The Master of Science Degree in Mathematics, with Option in Mathematical Finance, is an intensive program. You will experience success in the program only if you know the required prerequisite material thoroughly. While all the prerequisite and recommended undergraduate courses are important, we advise that you pay particular attention to the following topics:

Undergraduate Pre-Requisite Course Completion

  • Probability.
    Recommended text: Sheldon Ross, A First Course in Probability, Prentice-Hall, 7th edition, 2005
  • Statistics.
    Recommended text: Morris DeGroot, Probability and Statistics, Addison Wesley, 4th edition, 2011
  • Ordinary differential equations
  • Partial differential equations
  • Computer programming (C++, Matlab, Excel/Visual Basic)

Please see our prerequisites page for the complete list of prerequisite courses and textbooks.