University of Connecticut College of Liberal Arts and Sciences
Department of Mathematics : Actuarial Science Program
HOME SEARCH ABOUT US CONTACT INFO PEOPLE NEWS   WEB MAIL PRINTABLE VERSION
All Graduate Math Courses

These are not necessarily the official descriptions of the courses. For the official descriptions, consult the catalog.

MATH 300: Investigation of Special Topics Link: More Info
Description: Students who have well defined mathematical problems worthy of investigation and advanced reading should submit to the department a semester work plan.
Prerequisites: Instructor consent required.
Credits: 1-6

MATH 301: Introduction to Modern Analysis Link: More Info
Description: Metric spaces, sequences and series, continuity, differentiation, the Riemann-Stielties integral, functions of several variables.
Offered: Fall. Offered Fall 2006
Credits: 3

MATH 303: Measure and Integration Link: More Info
Description: Lebesgue measure and integration, differentiation, Lp spaces. Banach spaces, general theory of measure and integration.
Prerequisites: MATH 301
Offered: Spring
Credits: 3

MATH 304: Mathematical Modeling Link: More Info
Description: Development of mathematical models emphasizing linear algebra, differential equations, graph theory and probability. In-depth study of the model to derive information about phenomena in applied work.
Prerequisites: Instructor consent required.
Credits: 3

MATH 305: Computerized Modeling in Science Link: More Info
Description: Development and computer-assisted analysis of mathematical models in chemistry, physics, and engineering. Topics include chemical equilibrium, reaction rates, particle scattering, vibrating systems, least squares analysis, quantum chemistry and physics.
Prerequisites: Instructor consent required.
Credits: 4

MATH 307: Introduction to Geometry and Topology I Link: More Info
Description: Topological spaces, connectedness, compactness, separation axioms, Tychonoff theorem, compact-open topology, fundamental group, covering spaces, simplicial complexes, differentiable manifolds, homology theory and the De Rham theory, intrinsic Riemannian geometry of surfaces.
Offered: Fall. Offered Fall 2006
Credits: 3

MATH 308: Introduction to Geometry and Topology II Link: More Info
Description: Topological spaces, connectedness, compactness, separation axioms, Tychonoff theorem, compact-open topology, fundamental group, covering spaces, simplicial complexes, differentiable manifolds, homology theory and the De Rham theory, intrinsic Riemannian geometry of surfaces.
Prerequisites: MATH 307
Offered: Spring
Credits: 3

MATH 309: Optimization Link: More Info
Description: Theory of linear programming: convexity, bases, simplex method, dual and integer programming, assignment, transportation, and flow problems. Theory of nonlinear programming: unconstrained local optimization, Lagrange multipliers, Kuhn-Tucker conditions, computational algorithms.
Credits: 3

MATH 310: Introduction to Applied Mathematics I Link: More Info
Description: Banach spaces, linear operator theory and application to differential equations, nonlinear operators, compact sets on Banach spaces, the adjoint operator on Hilbert space, linear compact operators, Fredholm alternative, fixed point theorems and application to differential equations, spectral theory, distributions.
Offered: Spring
Credits: 3

MATH 311: Introduction to Applied Math II Link: More Info
Description: Calculus in Banach spaces, Leray-Schauder degree theory, variational methods, existence and multiplicity of nonlinear boundary value problems, variational methods.
Offered: Fall.
Credits: 3

MATH 313: Numerical Analysis and Approximation Theory I Link: More Info
Description: The study of convergence, numerical stability, roundoff error, and discretization error arising from the approximation of differential and integral operators.
Prerequisites: MATH 301, which may be taken concurrently.
Offered: Fall. Offered Fall 2006
Credits: 3

MATH 314: Numerical Analysis and Approximation Theory II Link: More Info
Description: The study of convergence, numerical stability, roundoff error, and discretization error arising from the approximation of differential and integral operators.
Prerequisites: MATH 313
Offered: Spring
Credits: 3

