The master's program in Applied Mathematics offers degrees in four areas of concentration: Actuarial Science, Applied and Computational Mathematics, Mathematical Finance, and Statistics.
Candidates for the degree must complete at least 48 quarter hours of graduate level work in applied mathematics and pass two sets of comprehensive examinations. Comprehensive examinations are offered twice a year, at the beginning of the autumn and spring quarters. Students need to notify the program director at least a month in advance to register for the exams.
Applied Mathematics students must choose one concentration: Actuarial Science, Statistics, Applied and Computational Mathematics, or Mathematical Finance.
The department places strong emphasis on computation and is well supported with equipment and software necessary for research. Computers are used for data analysis and to find solutions to problems that arise in numerical analysis, simulations, and mathematical modeling. The computer packages used in these courses are likely to play an important role in the solution of the problems students will encounter in their places of employment.
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Candidates for the Master's of Science in Applied Mathematics degree must pass two comprehensive examinations (Part I and Part II). Comprehensive examinations are offered twice per year, in the beginning of the autumn and spring quarters. The following applies to all but the Applied and Computational Mathematics concentration.
The Part I comprehensive examination is a three-hour closed-book exam that is offered on the first Saturday of the autumn and spring quarters, and covers material from the MAT 451-452-453 course sequence. An official formula sheet will be provided. No tablets or cell phones may be used at any time during the exam.
The Part II comprehensive examination is a three-hour closed-book exam that is offered on the second Saturday of the autumn and spring quarters, and is based on the student's area of concentration.
- Part II - Actuarial Science: Covers material from MAT 461 and 462.
- Part II - Mathematical Finance: Covers material from MAT 455 and 468.
- Part II - Statistics: Covers material from MAT 456 and 459.
For the Applied and Computational Mathematics concentration: Part I covers material from the MAT 485-486 course sequence, and part II covers material from MAT 451 and 484.
Students should register with the graduate program director before the beginning of the quarter they plan to take the comprehensive examinations.