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Published on Department of Mathematics (http://www.math.ohio-state.edu)

Math Major: Financial Math Track

By dbevilacqua
Created Mar 16 2009 - 10:30am

******************DRAFT**************************

Notes:

 

I.  CORE REQUIREMENTS

A.  Calculus sequence: 151.xx - 152.xx - 153.xx - 254.xx, or one of the accelerated or honors sequences
(161.xx - 162.xx - 263.xx, 161.01H - 162.01H - 263.01H, 190H - 191H - 264H)
B.  Linear Algebra: 568 (or 571 or 520H)
C.  Foundations of Higher Mathematics: 345
D.  Data Analysis: Statistics 421

 


II.  PREREQUISITE COURSES

E.  Economics:  Econ 200 and 201 (or 200H and 201H)
F.   Accounting:  Acct 310
G.  Computer Science: CSE 200

 

III. REQUIRED COURSED FOR FINANCIAL TRACK

H.  Differential Equations: Math 255.xx (or 521H) and Math 512
I.   Probability: Math 530 (or Math 531H or Stat 420)
J.  Interest Theory: Math 618
K.  Financial Economics: Math 632
L.  Numerical Analysis: Math 607
M. Intro. to Math. Finance: Math 589
N. Computer Science: CSE 201 (or 202)
O. Finance: Bus-Fin 420 (or 620)
P.  Practicum Seminar

 

IV. RECOMMENDED ADDITIONAL COURSES

The following courses could serve to enrich the required program in financial math:
Finance 722; Statistics 635, 645; Math 532, 547- 548 - 549, 630 - 631; Computer Science 221

NOTE:  If you are planning to do a double major with Actuarial Science, then, because of the
large amount of overlap, you will need to take some of the additional courses listed above.
Keep in mind that you need 30 disjoint hours between the majors, and each major must have a
minimum of 40 hours each.

 

SAMPLE SCHEDULE

 

Autumn

Math 151.xx

CS&E 200

 

Winter

Math 152.xx

Econ 200

 

Spring

Math 153.xx

Econ 201 

 

 

Autumn

Math 254.xx

Accounting 310

 

 

Winter

Math 255.xx

CS&E 202 

 

Spring

Math 568

Math 345 

 

 

Autumn

Math 530 or Stat 420

 

 

Winter

Stat 421

Math 512

 

Spring

Elective (Math 532)

Finance 620 

 

 

Autumn

Math 618

 

Winter

Math 607

Math 589 

Spring

Math 632

Practicum Seminar 

 



Source URL:
http://www.math.ohio-state.edu/node/37115