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  • 4.00 Credits

    Numerical linear algebra, interpolation, integration, differentiation, approximation (including discrete and continuous least squares, Fourier analysis, and wavelets). Programming experience is necessary prior to taking this course. Prerequisites: 'C' or better in (MATH 1260 OR MATH 1321 OR MATH 2210 OR MATH 2310 OR MATH 3140) AND (MATH 2250 OR MATH 2270 OR MATH 2271)
  • 4.00 Credits

    Numerical solution of initial and boundary value problems of ordinary and partial differential equations. Prerequisites: "C" or better in MATH 5610.
  • 3.00 Credits

    The Capstone Course in Mathematics examines secondary school mathematics from an advanced point of view. The topics covered are drawn from Abstract Algebra, Analysis, and Geometry and are rooted in the core secondary curriculum of number and operations, algebra, geometry, and functions. Students learn to generalize definitions and theorems that help to unite and explain mathematics. As they explore familiar secondary mathematic problems from a higher perspective, they draw connections between ideas taught separately in different courses. Through their work in the course, they improve their ability to promote their students' understanding of mathematics and to make better decisions regarding the direction of their lessons and curriculum. Prerequisites: "C" or better in MATH 4030 AND MATH 3100.
  • 3.00 Credits

    Symmetric linear systems, positive definite matrices, eigenvalue problems, equilibrium equations for discrete and continuous systems, boundary value problems in ODEs and PDEs, boundary integrals. Prerequisites: 'C' or better in (MATH 2250 AND MATH 3150) OR ((MATH 2270 OR MATH 2271) AND (MATH 2280 OR MATH 2281)) OR MATH 3140
  • 3.00 Credits

    Development of mathematical models for physical, biological, engineering, and industrial phenomena and problems, and their solution using a wide variety of tools. Taught through case studies. Prerequisites: 'C' or better in MATH 2250 OR ((MATH 2270 OR MATH 2271) AND (MATH 2280 OR MATH 2281))
  • 3.00 Credits

    Consult Math Department for specific offering. Possible topics include integral equations, calculus of variations, control theory, continuum mechanics, applied matrix theory, vector and tensor analysis, applications of probability and statistics. Will be offered occasionally on the basis of need or interest. Instructor's Consent.
  • 3.00 Credits

    A basic introduction to the theory of financial derivative pricing. Topics include no arbitrage principle, risk-neutral measure, Black-Scholes theory, numerical model implementation and parameter calibration. Prerequisites: 'C' or better in MATH 5010 AND (MATH 2280 OR MATH 2281)
  • 3.00 Credits

    Continuous-time finance fundamentals, topics include exotic options, interest rate term structure models, jump processes, credit models, and statistical arbitrage strategies. Prerequisites: "C" or better in MATH 5760.
  • 3.00 Credits

    Meet with MATH 6640. Existence, uniqueness and characterization of solutions to finite dimensional unconstrained and constrained optimization problems. Solution methods for finite dimensional unconstrained and constrained optimization problems. Newton and Quasi-Newton methods. Globalization strategies. Linear Programming. Least Squares. Quadratic Programming. Convex Programming. Some programming experience is recommended. For graduate students extra work is required. Prerequisites: 'C' or better in MATH 2250 OR MATH 2270 OR MATH 2271 OR Instructor Consent
  • 1.00 - 4.00 Credits

    Various topics in mathematics to be treated at the appropriate level. Prerequisites: Instructor Consent.