|
Academic Plans and Requirements
Actuarial Science |
|
Mathematical Finance |
|
|
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 242/CM 271/CS 371 Introduction to Computational Mathematics
AMATH 250 Introduction to Differential Equations
ECON 101 Introduction to Microeconomics
ECON 102 Introduction to Macroeconomics
ECON 201 Microeconomic Theory 1
PMATH 351 Real Analysis
PMATH 450 Lebesgue Integration and Fourier Analysis
PMATH 451 Measure and Integration
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 250/CM 340 Introduction to Optimization
PMATH 352 Complex Analysis
One of
AMATH 353 Partial Differential Equations 1
CO 372 Portfolio Optimization Models
CM/CS 476 Numeric Computation for Financial Modeling
PMATH 453 Functional Analysis
Note
MATH 147 and 148 provide highly desirable background for students in the Mathematical Finance plan.
|
|
|
|
|
|