INFRASTRUCTURE AND ENVIRONMENTAL SYSTEMS (INES)
Ph.D. in Infrastructure and
Environmental Systems
704-687-3688
http://www.uncc.edu/gradmiss/inesindex.html
http://www.ce.uncc.edu/INES/
Degree
Ph.D.
Interim Director
Dr. David T. Young
704-687-4175
dyoung@uncc.edu
Interim Associate Director
Dr. John A. Diemer
704-687-4254
jadiemer@email.uncc.edu
Graduate Faculty
Architecture
Dale Brentrup, M.Arch.
Christopher P. Grech, M.Arch.
David J. Thaddeus, M.Arch.
Biology
James Oliver, Ph.D.
Todd R. Steck, Ph.D.
Inna Sokolova, Ph.D.
Chemistry
Brian T. Cooper, Ph. D.
Bernadette T. Donovan-Merkert, Ph.D.
Thomas D. DuBois, Ph. D.
Walter Craig Ogle, Ph.D.
Wade Sisk, Ph.D.
Civil Engineering
Brian J. Anderson, Ph.D.
James Bowen, Ph.D.
John Daniels, Ph.D.
David Boyajian, Ph.D.
Janos Gergely, Ph.D.
Johnny R. Graham, Ph.D.
Helene Hilger, Ph.D.
Hilary I. Inyang, Ph.D.
Rajaram Janardhanam, Ph.D.
Martin R. Kane, Ph.D.
David C. Weggel, Ph.D.
Jy Wu, Ph.D.
David Young, Ph.D.
Economics
Gaines H. Liner, Ph.D.
Stanislov Radchenko, Ph.D.
Peter Schwarz, Ph.D.
Geography & Earth Science
Craig Allan, Ph.D.
John Bender, Ph.D.
Andy Bobyarchick, Ph.D.
Harrison
John Diemer, Ph.D.
Martha C. Eppes, Ph.D.
Owen Furuseth, Ph.D.
Edd Hauser, Ph.D.
Scott P. Hippensteel, Ph.D.
Gerald Ingalls, Ph.D.
Mark Thomasson, Ph.D.
Wei-Ning Xiang, Ph.D.
Engineering Management
S. Gary Teng, Ph.D.
Ertunga Ozelkan, Ph.D.
Yesim Sireli, Ph.D.
PH.D. IN INFRASTRUCTURE AND ENVIRONMENTAL SYSTEMS (INES)
The Ph.D. in Infrastructure and Environmental Systems (INES) is an interdisciplinary program focusing on the complex challenges facing urbanized regions, specifically those issues related to the interplay between the environment and infrastructure needed to support the regions’ economic and social development. Understanding and solving these challenges require an innovative approach that considers three aspects (engineering, science, and management) of optimal solutions and that promotes an understanding of the interdependency of the three in earth, civil, and industrial systems.
Graduates of the INES Ph.D. program will have an understanding of complex, interdisciplinary infrastructure and environmental systems and will make significant contributions to the advancement of knowledge of those systems in academia, local, state or federal government, and not-for-profit and for-profit institutions. The educational objectives designed to achieve these goals are:
1) to provide students with educational opportunities in science, engineering, and management, culminating in an interdisciplinary research-based Ph.D. in Infrastructure and Environmental Systems;
2) to prepare students for careers as doctoral-level research scientists, engineers, and resource and systems managers who will lead in developing the next generation of infrastructure and environmental technology;
3) to involve students in the support and expansion of the base of research in rapidly growing fields related to infrastructure and environmental systems in the Charlotte region, North Carolina, and across the nation and world;
4) to enhance the educational experience in science and engineering for all students, graduate and undergraduate, at UNC Charlotte; and
5) to expand the educational experience of students by participating in the activities of interdisciplinary institutes at UNC Charlotte such as the Global Institute for Environmental and Energy Systems (GIEES), the Center for Transportation Policy Studies, and the UNC Charlotte Urban Institute.
