Applied Mathematics (BS): Financial Mathematics Concentration
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The B.S in Applied Mathematics with a Financial Mathematics Concentration is a refinement of the B.S in Applied Mathematics degree. This program prepares students for careers in financial mathematics, actuarial science and portfolio management.
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Department of Mathematics
North Carolina State 福利逼站
Campus Box 8205
Raleigh, NC 27695
Dr. Alina Duca
Teaching Professor and Director of Undergraduate Programs in Mathematics
SAS Hall 2108B
919.515.1875
anduca@ncsu.edu
Plan Requirements
| Code | Title | Hours | Counts towards |
|---|---|---|---|
| Orientation | |||
| 颁翱厂听100 | Science of Change (Verify Requirement) | 0 | |
| 辞谤听贰听115 | Introduction to Computing Environments | ||
| Advanced Writing | |||
| Select one of the following Advanced Writing courses: | 3 | ||
| Communication for Engineering and Technology | |||
| Communication for Business and Management | |||
| Communication for Science and Research | |||
| 贰狈骋听101 | Academic Writing and Research 1 | 4 | |
| Basic Mathematics 4 | |||
| 惭础听141 | Calculus I 1 | 4 | |
| 惭础听241 | Calculus II 1 | 4 | |
| 惭础听242 | Calculus III 1 | 4 | |
| 惭础听225 | Foundations of Advanced Mathematics 1 | 3 | |
| 惭础听341 | Applied Differential Equations I 1 | 3 | |
| Basic Science | |||
| 颁贬听101 &补尘辫;听颁贬听102 | Chemistry - A Molecular Science and General Chemistry Laboratory 1 | 4 | |
| 笔驰听205 &补尘辫;听笔驰听206 | Physics for Engineers and Scientists I and Physics for Engineers and Scientists I Laboratory | 4 | |
| 辞谤听笔驰听201 | 福利逼站 Physics I | ||
| Basic Science Elective 1 | 4 | ||
| Statistics Electives 1 | 6 | ||
| Select one of the following Introduction to Programming courses: 1 | 3 | ||
| Introduction to Computing: Python | |||
| Introduction to Computing-FORTRAN | |||
| Introduction to Computing - MATLAB | |||
| Introduction to Computing - Java | |||
| Introduction to Scientific Programming (Math) | |||
| Statistical Programming | |||
| Advanced Mathematics 4 | |||
| 惭础听401 | Applied Differential Equations II 1 | 3 | |
| 辞谤听惭础听501 | Advanced Mathematics for Engineers and Scientists I | ||
| 惭础听405 | Introduction to Linear Algebra 1 | 3 | |
| 惭础听407 | Introduction to Modern Algebra for Mathematics Majors 1 | 3 | |
| 惭础听425 | Mathematical Analysis I 1 | 3 | |
| Financial Math Electives 1 | 6 | ||
| 惭础听421 | Introduction to Probability | 3 | |
| Math Electives 1 | 6 | ||
| Major Paper Co-Requirement (verify requirement) 2 | |||
| Advised Electives | |||
| Advised Electives 2 | 12 | ||
Advised electives are ST, ACC, or EC courses at 300-level or above designed to allow students to concentrate in a specific area related to their academic goals. Courses used to fulfill this requirement should use advanced mathematical tools and are selected by students after consultation and approval by their advisors or the Director of the Undergraduate Program. At least one course must be chosen from the Major Paper course list. | |||
| Concentration Requirements | |||
| 贰颁听201 | Principles of Microeconomics | 3 | |
| 辞谤听贰颁听205 | Fundamentals of Economics | ||
| 贰颁听301 | Intermediate Microeconomics | 3 | |
| 贰颁听302 | Intermediate Macroeconomics | 3 | |
| 厂罢听307 | Introduction to Statistical Programming- SAS | 1 | |
| 厂罢听308 | Introduction to Statistical Programming - R | 1 | |
| GEP Courses | |||
| GEP Humanities | 6 | ||
| GEP Social Sciences | 3 | ||
| GEP Health and Exercise Studies | 2 | ||