MATH 315: Abstract Algebra I Link: More Info
Description: Group theory, ring theory and modules, and universal mapping properties.
Offered: Fall.
Credits: 3

MATH 316: Abstract Algebra II Link: More Info
Description: Linear and multilinear algebra, Galois theory, category theory and commutative algebra.
Prerequisites: Math 315
Offered: Spring
Credits: 3

MATH 318: Modern Matrix Theory and Linear Algebra Link: More Info
Description: The LU, QR, symmetric, polar, and singular value matrix decompositions. Schur and Jordan normal forms. Symmetric, positive-definite, normal and unitary matrices. Perron-Frobenius theory and graph criteria in the theory of non-negative matrices.
Offered: Fall
Credits: 3

MATH 319: Topics in Computational Mathematics : Indefinite Inner Product Spaces Link: More Info
Description: Orthogonal polynomials. The theorems of Szego and Krein. Classes of linear transformations. Canonical forms. H-selfadjoint matrices. Sign characteristic. Definite invariant subspaces. Matrix polynomials. Algebraic Riccati equations.
Offered: Fall
Credits: 3

MATH 321 - Section 1: Topics in Algebra : An Introduction to Homological Algebra Link: More Info
Description: Homological Algebra is a powerful tool used in a number of areas of mathematics to deepen the understanding of the structure of its objects of investigation. In this course we will develop ?the fundamental notions of Homological Algebra and their uses in Commutative Algebra, with short detours into other applications. Topics will include: Hom and Tensor Products, and their ?relation to Projectivity, Flatness, and Injectivity of modules; the introduction of the Ext and Tor functors, and ways of computing them in some settings; the development of the ring invariants: ?global dimension, weak global dimension, and several other homological dimensions, and their uses in describing properties of rings. Other topics may be introduced as time allows.
Prerequisites: MATH 316
Offered: Fall 2007
Credits: 3

MATH 321 - Section 2: Topics in Algebra : Geometric Representation Theory Link: More Info
Description: Geometric constructions of Sn-modules and sln-modules
Prerequisites: MATH 316
Offered: Fall 2007
Credits: 3

MATH 322: Probability Theory and Stochastic Processes I Link: More Info
Description: Convergence of random variables and their probability laws, maximal inequalities, series of independent random variables and laws of large numbers, central limit theorems, martingales, Brownian motion. Contemporary theory of stochastic processes, including stopping times, stochastic integration, stochastic differential equations and Markov processes, Gaussian processes, and empirical and related processes with applications in asymptotic statistics.
Prerequisites: MATH 303
Offered: Offered Fall 2006
Credits: 3

MATH 323: Probability Theory and Stochastic Processes II Link: More Info
Description: Convergence of random variables and their probability laws, maximal inequalities, series of independent random variables and laws of large numbers, central limit theorems, martingales, Brownian motion. Contemporary theory of stochastic processes, including stopping times, stochastic integration, stochastic differential equations and Markov processes, Gaussian processes, and empirical and related processes with applications in asymptotic statistics.
Prerequisites: MATH 322
Credits: 3

MATH 324: Advanced Financial Mathematics Link: More Info
Description: An introduction to the standard models of modern financial mathematics including martingales, the binomial asset pricing model, Brownian motion, stochastic integrals, stochastic differential equations, continuous time financial models, completeness of the financial market, the Black-Scholes formula, the fundamental theorem of finance, American options, and term structure models.
Offered: Spring
Credits: 3

MATH 325: Ordinary Differential Equations Link: More Info
Description: Existence and uniqueness of solutions, stability and asymptotic behavior. If time permits: eigenvalue problems, dynamical systems, existence and stability of periodic solutions.
Prerequisites: MATH 303
Credits: 3

MATH 326: Partial Differential Equations Link: More Info
Description: Cauchy Kowalewsky Theorem, classification of second order equations, systems of hyperbolic equations, the wave equation, the potential equation, the heat equation in Rn.
Prerequisites: MATH 340
Credits: 3

