2007-08 MATHEMATICS OF FINANCE INFORMATION FOR PROGRAM PLANNING
ACADEMIC ADVISING
Professor Mikhail Smirnov, Director of the MAFN Program,
regarding any academic questions concerning your program :
smirnov@math.columbia.edu Office: 212.854.4303 Fax: 212.854.8962 Department of Mathematics Columbia University2990 Broadway 425 Mathematics Building, MC: 4437 New York, NY 10027
ADMINISTRATIVE ADVISING
Mr. Laurent R. Breach, Assistant to the Director of the MAFN Program,
regarding any administrative questions concerning your program:
lrb@math.columbia.edu Office: 212.854.4112 Fax: 212.854.8962 Department of Mathematics Columbia University2990 Broadway 509 Mathematics Building, MC: 4406 New York,NY 10027
The Program: A typical two-semester, ten-course program is recommended as follows:
There are 7 mandatory courses and 3 electives. Though the number of
mandatory courses is 7, the 7th mandatory course, which is Linear
Regression, can be substituted by another course with a strong
Mathematical/Statistical load. The decision to take substitution course
must be approved by the director of the program.
Mandatory Requirements in Sequence:
Stochastic Processes (Fall Only)
Introduction to Mathematical Finance (Fall Only)
Statistical Inference and Time-Series Modeling (Fall Only)
Linear Regression (Fall Only) or an advanced (4000 level or higher) mathematics or statistics course
Stochastic Methods in Finance (Spring Only)
Numerical Methods in Finance(Spring Only)
Practitioners' Seminar (Spring Only)
FIRST
SEMESTER FALL 2007
TYPICAL PROGRAM FOR A FULL-TIME STUDENT.
1.Fall 2007 Mathematics W4071 INTRO TO THE MATH OF
FINANCEDay/Time: M W 7:40pm-8:55pm
Location: 207 Mathematics
Building Professor: Mikhail
Smirnov
2.Fall 2007 Statistics G6503 STAT INF/TIME-SERIES
MODELLING Day/Time: T Th 7:40pm-8:55pm Location: 203 Math Bldng Professor:
Christopher C Heyde
3.Fall 2007 StatisticsW6501/G6501 STOCHASTIC
PROCESSES Tues.,Thurs. 6:10-7:25 pm Room 207 Math Professor Denis Kosygin
4. Fall 2007 Statistics W4315 LINEAR REGRESSION
MODELS MW 6:10pm-7:25pm Location: 517 Hamilton Hall Professor Haipeng Xing
Students
are advised to take W4315 Linear regression models. However if they are familiar
with linear regression models they may take as elective any course in Math, Statistics,
Applied Mathematics, Engineering and Computer Science with code 4000 and higher
except research seminars. For Example:
Fall 2007
Math G4073 SEMINAR IN QUANT MTHDS IN
INVESTMENT MGMT Tu 7:40pm-9:30pm Location: 207 Mathematics Building, Professor
A. Greyserman
Fall 2007 Statistics W4220 ANALYSIS
OF CATEGORICAL DATA MW 7:40pm-8:55pm Location: 903 School of Social Work
Professor Jonathan Ma
Fall 2007 Statistics W4330 MULTILEVEL
MODELSMW 6:10pm-7:25pm Location: 903 School of Social Work professor Michael Shnaidman
Fall 2007 Statistics G6101 STAT
MODELLING/DATA ANALYSIS I MW 2:40pm-3:55pm Location: 903 School of Social Work
Professor David Madigan
Fall
2007 Statistics G6103 STAT MODELLNG/DATA ANALYS III MW 10:35am-11:50am
Location: 1025 School
of Social Work Professor Tian Zheng
Fall
2007 Statistics G7010 TOPICS IN RISK W 4:10pm-5:25pm Location: 903 School of
Social Work Professor Jan Vecer
Fall
2007 Statistics G6107 STATISTICAL INFERENCE THEORY IMW 10:35am-11:50am Location: 903 School of
Social Work Professor Shaw-Hwa Lo
5. Elective. Can be Business School
course withB-School approval, can be
ECON dept or SIPA course 4000 and higher, and any Math, Stat, Applied Math, Engineering
course with course number 4000 and higher. For example courses listed in section 4
above Math G4073, Statistics W4220, W4330,
G6101, G6103, G7010,
G6107. Research seminars can not count as electives.
TYPICAL
PROGRAM FOR A PART-TIME STUDENT (2 courses Tu, Th)
W6501/G6501
STOCHASTIC PROCESSES Tues.,Thurs. 6:10-7:25 pm Room 207 Math Professor Denis
Kosygin
G6503
STAT INFERENCE/TIME-SERIES MODELLING 7:40pm-8:55pm Location: 203 Math
Professor: Christopher C Heyde
ALTERNATIVE
PROGRAM FOR A PART-TIME STUDENT (2 courses Tu, Th)
W6501/G6501 STOCHASTIC PROCESSES Tues.,Thurs.
6:10-7:25 pm Room 207 Math Professor Denis Kosygin
G4073 SEMINAR IN QUANT MTHDS IN INVESTMENT MGMT Tu
7:40pm-9:30pm Section 001 Call Number: 66754 Points: Location: 417 Mathematics
Building, Prof. Alexander Greyserman
ANOTHER ALTERNATIVE PROGRAM FOR A PART-TIME STUDENT
(2 courses M-W)
Fall
2007 Statistics W4315 LINEAR REGRESSION MODELS MW 6:10pm-7:25pm Location: 517
Hamilton Hall Professor Haipeng Xing
Fall 2007 Mathematics W4071
INTRO TO THE MATH OF FINANCEDay/Time:
M W 7:40pm-8:55pm Location: 207 Mathematics Building Professor: Mikhail Smirnov
3 COURSE ALTERNATIVE PROGRAM FOR A PART-TIME
STUDENT (M Tu W)
Fall 2007 Statistics W4315 LINEAR
REGRESSION MODELS MW 6:10pm-7:25pm Location: 517 Hamilton Hall Professor
Haipeng Xing
Fall 2007 Mathematics W4071
INTRO TO THE MATH OF FINANCEDay/Time:
M W 7:40pm-8:55pm Location: 207 Mathematics Building Professor: Mikhail Smirnov
Fall 2007 G4073 SEMINAR IN QUANT MTHDS IN
INVESTMENT MGMT Tu 7:40pm-9:30pm Section 001 Call Number: 66754 Points:
Location: 417 Mathematics Building, Professor Alexander Greyserman
ANOTHER 3 COURSE ALTERNATIVE PROGRAM FOR A
PART-TIME STUDENT (M Tu W Th)
Fall 2007 W6501/G6501 STOCHASTIC PROCESSES Tues.,Thurs.
6:10-7:25 pm Room 207 Math Professor
Denis Kosygin
Fall 2007 G4073 SEMINAR IN QUANT MTHDS IN INVESTMENT
MGMT Tu 7:40pm-9:30pm Location: 417
Mathematics Building, Prof. Alexander Greyserman
Fall 2007 W4071INTRO TO THE MATH OF FINANCE
Day/Time: MW 7:40pm-8:55pm Prof Smirnov
A or B designates a half-term 1.5-credit course, A is offered in the first half, B in the second half.
Career Services
An important component of the program are the numerous workshops and
employment strategies offered by Career Services. Students are expected
to work closely with Career Services.
Academic Calendar 2007 -2008
The Columbia Mathematics of Finance Alumni Association.
