The Mathematical Finance plan is offered jointly by the Departments of Statistics and Actuarial Science and of Pure Mathematics.
In conjunction with the common degree requirements in Table I in "Degree Requirements," this plan requires at least 26 math courses. These overall requirements must include the Faculty core courses outlined in Table II in "Degree Requirements" and the following courses:
All of
MATH 247 Calculus 3 (Advanced Level) or MATH 237 Calculus 3 for Honours Mathematics*
AFM 101 Introduction to Financial Accounting
AFM 102 Introduction to Managerial Accounting
AFM 131/ARBUS 101 Introduction to Business in North America
ACTSC 231 Mathematics of Finance
ACTSC 371 Corporate Finance 1
ACTSC 372 Corporate Finance 2
ACTSC 445 Asset-Liability Management
ACTSC/STAT 446 Mathematical Models in Finance
AMATH 250 Introduction to Differential Equations
AMATH 341/CM 271/CS 371 Introduction to Computational Mathematics
AMATH 431/PMATH 451 Measure and Integration
ECON 101 Introduction to Microeconomics
ECON 102 Introduction to Macroeconomics
ECON 201 Microeconomic Theory 1
PMATH 351 Real Analysis
PMATH 354 Measure Theory and Fourier Analysis
STAT 330 Mathematical Statistics
STAT 331 Applied Linear Models
STAT 333 Applied Probability
STAT 443 Forecasting
* MATH 237 requires permission of department
One of
AMATH 351 Ordinary Differential Equations 2
CO 350 Linear Optimization
CO 352/CM 340 Computational Optimization
PMATH 352 Complex Analysis
One of
AMATH 353 Partial Differential Equations 1
AMATH 432/PMATH 453 Functional Analysis
CO 372 Portfolio Optimization Models
CM/CS 476 Numeric Computation for Financial Modeling
Note
MATH 147 and 148 provide highly desirable background for students in the Mathematical Finance plan.