Admission Requirements
The following are general guidelines for successful admissions into the Ph.D. in Infrastructure and Environmental Systems:
1) The equivalent to a U.S. baccalaureate or master’s degree, from a regionally accredited college or university, in Engineering, Earth Science/Geology, Chemistry, Biology or a related field with a minimum undergraduate GPA of 3.2 or a minimum graduate GPA of 3.5 (A = 4.0) in all graduate work.
2) Acceptable scores on the verbal, quantitative and analytical sections of the Graduate Record Examination (GRE). The INES Admissions Committee generally expects aggregate GRE scores to be in the upper 50th percentile.
3) A minimum score of 220 (computer-based test) or 557 (paper-based test) on the Test of English as a Foreign Language (TOEFL) for applicants whose native language is not English.
4) Three letters of reference, two of which must be from faculty members.
5) An essay which addresses the applicant’s motivation and area of research interest.
6) Students entering the program will be expected to remedy any course work deficiencies identified by their advisory committee in the first semester after enrolling in the program. The amount and kinds of remedial
7) Course work required for the program will depend on the background of the student and will be established by the INES Admissions Committee and the student’s advisory committee. It is important to note that this program will emphasize the quantitative and analytical skills necessary to confront the challenges of urban and regional growth and development.
Documents
to be Submitted for Application for Admission
The Office of the
1) Two official transcripts from all colleges and universities attended
2) Official GRE scores (verbal, quantitative and analytical)
3) Official TOEFL scores if the student’s native language is not English.
4) The UNC Charlotte application for graduate admission form
5) Three letters of reference
6) The essay which addresses the applicant’s motivation, prospective INES Ph.D. program focus area (IESD or IESS or IESM), and research issues of interest.
Admission Assessment
1) An Admissions Committee will review applications and recommend to the Program Director whether each applicant should be admitted or not and, if so, under what conditions.
2) The Program’s Admissions Committee will assess each student's previous academic coursework in light of the student’s stated direction of study. This assessment will be used to identify the strengths and weaknesses of the student’s previous academic history and to suggest specific course work, if required, for the student’s program of study. The amount and kinds of any remedial course work required for the program will depend on the student’s background and will be established by the Admissions Committee and confirmed by the Program Director. The Admissions Committee may also suggest specific coursework based on the student’s intended direction of study within the program. The Admissions Committee will conduct this assessment upon the student’s acceptance and formal declaration of intent to attend. For each entering student, a member of the INES Ph.D. Faculty will be selected to serve as his or her major advisor for the first year in the Program.
Student Responsibility
Students entering the program must present evidence that they are capable of undertaking the coursework required of them. Such evidence must include familiarity, background, and/or interest in infrastructure and environmental issues, in one of the focus areas of design (engineering), science, or management.
Students may have completed equivalent courses elsewhere. Normally, transcripts will provide the evidence required by the Admissions Committee. However, if the student’s previous experience is offered as evidence, the student must provide all the documentation necessary to specify such experience. A more detailed list of the types of pre-requisite coursework can be found on the Program’s website.
Degree Requirements
The degree of Doctor of Philosophy in Infrastructure and Environmental Systems is awarded for completion of scholarly research that advances the knowledge base in the field of that research. Evidence of this is demonstrated by a successful dissertation defense. In addition, recipients of the degree should demonstrate a mastery of relevant subject matter and a potential for success in research and teaching.
As summarized below,
the INES Ph.D. program requires a minimum of 72 post baccalaureate (semester)
credit hours (a minor in this program is not applicable). A master’s degree in an appropriate field,
that is consistent with the admission requirements, may count up to 30 hours of
transfer credit upon recommendation of the Program Director and upon approval
by the
Minimum Credit Hrs. to Degree Required for Master’s Entrants
INES Core. Total: 15 credit hrs.
Core courses - 9 credit hrs.
