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Department ofApplied Mathematics

M.S in Applied Mathematics with Concentration in Mathematical Finance

Draft curriculum as of July 9, 2018

  Course Department, Number, and Title Units  Prerequisites
AMTH 212 Probability I and II (or AMTH 210 and AMTH 211)  4  
AMTH 220 Numerical Analysis I 2  
AMTH 221 Numerical Analysis II 2 AMTH 220
AMTH 247 Linear Algebra I and II (or AMTH 245 and AMTH 246) 4  
AMTH 313 Time Series Analysis 2 AMTH 211 or AMTH 212 
AMTH 344 Linear Regression 2 AMTH 211 or AMTH 212  
AMTH 362 Stochastic Processes I 2 AMTH 211 or AMTH 212  
AMTH  367 Mathematical Finance  See graduate bulletin. 
AMTH 374 Partial Differential Equations I 2  
ACTG 3000 Financial Accounting 4  
ECON 3000 Managerial Economics 4 OMIS 3202
FNCE 3000 Financial Management 4 ACTG 3000, OMIS 33501 
FNCE 3455 Investments and Capital Markets 3 ECON 3000, FNCE 3000
  Course for Engineering and Society portion of graduate core 2 See graduate bulletin 
  Course(s) from the list below 4  
  Total 45  

 

 

 

Course Department, Number, and Title

Units

Prerequisites

AMTH

358 Fourier Transforms

2

See graduate bulletin.

AMTH

363 Stochastic Processes II

2

AMTH 362

AMTH

375 Partial Differential Equations II

2

AMTH 374

AMTH

397 Master’s Thesis

1 to 9

See graduate bulletin.

ACTG

3303 Corporate Financial Reporting

3

ACTG 3000

ACTG

3319 Financial Statement Analysis

3

FNCE 3000

FNCE

3459 Financial Markets and Institutions

3

FNCE 3000

FNCE

3462 Behavioral Finance

3

FNCE 3000

FNCE

3474 Derivative Securities

3

FNCE 3000

FNCE

3484 Financial Engineering

3

FNCE 3000

FNCE

3488 Financial Instruments and Markets

3

FNCE 3000

FNCE

3457 International Financial Management

3

FNCE 3000

FNCE

3460 Mergers, Acquisitions, and Corporate Restructuring

3

FNCE 3000

FNCE

3464 Real Estate Finance

3

FNCE 3000

FNCE

3480 Emerging Company Finance

3

FNCE 3000

FNCE

3482 Business Valuation

3

FNCE 3000

FNCE

3486 Behavioral Corporate Finance and Risk Management

3

FNCE 3000

FNCE

3710 Default Risk Modeling

1

FNCE 3000

FNCE

3711 Mathematics of Option Valuation

1

FNCE 3000

FNCE

3712 Monte Carlo Simulation Techniques in Finance

1

FNCE 3000

Because of course prerequisites (given above) and scheduling, it is possible that the program may require more than two years.

1An alternative to the combination of OMIS 3202 and OMIS 3350 is the combination of AMTH 212 (or AMTH 210 and AMTH 211) and AMTH 344