Mathematical Finance

Mathematical Finance
Graduates with degrees in Mathematical Finance are advantageously positioned to join the large numbers of mathematicians, engineers, and physicists, as well as graduates of schools of business and economics, who work as financial engineers and quantitative analysts. This fact sheet gives recommendations for upper level courses that will be particularly useful to students interested in Mathematical Finance. Computer programming is your easiest source of leverage, and C is the dominant language.
The Mathematics Major - Mathematical Finance Concentration
Lower Division Courses
MS 201 - Calculus 1 MS 245 - Linear Algebra
MS 202 - Calculus 2 MS 255 - Logic and Proofs
MS 203 - Calculus 3 Any CS course at the 100 level
Upper Division Courses Any six at the 300 or 400 level
Capstone MS 497-498 - Senior Research
Strongly Recommended Courses
MS 371 - Probability MS 372 - Statistics
MS 316 - Differential Equations MS 416 - Partial Differential Equations
MS 301 - Real Analysis I MS 401 - Real Analysis II
MS 392 - Elementary Numerical Analysis MS 350 - Mathematical Modeling
Other Recommended Courses
ATG 211 - Financial Accounting DS 280 - Statistics
DS 440 - Forecasting FIN 311 - Business Finance
FIN 333 - Principles of Insurance FIN 410 - Financial Management
FIN 415 - Financial Risk Management FIN 421 Equity Analysis and Portfolio Management
ES 475 - Econometrics ES 302 - Intermediate Microeconomic Theory

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