Case Studies - 3 credit hrs.
Seminars - 3 credit hrs.
Specialized (Focus Area) Electives - 9 credit hrs.1
Directed Studies (additional courses/research) - 0 credit hrs.1
Dissertation Research - 18 credit hrs.
Total Credits Beyond Master’s Degree - 42 credit hrs.1
1 based on a maximum of 30 credit hours transferred from a master’s program. Less than 30 credit hours transferred will result in a higher number of credit hours required for graduation.
Minimum Credit Hrs. to Degree Required for Bachelor’s
Entrants
INES Core. Total: 15 credit hrs.
Core courses - 9 credit hrs.
Case Studies - 3 credit hrs.
Seminars - 3 credit hrs.
Specialized (Focus Area) Electives - 15 credit hrs.
Directed Studies (additional courses/research) - 24 credit hrs.
Dissertation Research - 18 credit hrs.
Total Credits Beyond Bachelor’s Degree - 72 credit hrs.
Plan of Study
Students who enter the Ph.D. Program must prepare a plan of study before the end of fourth semester in the Program. The plan of study will propose a schedule for completion of all coursework by the student. Each plan will be approved by the program director and the student’s doctoral committee.
Admission to
Candidacy
After passing the qualifying examination, a student can propose a dissertation topic. A student advances to candidacy after the dissertation topic has been approved by the student’s doctoral committee. Candidacy must be achieved at least 6 months before the degree is conferred.
Financial Support
The INES program offers financial support in
the form of assistantships and tuition grants as described below.
Assistantships
Research and teaching assistantships are available from the INES Program on a competitive basis to qualified applicants/students.
Tuition Grants
Tuition grants including partial and full out-of-state and in-state tuition support are available on a competitive basis for out-of-state and in-state students, respectively.
Graduate Course Requirements
All courses taken for credit in the INES Ph.D. program shall be graduate level courses (6000-level and 8000-level: graduate students only), and the majority shall be at the Ph.D. level (8000-level: Ph.D. students only). Core courses, case studies courses, and seminar courses (designated INES 8XXX) and all 8000-level focus area courses will be open only to Ph.D. students. All 6000-level courses available as specialized electives will be open only to graduate students (masters and Ph.D.).
For students entering the INES Ph.D. Program who have completed a master’s degree, the minimum number of hours specified below in each category will be adjusted based on the number of transfer credits awarded to the student for his/her master’s work.
INES Core (courses
+ case studies + seminars = 15 credit hours minimum)
INES Ph.D. students will participate in interdisciplinary activities throughout their program of study. Students will begin with a set of interdisciplinary core courses that teaches them about key aspects of infrastructure and environmental systems present in all applications of INES. These common aspects are reflected in five (5) core offerings (3 core courses; 1 case study; and 1 continuous seminar). First, students will complete 2 required core courses and 1 additional core course selected from a menu of 3 other course offerings. Then, at midpoint, students will participate in an interdisciplinary case-study course, and, finally, throughout the program, students will participate in interdisciplinary seminar courses.
Focus Area (specialized) elective courses (15 credit hours minimum)
It is recognized that doctoral degree study requires advanced knowledge of issues, the breadth of which depends on the context and objectives of the academic program. Both the infrastructure and the environment involve broad and multi-faceted issues. Beyond the core, a student needs to support doctoral research with enrollment in particular courses related to his/her research. For this reason, a minimum of 15 credit hours have been reserved for specialized (focus area) electives. The objective of these specialized electives is to provide an opportunity for students, their advisers, and the doctoral program committee to select a complementary set of specialized courses intended to focus the student’s area of interest and research.
Focus area courses will come from many fields and sub-fields of various academic departments of UNC Charlotte, and they could come from the two core courses not selected as a part of the core requirement. Many acceptable courses in each focus area are currently offered in various departments at the master’s level and Ph.D. levels. Selected courses must be approved by each student’s adviser and by the doctoral program committee.
