Introduction to calculus, including functions, limits, continuity, derivatives and applications of the derivative, sketching of graphs of functions, introduction to definite and indefinite integrals, and calculation of area. The course is especially recommended for science and mathematics majors. Credit will be granted for only one of the following: MATH 140 or MATH 136 or MATH 120.
Prerequisites are permission of the department based on 3 1/2 years of college preparatory mathematics (including trigonometry) and either a satisfactory score on the mathematics placement examination or completion of Math 115 with a grade of C or better.
Introduction to the basic concepts in mathematical finance for undergraduate students with a strong mathematical background particularly in probability theory. The focus is on mathematical methods in pricing of derivative securities, portfolio management, and on related questions of mathematical finance. Some emphasis is placed on the Black-Scholes formula and its applications to the pricing of options.
A rigorous analysis of functions of one variable. Topics covered include sequences and series of numbers, continuity and differentiability of real-valued functions of one variable, the Riemann integral, sequences of functions and power series.
Basic concepts of linear algebra: vector spaces, applications to line and plane geometry, linear equations and matrices, similar matrices, linear transformations, eigenvalues, determinants and quadratic forms. All sections of the course will use the software system MATLAB.
A first rigorous analysis of functions of one real variable.