| GEP Additional Breadth (Humanities/Social Sciences/Visual and Performing Arts) | 3 | ||
| GEP Interdisciplinary Perspectives | 5 | ||
| GEP U.S. Diversity (verify requirement) | |||
| GEP Global Knowledge (verify requirement) | |||
| Foreign Language Proficiency (verify requirement) | |||
| Free Electives | |||
| Free Electives (12 Hr S/U Lmt) 2,3 | 5 | ||
| Total Hours | 120 | ||
| 1 | A grade of C- or higher is required. |
| 2 | Students should consult their academic advisors to determine which courses fill this requirement. |
| 3 | Free electives courses cannot be MA 100, MA 101, MA 103, MA 107, MA 108, MA 111, MA 121, MA 131, MA 231, PY 131, PY 211, PY 212, ENG 100, 100-level Foreign Language Course (FL*, LAT, GRK, PER). |
| 4 | No grade below a C- is permitted |
Basic Science Electives听
| Code | Title | Hours | Counts towards |
|---|---|---|---|
| 叠滨翱听181 | Introductory Biology: Ecology, Evolution, and Biodiversity | 4 | |
| 叠滨翱听183 | Introductory Biology: Cellular and Molecular Biology | 4 | |
| 颁贬听201 &补尘辫;听颁贬听202 | Chemistry - A Quantitative Science and Quantitative Chemistry Laboratory | 4 | |
| 笔驰听202 | 福利逼站 Physics II | 4 | |
| 笔驰听208 &补尘辫;听笔驰听209 | Physics for Engineers and Scientists II and Physics for Engineers and Scientists II Laboratory | 4 |
Statistics Electives
| Code | Title | Hours | Counts towards |
|---|---|---|---|
| Statistics Sequence 1 | |||
| 厂罢听371 &补尘辫;听厂罢听372 | Introduction to Probability and Distribution Theory and Introduction to Statistical Inference and Regression | 6 | |
| Statistics Sequence 2 | |||
| 厂罢听305 &补尘辫;听厂罢听422 | Statistical Methods and Introduction to Mathematical Statistics II | 0 | |
| Statistics Sequence 3 | |||
| 厂罢听370 &补尘辫;听厂罢听422 | Probability and Statistics for Engineers and Introduction to Mathematical Statistics II | 0 | |
Financial Math Electives
| Code | Title | Hours | Counts towards |
|---|---|---|---|
| 贵滨惭听548 | Monte Carlo Methods for Financial Math | 3 | |
| 贵滨惭听549 | Financial Risk Analysis | 3 | |
| 惭础听412 | Long-Term Actuarial Models | 3 | |
| 惭础听413 | Short-Term Actuarial Models | 3 | |
| 惭础听540 | Uncertainty Quantification for Physical and Biological Models | 3 | |
| 惭础听546 | Probability and Stochastic Processes I | 3 | |
| 惭础听547 | Stochastic Calculus for Finance | 3 | |
| 惭础听548 | Monte Carlo Methods for Financial Math | 3 | |
| 惭础听549 | Financial Risk Analysis | 3 | |
| 厂罢听412 | Long-Term Actuarial Models | 3 | |
| 厂罢听413 | Short-Term Actuarial Models | 3 | |
| 厂罢听546 | Probability and Stochastic Processes I | 3 |
Math Electives
| Code | Title | Hours | Counts towards |
|---|---|---|---|
| 颁厂颁听427 | Introduction to Numerical Analysis I | 3 | |
| 颁厂颁听428 | Introduction to Numerical Analysis II | 3 | |
| 滨厂贰听505 | Linear Programming | 3 | |
| 惭础听402 | Mathematics of Scientific Computing | 3 | |
| 惭础听426 | Mathematical Analysis II | 3 | |
| 惭础听427 | Introduction to Numerical Analysis I | 3 | |
| 惭础听428 | Introduction to Numerical Analysis II | 3 | |
| 惭础听505 | Linear Programming | 3 | |
| 翱搁听505 | Linear Programming | 3 |
Major Paper Co-Requirement
| Code | Title | Hours | Counts towards |
|---|---|---|---|
| 颁厂颁听427 | Introduction to Numerical Analysis I | 3 | |
| 颁厂颁听428 | Introduction to Numerical Analysis II | 3 | |
| 惭础听402 | Mathematics of Scientific Computing | 3 | |
| 惭础听427 | Introduction to Numerical Analysis I | 3 | |
| 惭础听428 | Introduction to Numerical Analysis II | 3 | |
| 惭础听491 | Reading in Honors Mathematics | 1-6 | |
| 惭础听494 | Major Paper in Math | 1 |
Semester Sequence
This is a sample.
