Shackleford

Physics major with math minor. I need one 4000-level math course. Which should I pick?


MATH 4320: Introduction to Stochastic Processes
Cr. 3. (3-0). Prerequisite: MATH 3338. Generating functions, discrete and continuous versions of Poisson and Markov processes, branching and renewal processes, introduction to stochastic calculus and diffusion.

4331;4332: Introduction to Real Analysis
Cr. 3 per semester. (3-0). Prerequisite: MATH 3334 or consent of instructor. Properties of continuous functions, partial differentiation, line integrals, improper integrals, infinite series, and Stieltjes integrals.

MATH 4333: Advanced Abstract Algebra
Cr. 3. (3-0). Prerequisites: MATH 3330 and consent of instructor. Direct products, Sylow theory, ideals, extensions of rings, factorization of ring elements, modules, and Galois theory.

MATH 4335;4336: Partial Differential Equations
Cr. 3 per semester. (3-0). Prerequisite: MATH 3331. Existence and uniqueness for Cauchy and Dirichlet problems; classification of equations; potential-theoretic methods; other topics at the discretion of the instructor.

MATH 4337: Topology
Cr. 3. (3-0). Prerequisite: MATH 3333 or MATH 3334 or consent of instructor. Metric spaces, completeness, general topological spaces, continuity, compactness, connectedness.

MATH 4340: Nonlinear Dynamics and Chaos
Cr. 3. (3-0). Prerequisite: MATH 3331 or consent of instructor. Dynamical systems associated with one-dimensional maps of the interval and the circle; elementary bifurcation theory; modeling of real phenomena.

MATH 4350;4351: Differential Geometry
Cr. 3 per semester. (3-0). Prerequisites: MATH 2433 and MATH 2331 (formerly 2431) or equivalent. Frenet frames, metric tensors, Christoffel symbols, Gaussian curvature, differential forms, moving frames, Euler characteristics, the Gauss-Bonnet theorem and the Euler-Poincare index theorem.

MATH 4355: Mathematics of Signal Representation
Cr. 3. (3-0). Prerequisites: MATH 2433 and either MATH 2331 (formerly 2431) or MATH 3321. Fourier series of real-valued functions, the integral Fourier transform, time-invariant linear systems, band-limited and time-limited signals, filtering and its connection with Fourier inversion, Shannon's sampling theorem, discrete and fast Fourier transforms, relationship with signal processing.

MATH 4360: Integral Equations
Cr. 3. (3-0). Prerequisites: MATH 3331 and MATH 3334. Relation to differential equations; Fredholm, Hilbert-Schmidt, and Volterra type equations; special devices and approximation methods.

MATH 4362: Theory of Ordinary Differential Equations
Cr. 3. (3-0). Prerequisites: MATH 3331 and MATH 3334. Existence, uniqueness, and continuity of solutions of single equations and systems of equations; other topics at the discretion of the instructor.

MATH 4364;4365: Numerical Analysis
Cr. 3 per semester. (3-0). Prerequisites: MATH 2331 (formerly 2431), MATH 3331; COSC 1301 or COSC 2101 or equivalent; or consent of instructor. Topics selected from numerical linear algebra, approximation of functions, numerical integration and differentiation, interpolation, approximate solutions of ordinary and partial differential equations, Fourier methods, optimization.

MATH 4370: Mathematics of Financial Derivatives
Cr. 3. (3-0). Prerequisites: MATH 2433 and either MATH 3338 or MATH 3341. Stochastic processes for modeling the dynamics of returns of financial instruments and commodities. Use of Ito's calculus and Black-Scholes Model to value contingent claims and real options in capital budgeting.

MATH 4377;4378: Advanced Linear Algebra
Cr. 3 per semester. (3-0). Prerequisites: MATH 2331 (formerly 2431) and a minimum of three semester hours of 3000-level mathematics. Matrices, eigen-values, and canonical forms.

MATH 4380: A Mathematical Introduction to Options
Cr. 3. (3-0). Prerequisites: MATH 2433 and MATH 3338. Arbitrage-free pricing, stock price dynamics, call-put parity, Black-Scholes formula, hedging, pricing of European and American options.

MATH 4383: Number Theory
Cr. 3. (3-0). Prerequisite: MATH 3330 or consent of instructor. Perfect numbers, quadratic reciprocity, quadratic residues, algebraic numbers, and continued fractions.

auscguy

I would take ODE or PDE. I think they are pretty useful

Shackleford

Would the MATH 4370: Mathematics of Financial Derivatives course be useful if I wanted to do some finance work after graduation while I'm working on a master's?

Brendank

If it were my choice, I'd take PDE or maybe ODE or Nonlinear Dynamics

Shackleford

Someone suggested Intro. to Real Analysis.

Shackleford

I need one more math course to have a math minor. Anymore suggestions?

Tboonepickens

if you are into proofs, intro to real analysis is the way to go!


if you arent,

stay away

Lacero

PDE's (ODE's if you haven't), Numerical Analysis, Signals or Stochastic Processes.

Shackleford

The math courses I'll have under my belt by then will be: Cal I-III, Linear Algebra, Diff. Eq., Introduction to Partial Differential Equations, and Vector Analysis.

mrego

Do you have any leanings in Physics (astro-, optics, electronics...)? A few of these are obviously financial, a few abstract math, the rest have more applications like probability or modeling. So good arguments can be made for most depending on your direction and past classes.

Shackleford

Hey, that's a good way to help me choose. Well, I intend on going to graduate school, and I'll probably focus my studies on thermal/solid state physics perhaps. I'd love to work on high-energy physics research/development/whatever. I'll probably be taking an introduction to astrophysics course, though. Still, Relativity and QM interest me as well. Does that help?

Dr.Horse

id go for Numerical Analysis or Partial. Both of these are truly used alot. Its almost surprising they aren't required courses.

JoeJoe05

Partial Differential Equations!

Modulation

Partial Diff Eq.

ElectricTech

I second what Dr.Horse says.