This class introduces students to the mathematics used in pricing derivative securities. Topics include a review of the relevant probability theory of conditional expectation and martingales/the elements of financial markets …
A second course in ordinary differential equations, from the dynamical systems point of view. Topics include: existence and uniqueness theorems; linear systems; qualitative study of equilibria and attractors; bifurcation theory; …
Includes Taylor's theorem, solution of nonlinear equations, interpolation and approximation by polynomials, numerical quadrature. May also cover numerical solutions of ordinary differential equations, Fourier series, or least-square approximation. Prerequisite: MATH …
Differential and integral calculus in Euclidean spaces. Implicit and inverse function theorems, differential forms and Stokes' theorem. Prerequisites: multivariable calculus, basic real analysis, linear algebra and one of the following: …
This course provides the opportunity to offer a new topic in the subject of mathematics.
Review of topics from Math 3351: vector spaces, bases, dimension, matrices and linear transformations, diagonalization; however, the material is covered in greater depth and generality. The course continues with more …
Structural properties of basic algebraic systems such as groups, rings, and fields. A special emphasis is made on polynomials in one and several variables, including irreducible polynomials, unique factorization, and …
This course will introduce students to the techniques and methods of mathematical research. Students will independently work with mathematical literature on a topic assigned by the instructor and present their …
This is the second semester of a two semester sequence for the purpose of the completion of a Distinguished Major Thesis. A faculty member guides the student through all phases …
Reading and study programs in areas of interest to individual students. For third- and fourth-years interested in topics not covered in regular courses. Students must obtain a faculty advisor to …