MATH 327: Topics in Applied Math: Mathematical methods in image analysis Link: More Info
Description: In this course, new mathematical methods  will be introduced and applied to image processing. Tasks such as image segmentation, image deblurring, image denoising, image registration, etc will be considered. Both analytic and numerical aspects will be discussed.  Students need to do projects in Matlab.
(This section is taught by Chanfeng Gui)
Offered: Fall 2006
Credits: 3

MATH 328: Topics in Applied Analysis II Link: More Info
Description: Advanced topics from the theory of ordinary or partial differential equations. Other possible topics: integral equations, optimization theory, the calculus of variations, advanced approximation theory.
Prerequisites: Instructor consent required.
Credits: 3

MATH 329: Introduction to Representation Theory Link: More Info
Description: Introduction to the representation theory of finite groups and Lie algebras. Characters, induced representations, representations of the symmetric and general linear groups, symmetric functions, Schur-Weyl duality, representations of complex semi-simple Lie algebras, and the Weyl character formulae.
Prerequisites: Familiarity with abstract groups, rings and vector spaces at the level of Math 315.
Offered: Spring 2007
Credits: 3

MATH 330: Algebraic Number Theory Link: More Info
Description: Algebraic integers, ideal class group, Dirichlet unit theorem, applications to diophantine equations. Further topics (localization, Frobenius elements in Galois groups, zeta-functions) as time permits.
Prerequisites: MATH 316
Offered: Offered Fall 2006
Credits: 3

MATH 332: Fractal Geometry: Mathematical Foundations and Applications Link: More Info
Description: The course will follow the celebrated book by Kenneth Falconer with the same title, which recently had its second paperback edition. If time permits, the material can be supplemented by other topics, such as differential equations and/or probability on fractals. No background is required beyond a basic Real Analysis course such as Math 301.
Prerequisites: MATH 301
Credits: 3

MATH 333: Topics in Analysis II Link: More Info
Description: This is an introduction to the theory of Lie groups, Lie algebras, and their representations. The course is intended for graduate students in mathematics and physics with little or no prior exposure to the Lie theory. We will focus on matrix Lie groups and Lie algebras to keep the exposition concrete. First we will look at the relationship between Lie groups and Lie algebras, along with basic representation theory. One of the main objects is the exponential map, and we will study its properties including the Baker-Campbell-Dynkin-Hausdorff formula. Then we will study root systems, and classification of semisimple Lie algebras. One of the goals of the course will be to show how the Lie theory is used in applications such as differential geometry (symmetric spaces) and physics. The only prerquisite for taking the course is a background in linear algebra.
Prerequisites: Instructor consent required.
Offered: Spring
Credits: 3

MATH 336: Mathematical Logic II Link: More Info
Description: Predicate calculus, completeness, compactness, Lowenheim-Skolem theorems, formal theories with applications to algebra, Godel's incompleteness theorem. Further topics chosen from: axiomatic set theory, model theory, recursion theory, computational complexity, automata theory and formal languages.
Prerequisites: Math 335
Offered: Offered Fall 2006
Credits: 3

MATH 337: Topics in Geometry and Topology I Link: More Info
Description: Advanced topics from uniform spaces, topological groups, Lie groups, fiber spaces, theory of submanifolds, PL topology, differential topology, cohomology operations, complex manifolds, Riemannian manifolds, transformation groups, fixed point theory.
Prerequisites: Instructor consent required.
Offered: Offered Fall 2006
Credits: 3

MATH 338: Topics in Geometry and Topology II Link: More Info
Description: Advanced topics from uniform spaces, topological groups, Lie groups, fiber spaces, theory of submanifolds, PL topology, differential topology, cohomology operations, complex manifolds, Riemannian manifolds, transformation groups, fixed point theory.
Prerequisites: MATH 337
Credits: 3

