MATH 180: Introduction to Financial Mathematics
Financial derivatives: contracts and options. Hedging and risk management. Arbitrage, interest rate, and discounted value. Geometric random walk and Brownian motion as models of risky assets. Initial boundary value problems for the heat and related partial differential equations. Selffinancing replicating portfolio. BlackScholes pricing of European options. Dividends. Implied volatility. Optimal stopping and American options. Prerequisite: 53. Corequisites: 131, 151 or
STATS 116.
Terms: alternate years, given next year

Units: 3

UG Reqs: GER:DBMath

Grading: Letter or Credit/No Credit
MATH 193: Polya Problem Solving Seminar
Topics in mathematics and problem solving strategies with an eye towards the Putnam Competition. Topics may include parity, the pigeonhole principle, number theory, recurrence, generating functions, and probability. Students present solutions to the class. Open to anyone with an interest in mathematics.
Terms: Aut

Units: 1

Repeatable for credit

Grading: Satisfactory/No Credit
Instructors:
Soundararajan, K. (PI)
;
Vakil, R. (PI)
MATH 197: Senior Honors Thesis
Honors math major working on senior honors thesis under an approved advisor carries out research and reading. Satisfactory written account of progress achieved during term must be submitted to advisor before term ends. May be repeated 3 times for a max of 9 units. Contact department student services specialist to enroll.
Terms: Aut, Win, Spr, Sum

Units: 16

Repeatable for credit

Grading: Letter (ABCD/NP)
Instructors:
Boyd, S. (PI)
;
Bump, D. (PI)
;
Cohen, R. (PI)
;
Conrad, B. (PI)
;
Diaconis, P. (PI)
;
Eliashberg, Y. (PI)
;
Soundararajan, K. (PI)
;
Vakil, R. (PI)
;
Vasy, A. (PI)
;
Vondrak, J. (PI)
;
Yun, Z. (PI)
MATH 199: Independent Work
For math majors only. Undergraduates pursue a reading program; topics limited to those not in regular department course offerings. Credit can fulfill the elective requirement for math majors. Approval of Undergraduate Affairs Committee is required to use credit for honors majors area requirement. Contact department student services specialist to enroll.
Terms: Aut, Win, Spr, Sum

Units: 13

Repeatable for credit

Grading: Letter or Credit/No Credit
Instructors:
Bump, D. (PI)
;
Carlsson, G. (PI)
;
Conrad, B. (PI)
...
more instructors for MATH 199 »
Instructors:
Bump, D. (PI)
;
Carlsson, G. (PI)
;
Conrad, B. (PI)
;
Fox, J. (PI)
;
Mazzeo, R. (PI)
;
Pollack, A. (PI)
;
Schoen, R. (PI)
;
Vakil, R. (PI)
;
Vasy, A. (PI)
MATH 205B: Real Analysis
Point set topology, basic functional analysis, Fourier series, and Fourier transform. Prerequisites: 171 and 205A or equivalent.
Terms: Win

Units: 3

Grading: Letter or Credit/No Credit
MATH 205C: Real Analysis
Continuation of 205B.
Terms: Spr

Units: 3

Grading: Letter or Credit/No Credit
Instructors:
Vasy, A. (PI)
;
Mantoulidis, C. (TA)
MATH 210A: Modern Algebra I
Basic commutative ring and module theory, tensor algebra, homological constructions, linear and multilinear algebra, canonical forms and Jordan decomposition. Prerequisite: 122 or equivalent.
Terms: Aut

Units: 3

Grading: Letter or Credit/No Credit
Instructors:
Bump, D. (PI)
;
Warner, E. (TA)
MATH 210B: Modern Algebra II
Continuation of 210A. Topics in field theory, commutative algebra, and algebraic geometry. Prerequisites: 210A, and 121 or equivalent.
Terms: Win

Units: 3

Grading: Letter or Credit/No Credit
Instructors:
Conrad, B. (PI)
;
Ronchetti, N. (TA)
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