The Mathematical Finance plan is offered jointly by the Departments of Statistics and Actuarial Science and of Pure Mathematics.
Students in this plan must fulfill all the requirements in Table I and Table II. This must include at least 26 math courses and the following specific requirements:
Legend
* MATH 237 requires permission of department.
** AMATH 350 is an antirequisite of AMATH 351 and 353, and choosing this course limits selection in the "One of" lists below.
*** Business Administration and Mathematics Double Degree students may
substitute BUS 383W for ACTSC 371, BUS 393W for ACTSC 372 and STAT 371
for STAT 331.
**** Business Administration and Mathematics Double Degree students may substitute STAT 372 for STAT 443.
One of
MATH 247 Calculus 3 (Advanced Level)
MATH 237 Calculus 3 for Honours Mathematics*
All of
AFM 101 Introduction to Financial Accounting or BUS 227W Introduction to Financial Accounting (see Laurier calendar)
AFM 102 Introduction to Managerial Accounting or BUS 247W Managerial Accounting (see Laurier calendar)
AFM 131/ARBUS 101 Introduction to Business in North America or BUS 111W Introduction to Business Organization (see Laurier calendar)
ACTSC 231 Mathematics of Finance
ACTSC 371 Corporate Finance 1***
ACTSC 372 Corporate Finance 2***
ACTSC 445 Asset-Liability Management
ACTSC 446 Mathematical Models in Finance
AMATH 242/CS 371 Introduction to Computational Mathematics
AMATH 250 Introduction to Differential Equations or AMATH 350 Differential Equations for Business and Economics**
ECON 101 Introduction to Microeconomics or ECON 120W Introduction to Microeconomics (see Laurier calendar)
ECON 102 Introduction to Macroeconomics or ECON 140W Introduction to Macroeconomics (see Laurier calendar)
ECON 201 Microeconomic Theory 1 or ECON 260W Intermediate Microeconomic Analysis for Management (see Laurier calendar)
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****
One of
AMATH 351 Ordinary Differential Equations 2
CO 250 Introduction to Optimization
PMATH 352 Complex Analysis
One of
AMATH 353 Partial Differential Equations 1
CO 372 Portfolio Optimization Models
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.