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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