MATH 340: Complex Function Theory I Link: More Info
Description: This class is an introduction to complex analysis at the graduate level. A practical purpose of the class is to prepare students to take the qualifying exams. Highlights of the course will be (not an exclusive list) analytic functions, meromorphic functions, the Cauchy Integral Formula, residues, maximum principle and the Schwartz Lemma.
Prerequisites: MATH 301
Offered: Spring
Credits: 3

MATH 341: Complex Function Theory II Link: More Info
Description: Further investigation into selected topics such as the theory of entire functions, conformal mapping, automorphic functions or potential theory.
Prerequisites: MATH 340
Offered: Offered Fall 2006
Credits: 3

MATH 342: Finite Element Solution Methods I Link: More Info
Description: Numerical solution of elliptic, parabolic and hyperbolic partial differential equations by finite element solution methods. Applications.
Credits: 3

MATH 343: Finite Element Solution Methods II Link: More Info
Description: Numerical solution of elliptic, parabolic and hyperbolic partial differential equations by finite element solution methods. Applications.
Prerequisites: MATH 342
Credits: 3

MATH 347: Tensor Calculus I Link: More Info
Description: An introduction to tensor algebra and tensor calculus with applications chosen from the fields of the physical sciences and mathematics.
Prerequisites: Instructor consent required.
Offered: Offered Fall 2006
Credits: 3

MATH 348: Tensor Calculus II Link: More Info
Description: An introduction to tensor algebra and tensor calculus with applications chosen from the fields of the physical sciences and mathematics.
Prerequisites: Instructor consent required. MATH 347
Credits: 3

MATH 352: Introduction to Complex Variables Link: More Info
Description: Functions of a complex variable, integration in the complex plane, conformal mapping.
Prerequisites: Not open to students who have passed MATH 252. Not open for graduate credit toward degrees in Mathematics.
Offered: Offered Fall 2006
Credits: 3

MATH 354: Functional Analysis I Link: More Info
Description: Normed linear spaces and algebras, the theory of linear operators, spectral analysis.
Prerequisites: MATH 303 and MATH 316.
Credits: 3

MATH 355: Functional Analysis II Link: More Info
Description: Normed linear spaces and algebras, the theory of linear operators, spectral analysis.
Prerequisites: MATH 354
Credits: 3

MATH 357: Differential Geometry Link: More Info
Description: An introduction to the study of differentiable manifolds on which various differential and integral calculi are developed. A special emphasis is placed on the global aspects of modern differential geometry.
Offered: Offered Fall 2006
Credits: 3

MATH 360: Mathematical Pedagogy Link: More Info
Description: The theory and practice of teaching mathematics at the college level. Basic skills, grading methods, cooperative learning, active learning, use of technology, classroom problems, history of learning theory, reflective practice.
Prerequisites: Open to graduate students in Mathematics, others with consent of instructor. May not be used to satisfy degree requirements
Offered: Offered Fall 2006
Credits: 1

MATH 365: Financial Mathematics I Link: More Info
Description: The mathematics of measurement of interest, accumulation and discount, present value, annuities, loans, bonds, and other securities.
Prerequisites: Not open to students who have passed MATH 285Q
Offered: Offered Fall 2006
Credits: 3

MATH 366: Introduction to Operations Research Link: More Info
Description: Introduction to the use of mathematical and statistical techniques to solve a wide variety of organizational problems. Topics include linear programming, project scheduling, queuing theory, decision analysis, dynamic and integer programming and computer simulation.
Prerequisites: Not open to students who have passed MATH 286, STAT 286, or STAT 356.
Credits: 3

MATH 369: Financial Mathematics II Link: More Info
Description: The continuation of Math 365, focusing on the mathematics of finance: measurement of financial risk and the opportunity cost of capital, the mathematics of capital budgeting and securities valuation, mathematical analysis of financial decisions and capital structure, and option pricing theory. Provides VEE credit in the Corporate Finance subject area for Society of Actuaries and Casualty Actuarial Society requirements.
Offered: Offered Spring And Fall
Credits: 3

