Program Details

Starting in the fall of 2007, the Department of Mathematics will be offering a specialization in mathematical finance (see the academic calendar for further details and course descriptions). Upon completion students will receive a B.Sc. Honours degree in Mathematics with Specialization in Mathematical Finance.

The requirements for the specialization are based on the single-major Honours program in Mathematics, with the addition of the following required courses:

Financial and Industrial Mathematics

• MATH 3350H – Linear programming

• MATH 3510H – Mathematical finance

• MATH 3610H – Discrete optimization

• MATH 4510H – Mathematical risk management

Economics

• ECON 1010H – Introductory microeconomics

• ECON 1020H – Introductory macroeconomic

• ECON 3020H – Financial economics

Probability & Statistics

• MATH 1550H – Introduction to probability

• MATH 2560H – Introduction to statistical inference

• MATH 3560H – Linear statistical models

• MATH 3570H – Introduction to stochastic processes

• MATH 4570H – A second course in stochastic processes

Applied Mathematics

• MATH-PHYS 2150H – Ordinary differential equations

• MATH-COIS 2180H – Introduction to numerical and computational methods

• MATH-PHYS 3160H – Methods of applied mathematics

• MATH-PHYS 3150H – Partial differential equations

• MATH 4180H – Advanced numerical methods

Minor in Business Administration

Students enrolled in this program may want to consider a minor in Business Administration, see the academic calendar for details.

Graduate Studies in Mathematical Finance (M.Sc.)

Opportunities also exist for graduate studies in mathematical finance through the Applications of Modelling in the Natural & Social Sciences graduate program.