Prerequisite c or better in math 2255 2415 5520h or

This preview shows page 63 - 68 out of 105 pages.

Prerequisite: C- or better in Math 2255, 2415, 5520H; or credit for 255, 415.xx, or 521H. Text : Lecture Notes Topics List: 1. Population dynamics: Logistic growth. 2. Population dynamics: Lotka-Volterra predator-prey model. 3. Modeling specific diseases (e.g. HIV, cancer). 4. Competition models. 5. Dynamics of neurons. 6. Bifurcution theory. 7. Enzyme kinetics. 8. Cells proliferation and death.
Page 1 2016-2017 Math 3532 Mathematics 3532 Mathematical Foundations of Actuarial Science Spring 3 credits Catalog Description: Problem workshop for applications of calculus and probability to actuarial science and risk management. Prerequisite: C- or better in Math 4530, 5530H, or Stat 4201; or credit for 530, 531H, or Stat 420. Topics List: 1. Random variables. 2. Discrete distributions. 3. Continuous distributions. 4. Central Limit Theorem and law of large numbers. 5. Risk models.
Page 1 2016-2017 Math 3588 Mathematics 3588 Practicum in Actuarial Science Spring 3 credits Catalog Description: Presentations by practicing actuaries on topics drawn from their fields of expertise; oral presentations by students on selected topics in actuarial science. Prerequisite: 3rd year standing and completion of second writing course. Exclusions : Open only to actuarial science majors. Text : None. Topics List: 1. Business communication. 2. Problems in life insurance. 3. Problems in property and casualty insurance. 4. Problems in pension consulting. 5. Problems in health care consulting. 6. Risk management.
Page 1 2016-2017 Math 3589 Mathematics 3589 Introduction to Financial Mathematics Autumn 3 credits Catalog Description: Introduction to mathematics used in financial asset pricing, based on the binomial asset pricing model. This course prepares students for further study of stochastic calculus in continuous time. Purpose : This course is designed as an introduction to the concepts encountered in financial mathematics for students who don’t have a background in continuous -time stochastic calculus. Prerequisite: {C- or better in 3345 or credit for 345}; and {C- or better in 4530, 5530H, or Stat 4201, or credit for 530, 531H, 345 or Stat 420}; or permission of department. Text: Stochastic Calculus for Finance I, The Binomial Asset Pricing Model , by Shreve, published by Springer, ISBN: 9780387249681 Topics List: 1. First principles; assumptions about stock behavior and description of basic financial instruments; put and call options. 2. Arbitrage, and no-arbitrage pricing. 3. One-period and multi-period models; replication and hedging. 4. Conditional expectations. 5. Martingales and Markov processes. 6. Change of measure. 7. Utility functions and the capital asset pricing model. 8. Stopping times and American derivatives. 9. Random walks and passage times.
Page 1 2016-2017 Math 3607 Mathematics 3607 Beginning Scientific Computing Autumn, Spring 3 credits Catalog Description: Introduction to uses of computers to solve problems arising in the physical and biological sciences, and in engineering and finance.

  • Left Quote Icon

    Student Picture

  • Left Quote Icon

    Student Picture

  • Left Quote Icon

    Student Picture