Focus Area 1: Infrastructure and Environmental Systems Design (INESD): The engineering, analysis, and design of infrastructure and environmental systems requires expertise in subject matter areas related to engineering principles, applications, and design methodologies. These areas include plan formulation, dimensioning of systems that could be structural and/or control systems, selection of material properties, and configuration of monitoring methodologies and approaches. Also, some basic knowledge of the causes and effects of the physical sciences as well as functional requirements of the facilities concerned needs to be provided to the student. .
Focus Area 2: Infrastructure and Environmental Systems Science (INESS): Successful development and operation of the infrastructure, including methods and approaches to managing the associated environmental and socio-economic impacts, require baseline scientific information on the nature of the ambient environment spatially and temporally. This implies that the INES student who has been exposed to critical issues and techniques in the central core is interested in environmental systems and their response to the operation of infrastructure. This INES student needs to deepen his/her knowledge in the methods of physical, chemical and biological scientific characterization of materials and other life support systems in the environment and ecosystem.
Focus Area 3: Infrastructure and Environmental Systems Management (INESM): To be able to efficiently and effectively plan and manage infrastructure system or environmental system operations, the INES students need to obtain, integrate, and utilize the knowledge in operations efficiency, effective policy development and deployment, legal issues and government regulations, intelligent support systems for decision making, effective environmental and/or socio-economic impact control measures, efficient systems project management, comprehensive evaluation of system performance, and smart systems implementation and management that includes the consideration of facility, people, policy, technology, economics, and procedures. The students who choose to focus in this area of INES will obtain the expertise in effective systems management and implementation in infrastructure system and/or environmental system areas and will work as senior managers and/or researchers in the above areas.
Directed Studies (24 credit hours minimum)
In recognition of varying backgrounds, preparation, interests, and goals, each student may complete additional credits through directed studies (courses, research, or individual study), with the consent of his/her adviser and doctoral committee. This category may include courses within a student’s focus area as well as courses outside the focus area. Within the directed studies category, a student may complete a maximum of 9 credits of independent study toward the Ph.D. degree.
Dissertation Requirement (18 credit hours minimum)
The INES doctoral
program includes a minimum of 18 hours of dissertation credit. The number of
research credits taken each semester must be approved by the student’s doctoral
program committee. Each student must complete and defend a dissertation based
on a research program approved by the student’s doctoral adviser with
concurrence by the IPC. The dissertation must be of high quality and represent
an original piece of research that advances the body of knowledge in
infrastructure and environmental systems. Oral presentation and successful
defense of the dissertation before the student’s advisory committee in a forum
open to the public will be required. A copy of the student’s dissertation will
be made available to the graduate faculty of the program at least two weeks
prior to the public defense. The
dissertation must be written in a format acceptable to the
Student Advising
Upon acceptance into
the INES Ph.D. Program, a student will be assigned an interim adviser by the
Program Director. Within the first year
in the Program, each student will select a permanent doctoral research
adviser. This selection will be approved
by the Program Director and Dean of the
Other Requirements
Requirements for grades, transfer credits, residency, and time limits for completion match those described generally for the university. Refer to the appropriate sections of this catalogue for details.
Comprehensive (Qualifying)
Examination
Each student must complete a qualifying examination. Students who enter the Ph.D. Program directly from a baccalaureate program generally will sit for this examination before the end of third post-baccalaureate year in the program; students who enter from a master’s degree program must sit for it before the end of their first year in the program. To sit for this examination, a student must have completed 2 of the 3 required core courses, must have at least a 3.0 GPA, and must have removed all conditions upon admission.
The examination will be a written exam and will address issues covered by the core elements of the program, as well as any focus area material covered by the candidate up to that point. This exam will be developed and administered by each student’s doctoral program committee. A student may attempt to pass the qualifying exam no more than twice. Failure a second time will result in termination of enrollment in the Ph.D. Program.
