The Computational Mathematics Option (CMO), has been offered since the 2001 Fall Semester. A student who meets the requirements of the CMO will receive, in addition to the master degree, a certificate signed by the Dean of the College. Two new courses, MATH 6377, entitled “Basic Tools for the Applied Mathematician,” and MATH 6378, “Basic Scientific Computing,” have been approved at the University level and are offered since the 2002-2003 Academic Year. These courses provide a rapid and intense introduction to advanced mathematical and computational topics used in applied mathematics. The requirements for the MSAM, Computational Mathematics Option, are as follows.
- Successful completion (C or higher) of
MATH 6370;6371: Numerical Analysis, and
MATH 6377;6378: Basic Tools for the Applied Mathematician; Basic Scientific Computing.
- Successful completion (C or higher) of at least 6 credit hours of courses selected from:
MATH 6366: Optimization,
MATH 6372: Numerical Ordinary Differential Equations,
MATH 6374: Numerical Partial Differential Equations,
MATH 6376: Numerical Linear Algebra,
MATH 7374: Mathematical Theory of Finite Element Methods,
MATH 7396: Selected Topics in Numerical Analysis.
- Completion of 6 more elective course hours from disciplines that use or develop scientific computational techniques. These hours must be at the senior level or higher and must be approved by the Director of Graduate Studies. The students are encouraged to choose electives from departments outside of Mathematics.
- Completion of a tutorial project under the supervision of a faculty member, MATH 6315;7315: Master's Tutorial. The tutorial requirement may be replaced by taking two regularly scheduled classes, if this is the decision of the student and advisor.
For more detailed information on CMO, please contact Dr. Pan: pan@math.uh.edu
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The Financial Mathematics Option (FMO) was initiated in 2002 Fall Semester. A student who meets the requirements of the FMO will receive, in addition to the master degree, a certificate signed by the Dean of the College.
To be admitted to the program, a student
must have completed a bachelor's degree with a 3.0
GPA over the last 60 hours of all course work and
should have a good background in mathematics. A student
need not have majored in mathematics to be admitted.
It is expected, however, that the student has completed
at least 9 hours of mathematics at the junior or
senior level, preferably in courses such as advanced
linear algebra, advanced calculus, differential equations,
or optimization. When these requirements are not
met, students may be admitted to the program on a
conditional basis subject to the completion of MATH
3334 (Advanced Multivariate Calculus), MATH 6308
(Advanced Linear Algebra), MATH 6312 (Introduction
to Real Analysis), with a grade of B or higher (these
9 hours will not be counted as a part of the 30-hour
requirement). In lieu of the above, a student may
take MATH 6377 (Basic Tools for Applied Mathematician).
Again, the 3 hours will not be counted as a part
of the 30-hour requirement). Applicants with graduate
degrees in science, mathematics, economics, or engineering
will be admitted by recommendation of the Committee
on FMO, and with the approval of the Director of
Graduate Programs in the Department.
All pertinent regulations set forth in the Graduate Studies Bulletin and the Bulletin of the College of Natural Sciences and mathematics must be observed. The requirements for the M.S. degree in Applied Mathematics, Financial Mathematics Option, are as follows.
- Completion of a minimum of 30 credit hours (with a 3.0 GPA overall and no more than 3 grades at or below C+).
- Completion of the following courses with a grade of C or higher:
MATH 6382, 6383: Probability and Mathematical Statistics
MATH 6366, 6367: Optimization (linear programming, nonlinear programming, stochastic programming, dynamic programming and optimal control, some experience in use of computer software for numerical optimization)
- Completion of the following two courses in the core of finance mathematics
MATH 63XX: Mathematical Finance in Discrete Time
MATH 63XX: Mathematical Finance in Continuous Time
- Completion of two more courses from the following list:
MATH 6397: Numerical Method for PDE
*MATH 63XX: Special Topics in Mathematical Finance (The subject varies from semester to semester; possible topics: Value at Risk, Real-Option Valuations, Valuation of Energy Derivatives, and Energy Risk Management)
*MATH 73XX: Time Series Analysis
*MATH 73XX: Computational Statistics (Markov Chains Monte Carlo, and Bayesian Statistics)
*MATH 73XX: Numerical Methods in Finance
*MATH 73XX: Econometrics of Financial Markets
Other MATH courses at 6000 level or higher with the approval of the FMO Program Director
FINA 7320: Fixed Income Securities
FINA 8388: Seminars in Financial Management I
ECON 7331: Econometrics I
- Completion of a Master's Tutorial Project under the supervision of a Mathematics Department faculty member. The tutorial requirement may be replaced by taking two regularly scheduled classes, if this is the decision of the student and advisor.
For more detailed information on FMO, please contact Dr. Kao: edkao@math.uh.edu
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The Mathematical Statistics Option (MSO) beganin 2005 Fall Semester. A student who fulfils the requirements of the MSO will receive, in addition to the master degree, a certificate of proficiency in statistics signed by the Dean of the College.
To be admitted to the program, a student must have completed a bachelor's degree with a 3.0 GPA over the last 60 hours of all course work and should have a good background in mathematics. A student need not have majored in mathematics to be admitted. It is expected, however, that the student has completed at least 9 hours of mathematics at the junior or senior level, preferably in courses such as probability, advanced linear algebra and advanced calculus. When these requirements are not met a student may be provisionally admitted until successful completion of MATH 6377 (Basic Tools for Applied Mathematician). The 3 hours will not be counted as a part of the 30-hour requirement. Applicants with graduate degrees in science, mathematics, economics, or engineering may only be admitted by recommendation of the Committee on MSO, and with the approval of the Director of Graduate Programs in the Department.
All relevant regulations set forth in the Graduate Studies Bulletin and the Bulletin of the College of Natural Sciences and Mathematics must be observed. The requirements for the M.S. degree in Applied Mathematics, Mathematical Statistics Option, are as follows.
- Completion of a minimum of 30 credit hours (with a 3.0 GPA overall and no more than 3 grades at or below C+).
- Completion of the following courses with a grade of C or higher:
- MATH 6382, 6383: Probability and Mathematical Statistics I, II
- MATH 63XX: Linear Models and Regression Analysis, Multivariate Statistical Analysis
- Completion of the following two courses
- MATH 63XX: Statistical Computing I
- MATH 63XX: Stochastic Processes
- Completion of two more courses from the following list:
- MATH 73XX: Topics in Probability
- MATH 73XX: Data Mining
- MATH 63XX: Time Series Analysis
- MATH 63XX: Special Topics in Mathematical Finance (The subject varies from semester to semester; possible topics: Value at Risk, Real-Option Valuations, Valuation of Energy Derivatives, and Energy Risk Management)
- MATH 73XX: Computational Statistics (Markov Chains Monte Carlo, and Bayesian Statistics)
- MATH 73XX: Numerical Methods in Finance
- MATH 73XX: Econometrics of Financial Markets
- Other MATH courses at 6000 level or higher with the approval of the MSO Program Director
For more detailed information on MSO, please contact Dr. Nicol: nicol@math.uh.edu
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