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 autumn and spring quarters, during last two weekends in October and April. The following applies to all but the Applied and Computational Mathematics concentration.
The Part I comprehensive examination covers material from the MAT 451-452-453 course sequence, and is split into two parts, Part I-A and Part I-B. The Part I-A exam is a three-hour closed-book exam, covering analytical and theoretical concepts of probability. No tablets or cell phones may be used while taking the Part I-A exam. The Part I-B exam is a three-hour open-book exam, covering topics of statistical inference. Notes, books, tables, and calculators, but not cellphones, may be used while taking the Part I-B exam. The Part I-A and Part I-B exams are administered on the same day.
The Part II comprehensive examination is based on the student's area of concentration. It is a three-hour closed-book exam.
- Part II - Actuarial Science: Covers material from MAT 461, 462, and 463.
- Part II - Mathematical Finance: Covers material from MAT 455, 461, and 468.
- Part II - Statistics: Covers material from MAT 448, 456 and 459.
For the Applied and Computational Mathematics concentration: Part I covers material from the MAT 484-485-486 course sequence, and part II covers material from MAT 437, 470, and 482.
Students should register with the graduate program director at the beginning of the quarter they plan to take the comprehensive examinations.