Doctoral Committee
Each student’s
Doctoral Program Committee will contain 5 members. One committee position will
be filled by a UNC Charlotte Graduate Faculty member appointed by the Dean of
the
At least three of
the Doctoral Program Committee members must be INES Program Faculty members. No
more than three doctoral committee members can come from the same academic
department, in order to reflect the interdisciplinary nature of the program.
The inclusion of one member from outside the
Dissertation
The INES doctoral
program includes a minimum of 18 hours of dissertation credit. Each student
must complete and defend a dissertation based on a research program approved by
the student’s doctoral adviser with concurrence by the IPC. The dissertation
must be of high quality and represent an original piece of research that
advances the body of knowledge in infrastructure and environmental systems.
Oral presentation and successful defense of the dissertation before the
student’s advisory committee in a forum open to the public will be required. A
copy of the student’s dissertation will be made available to the graduate
faculty of the program at least two weeks prior to the public defense. The dissertation must be written in a format
acceptable to the
Application for Degree
Each student must submit an application for degree prior to graduation and in accordance to the requirements of the Graduate School of UNC Charlotte. .
Research Opportunities
INES faculty members reside in two primary departments (Civil Engineering and Geography & Earth Science) and five supporting departments (Biology, Chemistry, Engineering Management, Architecture, and Economics). INES Faculty members in these departments currently conduct research in their specialized areas of interest as well as in inter-disciplinary areas. Every INES faculty member is qualified to serve as the doctoral adviser for Ph.D. students. Ph.D.-level research is currently being conducted in the areas of water resources engineering, water and waste water analysis and treatment, bioremediation, waste containment, contaminant transport, deep foundations, soil-structure interaction, in-situ soil assessment, composite materials, masonry structures, bridge monitoring, extreme (blast) loading, progressive collapse, material corrosion and durability, structural insulated panels, non-destructive testing, human factors in transportation engineering, traffic operations, transportation planning, and intelligent transportation systems.
Courses In
Infrastructure And Environmental Systems
The INES core courses and focus area were under development and review
for final curriculum approval at the time of publication of this Catalog and,
therefore, are not described herein. A
current version of these courses, with official course numbers, can be found on
the Program’s website:
http://www.uncc.edu/gradmiss/ineslindex.html
http://www.uncc.edu/ines/
INES 8090. Topics in Infrastructure and
Environmental Systems. (3) Selected topics in public policy
analysis. Course may be repeated for graduate credit. (On demand)
INES 8101. Environmental Systems. (3) Prerequisite: Admission into the INES PhD program. This course examines the principles of energy and mass transport as applied to the atmosphere, hydrosphere, lithosphere and the Earth’s biogeochemical systems and how these impact human activities and infrastructure. Emerging environmental issues and technologies in the areas of environmental impact due to human activities and natural disasters, and environmental sustainability including industrial ecology, waste minimization and recycling, will also be examined. (Fall or Spring).
INES 8102. Infrastructure Systems. (3) Prerequisite: Admission into the INES PhD program. Overview of urban infrastructural development. Sustainable design features for facilities including municipal, transit, industrial, agricultural, telecommunications, and waste management. Impact of infrastructure development on environmental management including storm water quality and quantity, soil and channel erosion, urban air quality, sprawl, and waste production, treatment, and storage. (Fall or Spring).
INES 8110. Acquisition and Analysis of Scientific Data. (3) Prerequisite: Admission into the INES PhD program. The study of theories and techniques for acquiring and analyzing scientific data and information related to the analysis, design and management of the infrastructure and the environment. Includes pertinent aspects of data analysis such as statistical analysis, uncertainty, detection limits, correlation methods, trend analysis, and data management/warehousing. Includes applications of GIS and non-destructive assessment technologies to data acquisition. (Fall or Spring).
