taken without the first. Registration for the spring continuation course has no impact on the timeline or outcome of the final paper.

Sections of SENIOR THESIS IN MATHEMATICS I and II do NOT count towards the major requirements, with the exception of an advanced written approval by the DUS.

Majors in Mathematics are offered the opportunity to write an honors senior thesis under the guidance of a faculty member. Interested students should contact a faculty member to determine an appropriate topic, and receive written approval from the faculty advisor and the Director of Undergraduate Studies (faculty sponsorship is limited to full-time instructors on the staff list). Research is conducted primarily during the fall term; the final paper is submitted to the Director of Undergraduate Studies during the subsequent spring term.

MATH UN3994 SENIOR THESIS IN MATHEMATICS I must be taken in the fall term, during which period the student conducts primary research on the agreed topic. An optional continuation course MATH UN3995 SENIOR THESIS IN MATHEMATICS II is available during the spring. The second term of this sequence may not be taken without the first. Registration for the spring continuation course has no impact on the timeline or outcome of the final paper.

Sections of SENIOR THESIS IN MATHEMATICS I and II do NOT count towards the major requirements, with the exception of an advanced written approval by the DUS.

Majors in Mathematics are offered the opportunity to write an honors senior thesis under the guidance of a faculty member. Interested students should contact a faculty member to determine an appropriate topic, and receive written approval from the faculty advisor and the Director of Undergraduate Studies (faculty sponsorship is limited to full-time instructors on the staff list). Research is conducted primarily during the fall term; the final paper is submitted to the Director of Undergraduate Studies during the subsequent spring term.

MATH UN3994 SENIOR THESIS IN MATHEMATICS I must be taken in the fall term, during which period the student conducts primary research on the agreed topic. An optional continuation course MATH UN3995 SENIOR THESIS IN MATHEMATICS II is available during the spring. The second term of this sequence may not be taken without the first. Registration for the spring continuation course has no impact on the timeline or outcome of the final paper.

Sections of SENIOR THESIS IN MATHEMATICS I and II do NOT count towards the major requirements, with the exception of an advanced written approval by the DUS.

Prerequisites: the written permission of the faculty member who agrees to act as a supervisor, and the director of undergraduate studies permission. For specially selected mathematics majors, the opportunity to write a senior thesis on a problem in contemporary mathematics under the supervision of a faculty member.

Prerequisites: MATH UN1102 and MATH UN1202 and MATH UN2010 or the equivalent. The second term of this course may not be taken without the first. Groups, homomorphisms, normal subgroups, the isomorphism theorems, symmetric groups, group actions, the Sylow theorems, finitely generated abelian groups.

Prerequisites: MATH UN1102 and MATH UN1202 and MATH UN2010 or the equivalent. The second term of this course may not be taken without the first. Rings, homomorphisms, ideals, integral and Euclidean domains, the division algorithm, principal ideal and unique factorization domains, fields, algebraic and transcendental extensions, splitting fields, finite fields, Galois theory.

Prerequisites: MATH UN1202 or the equivalent, and MATH UN2010. The second term of this course may not be taken without the first. Real numbers, metric spaces, elements of general topology, sequences and series, continuity, differentiation, integration, uniform convergence, Ascoli-Arzela theorem, Stone-Weierstrass theorem.

Prerequisites: MATH UN1202 or the equivalent, and MATH UN2010. The second term of this course may not be taken without the first. Real numbers, metric spaces, elements of general topology, sequences and series, continuity, differentiation, integration, uniform convergence, Ascoli-Arzela theorem, Stone-Weierstrass theorem.

The second term of this course may not be taken without the first. Power series, analytic functions, Implicit function theorem, Fubini theorem, change of variables formula, Lebesgue measure and integration, function spaces.

This course will cover advance topics in probability, including: the theory of martingales in discrete and in continuous time; Brownian motion and its properties, stochastic integration, ordinary and partial stochastic differential equations; Applications to optimal filtering, stopping, control, and finance; Continuous-time Markov chains, systems of interacting particles, relative entropy dissipation, notions of information theory; Electrical networks, random walks on graphs and groups, percolation.

This seminar offers participants the opportunity to listen to practitioners discuss a range of important topics in the financial industry.  Topics may include portfolio optimization, exotic derivatives, high frequency analysis of data and numerical methods. While most talks require knowledge of mathematical methods in finance, some talks are accessible to a more general audience.

Required Prerequisite: Math GR5010 Intro to the Math of Finance (or equivalent). Recommended Prerequisite: Stat GR5264 Stochastic Processes – Applications I (or equivalent).

The objective of this course is to introduce students, from a practitioner’s perspective with formal derivations, to the advanced modeling, pricing and risk management techniques of vanilla and exotic options that are traded on derivatives desks, which goes beyond the classical option pricing courses focusing solely on the theory. It also presents the opportunity to design, implement and backtest vol trading strategies. The course is divided in four parts: Advanced Volatility Modeling; Vanilla and Exotic Options: Structuring, Pricing and Hedging; FX/Rates Components: Discounting, Forward Projection, Quanto and Compo Options; Designing and Backtesting Vol Trading Strategies in Python.

The application of Machine Learning (ML) algorithms in the Financial industry is now commonplace, but still nascent in its potential.  This course prepares the next generation of researchers and practitioners for the coming revolution, providing an advanced "deep dive" into machine learning methods (both theory and application) that are deemed to be useful for financial applications, including trading and investment management.

Prerequisites: all 6 MAFN core courses, at least 6 credits of approved electives, and the instructors permission. See the MAFN website for details. This course provides an opportunity for MAFN students to engage in off-campus internships for academic credit that counts towards the degree. Graded by letter grade. Students need to secure an internship and get it approved by the instructor.

This course helps the students understand the job search process and develop the professional skills necessary for career advancement. The students will not only learn the best practices in all aspects of job-seeking but will also have a chance to practice their skills. Each class will be divided into two parts: a lecture and a workshop.

In addition, the students will get support from Teaching Assistants who will be available to guide and prepare the students for technical interviews.

A guided reading and research in a specific area of mathematics or applications. This particular section is geared towards supervised readings and research in Mathematical Finance and related fields for Masters’ students.

A student who wishes to undertake individual study under this seminar must present a specific project to a member of the staff and secure this staff member's willingness to act as a sponsor. The course includes written reports and periodic meetings with the instructor.