Electives
Financial Mathematics Electives
The following courses are approved Financial Mathematics electives in the program. Students will be advised that enrollment in some of the courses outside of the Applied Mathematics and Statistics department will require permission from the department offering the course. We anticipate the creation of additional Financial Mathematics courses as additional staff are brought on board.
AM&S Financial Mathematics Courses
550.446 Risk Measurement/Management in Financial Markets
550.447 Quantitative Portfolio Theory & Performance Analysis
550.510 Readings in Actuarial Mathematics
550.747 Topics in Financial Mathematics (Spring 2012 or later)
Geography and Environmental Engineering Courses
570.493 Economic Principles
570.470 Applied Economics and Finance
570.487 Futures Market Research
570.607 Energy Planning and Market Modeling
Economics Courses
180.601
Microeconomic Theory I
180.602
Microeconomic Theory II
180.607
Applied Microeconomics
180.611
Economics of Uncertainty/Economics of Information I
180.612
Economics of Uncertainty/Economics of Information II
180.641
International Finance and Trade
Entrepreneurship and Management Courses
660.402 Financial Institutions and Capital Markets
Finance
756.715
Financial Risk Management
756.720 Fixed Income Securities
Applied Mathematics and Statistics Electives
The following are approved Applied Mathematics and Statistics Electives:
Probability Theory/Probabilistic Models
550.428 Stochastic Processes & Applications to Finance II
550.440 Stochastic Calculus
550.620 Probability Theory I (measure-theoretic)
550.621 Probability Theory II (measure-theoretic)
550.626 Stochastic Processes
550.723 Markov Chains
Statistical Inference/Decision Theory/Data Analysis
550.436
Data Mining
550.630
Statistical Theory I
550.631 Statistical
Theory II
550.632
Multivariate Statistical Theory
550.640
Machine Learning
180.633
Econometrics
Optimization/Operations Research
550.661 Foundations of Optimization
550.662 Optimization Algorithms
550.663 Stochastic Search and Optimization
550.761 Advanced Linear Programming
550.762 Advanced Nonlinear Programming
550.764 Optimization of Functionals
550.765 Numerical Methods for Optimization
Numerical Analysis/Scientific Computation
550.486 Asymptotic
Methods
550.491 Applied
Analysis
550.664 Modeling,
Simulation and Monte Carlo
550.681 Numerical
Analysis