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Master of Science in Mathematics - Mathematical Finance

Optional Advanced Mathematics Courses

The courses listed in this section are not required for admission but can provide useful background.

SubjectRutgers CourseCourse AbstractPrimary Textbook
Mathematical reasoning Math 01:640:300 (3)
Introduction to Mathematical Reasoning
Fundamental abstract concepts common to all branches of mathematics. Special emphasis placed on ability to understand and construct rigorous proofs. A Transition To Advanced Mathematics, by Smith, Eggen, St. Andre
Advanced calculus I Math 01:640:311 (4)
Advanced Calculus I
Introduction to language and fundamental concepts of analysis. The real numbers, sequences, limits, continuity, differentiation in one variable. Introduction to Analysis by Edward D. Gaughan, 5th edition, Brooks/Cole, 1998
Advanced calculus II Math 01:640:312 (2)
Advanced Calculus II
Continuation of Advanced Calculus I Advanced Calculus by Patrick Fitzpatrick; Brooks/Cole, 2006
Introduction to numerical analysis II Math 01:640:374 (3)
Numerical Analysis II
Continuation of Numerical Analysis I Numerical Analysis by R.Burden & J.Faires; Brooks/Cole, 2005
Mathematical analysis I Math 01:640:411 (3)
Mathematical Analysis I
Rigorous analysis of the differential and integral calculus of one and several variables. Principles of Mathematical Analysis by Walter Rudin, 3rd edition, McGraw-Hill, 1976
Mathematical analysis II Math 01:640:412 (3)
Mathematical Analysis II
Continuation of Mathematical Analysis I Principles of Mathematical Analysis by Walter Rudin, 3rd edition, McGraw-Hill, 1976
Applied mathematics Math 01:640:426 (3)
Topics in Applied Mathematics
Topics selected from integral transforms, calculus of variations, integral equations, Green's functions; applications to mathematical physics.  

News & Announcements

Discontinuance of Program

Due to several factors, the School of Graduate Studies at Rutgers University has made the decision to discontinue the Master of Science Degree in Mathematical Finance, and therefore, we are no longer accepting application to this program. For those of you who are interested, Rutgers does offer other alternative programs. We have the MS program for pure and applied math, as well as the Financial Statistics & Risk Management program offered by the Statistics Department here at the New Brunswick, New Jersey campus and the Master of Quantitative Finance program offered by the Business School at the Newark, New Jersey campus.