INES 8113. Case Study. (3) Prerequisite: INES 8101 and INES 8102. Students will work together on interdisciplinary teams to study relevant environmental and infrastructure problems presented through case studies. The intent of the course is to directly involve the students in ongoing urban community projects. (Fall or Spring).
INES 8690. Seminar. (1) Prerequisite: Admission into the INES PhD program. Each student will be required to actively participate in program seminars delivered by student researchers, faculty and invited speakers. These seminars will be advertised to the campus and professional communities. Participation in these seminars will count for a total of 3 credits (1 credit for each semester). Prior to graduation, each student will make at least one seminar presentation and provide at least one formal critique of a presentation in this course. Can be repeated for credit. (Fall and/or Spring)
INES 8890. Doctoral Independent Study and Project. (1-9) Individual investigation and exposition of results. May be repeated for graduate credit.
INES 8999. Doctoral Dissertation Research. (1-9) Each student will initiate and conduct an individual investigation culminating in the preparation and presentation of a doctoral dissertation.
INES 9999. Doctoral Residence. (1)
Notes on course frequency and prerequisites:
Consent of the instructor is required on all classes in the INES Ph.D.
Some of these courses may be offered during one of the summer sessions
as well as during one of the semesters.
Check with summer course schedules for details.
For more information, please refer to the
beginning of this section and visit the websites listed or contact the Interim
Director or the Associate Interim Director as described.
M.S. in Mathematical Finance
Program Office:
349
704-687-6219
http://www.mathfinance.uncc.edu
mathfin@email.uncc.edu
Degree
M.S.
Program Director
Dr. Richard Buttimer
252B
704-687-6219
buttimer@email.uncc.edu
Graduate Faculty
Finance
Lloyd Blenman
Richard Buttimer
Steven Clark
Ben Nunnally
Steven Ott
Tony Plath
C. William Sealey
Mathematics
Joel Avrin
Robert Anderson
Wei Cai
Zongwu Cai
Janusz Kawczak
Michael Klibanov
Alex Papadopoulos
Joseph Quinn
Isaac Sonin
Volker Wihstutz
Zhi Yi Zhang
You Lan Zhu
Economics
Ted Amato
John Gandar
Hwan Lin
Rob Roy McGregor
Stanislav Radchenko
Ben Russo
Jennifer Troyer
Rick Zuber
MASTER OF SCIENCE IN MATHEMATICAL FINANCE
The Master of Science in Mathematical Finance program is designed to prepare students to pursue careers in finance. Increasingly firms of all types, but especially financial institutions, investment banks, and commodities firms, rely upon highly sophisticated mathematical models to identify, measure, and manage risk. The advent of these models has triggered the emergence of a new discipline, Mathematical Finance. This new discipline, sometimes also referred to as “financial engineering,” “computational finance,” or “quantitative finance,” requires professionals with extensive skills in both finance and mathematics.
The Mathematical
Finance program at UNC Charlotte is a joint program of the Departments of
Finance and Economics in the Belk College of Business Administration and the
Department of Mathematics in the
Additional Admission
Requirements
In addition to the
general requirements for admission to the
1) A baccalaureate degree in a related field with a GPA of at least 2.75 out of 4.0 with an average of 3.0 in the junior and senior years.
2) Acceptable scores on each portion of the GRE, or a GMAT score of at least 600, with a minimum score of at least the 85th percentile on the math portion of the GMAT.
3)
For applicants from non-English speaking
countries, a language requirement score of 557 on the TOEFL or 220 on the new
computer-based TOEFL or 78% on the MELAB. Non-native speakers of English, may,
at the discretion of either the
4) Specific course work equivalent to the following: introductory course in the Theory of Finance; a standard three semester sequence in Calculus; Linear algebra; working knowledge of a suitable programming language; at least one upper-level course in Probability and Statistics. Students lacking this coursework may be admitted subject to the condition that they satisfactorily complete such coursework during the first two semesters that they are enrolled in the program and prior to their taking any program courses where prerequisites are missing.
