Spring 2008 Classes
Measure and Integration II. , using Probability
and Measure Theory , Second Edition, Robert B. Ash and Catherine Doleans-Dade. From the syllabus:
The purpose of the course is to
assist the student in developing a foundation for research in
the broad field of analysis, or for further study in applications. The
student will be expected to demonstrate a high degree of mastery
of the material, since a thorough knowledge of it is required to
understand current research in such fields as analysis, probability.
stochastic processes, and differential equations.
Current Topics in Financial Mathematics "The
projects course". From the
syllabus:
The purpose of this capstone course is for students to bring together knowledge from previous courses to read current research, formulate specific project ideas, develop computational experiments to support their own conclusions,
hone written and oral presentation skills, and practice teamwork to produce a polished final product under time-limited conditions.