| First Year | ||
|---|---|---|
| Fall Semester | Hours | |
| 惭础听141 | Calculus I | 4 |
| 颁翱厂听100 | Science of Change | 2 |
| GEP Humanities | 3 | |
| 颁贬听101 | Chemistry - A Molecular Science | 3 |
| 颁贬听102 | General Chemistry Laboratory | 1 |
| 贰颁听205 | Fundamentals of Economics | 3 |
| 听 | Hours | 16 |
| Spring Semester | ||
| 惭础听241 | Calculus II | 4 |
| GEP Health and Exercise Studies | 1 | |
| 贰狈骋听101 | Academic Writing and Research | 4 |
| Introduction to Programming Elective | 3 | |
| Select one of the following: | 3 | |
| 听 | ||
| 听 | ||
| 听 | Hours | 15 |
| Second Year | ||
| Fall Semester | ||
| 惭础听242 | Calculus III | 4 |
| 惭础听225 | Foundations of Advanced Mathematics | 3 |
| 笔驰听205 | Physics for Engineers and Scientists I | 3 |
| 笔驰听206 | Physics for Engineers and Scientists I Laboratory | 1 |
| Free Electives | 3 | |
| GEP Health and Exercise Studies | 1 | |
| 听 | Hours | 15 |
| Spring Semester | ||
| 惭础听341 | Applied Differential Equations I | 3 |
| 惭础听405 | Introduction to Linear Algebra | 3 |
| 厂罢听371 | Introduction to Probability and Distribution Theory | 3 |
| 贰颁听301 | Intermediate Microeconomics | 3 |
| Select one of the following: | 3 | |
| 听 | ||
| 听 | ||
| 听 | Hours | 15 |
| Third Year | ||
| Fall Semester | ||
| 惭础听401 | Applied Differential Equations II | 3 |
| 惭础听421 | Introduction to Probability | 3 |
| 贰颁听302 | Intermediate Macroeconomics | 3 |
| 厂罢听372 | Introduction to Statistical Inference and Regression | 3 |
| 厂罢听307 | Introduction to Statistical Programming- SAS | 1 |
| Advised Electives | 3 | |
| 听 | Hours | 16 |
| Spring Semester | ||
| Advised Electived | 3 | |
| 惭础听402 | Mathematics of Scientific Computing | 3 |
| 厂罢听308 | Introduction to Statistical Programming - R | 1 |
| 贰狈骋听332 | Communication for Business and Management | 3 |
| Basic Science Elective | 4 | |
| 听 | Hours | 14 |
| Fourth Year | ||
| Fall Semester | ||
| 惭础听412 | Long-Term Actuarial Models | 3 |
| Advised Electives | 3 | |
| GEP Interdisciplinary Perspectives | 3 | |
| 惭础听425 | Mathematical Analysis I | 3 |
| Free Elective | 2 | |
| 听 | Hours | 14 |
| Spring Semester | ||
| 惭础听413 | Short-Term Actuarial Models | 3 |
| Advised Electives | 6 | |
| 惭础听407 | Introduction to Modern Algebra for Mathematics Majors | 3 |
| GEP Additional Breadth (Humanities/Social Sciences/Visual and Performing Arts) | 3 | |
| 听 | Hours | 15 |
| 听 | Total Hours | 120 |