Prerequisite Requirements
Students may enter this program from a variety of undergraduate backgrounds, including finance, mathematics, economics, computer science, actuarial science, statistics, information systems and engineering. As a result, many students admitted will not have the required background to immediately begin taking advanced courses from each of three areas of study. In such cases, the student may be required to take prerequisite courses prior to enrolling in advanced courses in specific fields. These prerequisites would be in addition to the advanced 30 semester hours required for the degree. In general students must have the following background in each field before taking advanced courses in that field:
1) Finance: Have earned an acceptable grade in an introductory course in finance from an AACSB-accredited business school at either the undergraduate or MBA level.
2) Economics: Have earned an acceptable grade in microeconomics and macroeconomics courses at either the undergraduate or MBA level.
3) Mathematics: Have earned acceptable grades in the equivalent of a three course sequence in calculus (differential and integral calculus), a course in linear algebra, and an upper-level course in probability and statistics.
4) Programming: Students should be familiar with at least one programming language, most preferably C or C++.
Again, students may be admitted to the program without meeting all of these requirements. The Program Director, in conjunction with the Departmental Graduate Coordinators, will evaluate each incoming student's academic background to determine in which prerequisite courses the student will be required to enroll. A student that meets the prerequisites in a field may begin taking advanced courses in that field while still taking prerequisite courses in another field. A student must, however, be making satisfactory progress toward fulfilling their prerequisites in all fields to remain enrolled in the program.
Degree Requirements
Total hours required:
A minimum of thirty hours of course work beyond the bachelor's degree is required to earn the degree. The student must complete the required 24 hours from the program core and 6 hours of approved electives.
The Program Core:
ECON6203/
FINN6203 Financial Economic Theory
MATH6201 Statistical Techniques in Finance
or
ECON6218 Advanced Business & Economic Forecasting
FINN/
ECON6219 Financial Econometrics
FINN6210 Derivatives I: Financial Elements of Derivatives
FINN6211 Risk Management & Fixed Income Derivatives
MATH6202 Derivatives II: Partial Differential Equations for Finance
MATH6203 Stochastic Calculus for Finance
MATH6204 Numerical Methods for Financial Derivatives
Approved Mathematical Finance Electives:
ECON6090 Topics in Economics
ECON6100 Mathematical Economics
ECON6112 Graduate Econometrics
ECON6201 Advanced Macroeconomic Theory
ECON6202 Advanced Microeconomic Theory
ECON6235 Monetary Theory and Financial Theory
ECON6800 Directed Study Economics
FINN6058 Special Topics in Financial Services
MATH5128 Applied Probability I.
MATH5129 Applied Probability II
MATH5143 Analysis I.
MATH5171 Numerical Solution of Ordinary Differential Equations
MATH6205 Financial Computing
Any MATH/STAT6200 level course and above.
Admission to Candidacy
Requirements
An Admission to Candidacy form listing graduate-level courses that apply to the degree must be submitted to the Mathematical Finance Program Director four weeks prior to the semester in which the student plans to complete the course work for the degree.
Assistantships
A number of assistantships are available each year. In order to be competitive, applications should be submitted by March 15. Additional information is available from the Program Director.
Advising
Advising is done by the Program Director, in conjunction with the Area Coordinators of each of the participating Departments.
Transfer Credit
No more than 6
credit hours and only courses with a grade of A or B at an accredited
institution. Requires approval of the Program Director and
the
Comprehensive Examination
Student will be required to pass a comprehensive examination. An examining committee will be appointed by the program director and will be constituted from the program’s faculty. The exam may be, at the committee’s discretion, either written or oral.
Application for Degree
An Application for
Degree form must be submitted to the
Mathematical
Finance Courses
Economics Courses
See descriptions of ECON courses under Economics.
Finance Courses
See descriptions of FINN courses under General Graduate Courses in Business.
Mathematics Courses
See descriptions of MATH courses under Mathematics.