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Hi, anyone know the coming math course in 2007 fall?
- Thread starter yuxiu
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- 5/2/06
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Not sure why you want to take that but if you are at GC, there is MATH 70100-70200 Functions of a Real Variable in the Math PhD program.
You have to get permission from the Director of the program to take the course in the Baruch MFE program. It's 2 semester course. Prof. Kosigyna teaches the courses at Baruch. She also teaches at GC so you should seek her advice.
Link Baruch College's Financial Engineering MS Program
MTH 9831 Real Analysis and Probability (core math course)
This course covers enough measure and integration theory to lead quickly to probability. The fundamentals of probability are then covered, to include probability spaces, random variables, expectation, conditional probability and expectation, moments and certain limit theorems.
MTH 9862 Stochastic Processes in Finance (core math course)
This course covers the basic stochastic processes and probabilistic techniques used in finance, for example: random walks, Markov chains, martingales, Brownian Motion, stochastic integration, and Itô's formula. The Black-Scholes formula is presented from the standpoint of expectation in an appropriate probability space. Prerequisites: MTH 9815, MTH 9821, MTH 9831.
You have to get permission from the Director of the program to take the course in the Baruch MFE program. It's 2 semester course. Prof. Kosigyna teaches the courses at Baruch. She also teaches at GC so you should seek her advice.
Link Baruch College's Financial Engineering MS Program
MTH 9831 Real Analysis and Probability (core math course)
This course covers enough measure and integration theory to lead quickly to probability. The fundamentals of probability are then covered, to include probability spaces, random variables, expectation, conditional probability and expectation, moments and certain limit theorems.
MTH 9862 Stochastic Processes in Finance (core math course)
This course covers the basic stochastic processes and probabilistic techniques used in finance, for example: random walks, Markov chains, martingales, Brownian Motion, stochastic integration, and Itô's formula. The Black-Scholes formula is presented from the standpoint of expectation in an appropriate probability space. Prerequisites: MTH 9815, MTH 9821, MTH 9831.
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- 5/17/06
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I think you should ask your mentor's permission first, then the permission from Baruch.
I believe GC is the place where you should take it.
If not, your mentor will probably ask you to take it in other CUNY colleges' math dept., depends on where is your mentor belonging to. More likely, it will be CCNY, QC, or HC.
I believe GC is the place where you should take it.
If not, your mentor will probably ask you to take it in other CUNY colleges' math dept., depends on where is your mentor belonging to. More likely, it will be CCNY, QC, or HC.
- Joined
- 5/2/06
- Messages
- 11,764
- Points
- 273
MTH 9831: Thursdays, 6-8:30pm.
MAT 9862 is scheduled for next Spring
MAT 9862 is scheduled for next Spring
