A one-semester course in calculus emphasizing applications to social and life sciences. Topics include: the differential calculus of algebraic, exponential, and logarithmic functions; exponential growth and decay; optimization problems for functions of one variable; partial derivatives; the method of Lagrange multipliers. All students required to have and use a graphing calculator. Not open to students who have credit for Mathematics 161. Prerequisite: Two years of high school algebra.

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The sequence of Mathematics 161, 162, 263 offers a complete undergraduate calculus program and is required of all mathematics, physics, and engineering majors. Main topics are limits, derivative of a function, differentials, applications to related rate and maximumminimum problems, the mean value theorem, integration and applications to area and volume. Prerequisite: High school trigonometry.

[Course Syllabus]

A continuation of the study of analytic geometry and calculus begun in Mathematics 161, including the transcendental functions and their calculus, polar coordinates and plane areas in polar coordinates, infinite series, Taylor series. Prerequisite: A grade of C- or better in Mathematics 161 or 165.

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A course designed to follow Mathematics 161 and meet the mathematical needs of students whose studies are concentrated in the social or life sciences. Topics are chosen from: differential calculus of functions of several variables, exploratory data analysis, design of experiments, least squares analysis, probability, sampling distributions and methods of inferential statistics. Includes an introduction to a statistical computing package. Prerequisite: Mathematics 161. Not open to students who have credit for Mathematics 186 or Psychology 120. Offered in spring semester.

[Course Syllabus]

An introductory course emphasizing standard methods and reasoning used in analyzing data. Topics include exploratory data analysis, design of experiments, least squares analysis, probability, sampling distributions and methods of inferential statistics. Includes an introduction to a statistical computing package. Prerequisite: Mathematics 125 or 161, or permission of instructor. Not open to students who have credit for Mathematics 176 or Psychology 120.

[Course Syllabus]

A continuation of Mathematics 162. Includes parametric equations, scalar and vector products, vector calculus, gradient, curvature, solid analytic geometry, directional derivative, partial derivative, total differential, chain rule, multiple integrals, line integrals. Prerequisite: A grade of C- or better in Mathematics 162 or 166.

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A development of basic probability theory including the axioms, random variables, expected value, the law of large numbers and the central limit theorem. Additional topics include distribution functions and generating functions. Prerequisite: Mathematics 263. Offered in fall semester.

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A mathematical development of fundamental results and techniques in statistics. Topics include estimation, sampling distributions, hypothesis testing, correlation and regression. Prerequisite: Mathematics 335. Offered in spring semester.

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This course examines the practices and principal theories of major options and futures markets. Special emphasis is placed on the role of derivative securities in facilitating risk management. Prerequisite: E&B 321.

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This courses examines quantitative tools in financial worlds. Topics include time series to analysis data, stochastic models for stock market, Black-schole model for options, Interest rate derivatives models, Makowitz portfolio Theorem, EXCEL spread sheet related to Binomial tree and Monte Carlo simulation using Mathematica. Prerequisite: Probability 335. Statistics 186, 176 or 336, Linear Algebra 272 or 275, Econ 101. Offered in spring semester 2005.

[Course Syllabus]

This courses focuses on the financial mathematics related to derivative pricing. It starts with stochastic models for stock market and Black-schole model for options. Then it goes to exotic options pricing, interest rate derivatives pricing which includes different models on short rates, HJM model and LMM model. We cover three numerical tools: binomial tree, Mont Carlo simulation, finite difference method. We also discuss CEV and IVF models. The EXCEL spreadsheet and mathematica simulation projects will be signed in the course. Prerequisite: Probability 335. Statistics 186, 176 or 336, Linear Algebra 272 or 275, Econ 101. Offered in Fall semester 2006.

[Course Syllabus]