MATH 370: Topics in Probability Link: More Info
Description:
  • Gine: Relevant parts of the theory of empirical processes indexed by families of functions will be developed, including moment and exponential maximal inequalities, and limit theorems (uniform laws of large numbers, central limit theorems,ratio limit theorems, and possibly also laws of the iterated logarithm). Applications to bootstrap, density estimation, nonparametric regression and machine learning will also be presented.
  • Gordina: SDEs (stochastic differential equations) and their applications. Content: stochastic differential equations, analysis of diffusion processes, Girsanov transformation, Feynmann-Kac formula, some applications including SPDEs.

Prerequisites: Math 322
Offered: Offered Fall 2006.
Credits: 3

MATH 373: Algebraic Topology I Link: More Info
Description: Complexes, homology and cohomology groups, homotopy theory.
Prerequisites: MATH 316 and MATH 307, which may be taken concurrently.
Credits: 3

MATH 374: Algebraic Topology II Link: More Info
Description: Complexes, homology and cohomology groups, homotopy theory.
Prerequisites: MATH 373
Credits: 3

MATH 375: Analysis Link: More Info
Description: Introduction to the theory of functions of a real variable. Not open for graduate crtedit toward degrees in Mathematics.
Prerequisites: Not open for students who have passed MATH 273.
Credits: 3

MATH 377: Applied Analysis Link: More Info
Description: For Fall 2007 the main subject of this course will be wavelets and related material. The term wavelets is commonly used in several different contexts. Here it refers to a complete orthonomal system consisting of dilates and translates of one function. The course will begin by studying examples of such systems and a standard paradigm, known as multiresolution analysis, for generating such systems. Properties that make such systems useful in various applications will be highighted. There will be no official textbook. The books "Ten Lectures on Wavelets" by I. Daubechies, "A First Course on Wavelets" by E. Hernandez and G. Weiss, and related works will be used as references.
Prerequisites: Math 303 and 381 helpful but not required.
Credits: 3

MATH 378: Introduction to Partial Differential Equations Link: More Info
Description: Solution of first and second order partial differential equations with applications to engineering and science.
Credits: 3

MATH 381: Fourier Analysis Link: More Info
Description: Foundations of harmonic analysis developed through the study of Fourier series and Fourier transforms.
Prerequisites: MATH 303 and MATH 341
Offered: Offered Fall 2006
Credits: 3

MATH 382: Fourier Analysis on Groups Link: More Info
Description: This is a continuation of Math 381 which will cover more of the fundamentals of Fourier Analysis along with current techniques used in the field. We will discuss Littlewood-Paley Theory, special function spaces including BMO, Carleson measures and singular integrals of nonconvolution type.
Prerequisites: MATH 303 and MATH 341
Credits: 3

MATH 385: Vector Field Theory I Link: More Info
Description: Vector algebra and vector calculus with particular emphasis on invariance. Classification of vector fields. Solution of the partial differential equations of field theory.
Prerequisites: Instructor consent required.
Offered: Offered Fall 2006
Credits: 3

MATH 386: Vector Field Theory II Link: More Info
Description: Vector algebra and vector calculus with particular emphasis on invariance. Classification of vector fields. Solution of the partial differential equations of field theory.
Prerequisites: Instructor consent required and MATH385.
Credits: 3

MATH 387: Actuarial Mathematics I Link: More Info
Description: Survival distributions, claim frequency and severity distributions, life tables, life insurance, life annuities, net premiums, net premium reserves, multiple life functions, and multiple decrement models.
Prerequisites: MATH 285 or MATH 365, which may be taken concurrently. Not open to students who have passed MATH 287.
Offered: Offered Fall 2006
Credits: 3

MATH 388: Actuarial Mathematics II . Link: More Info
Description: Lecture. Survival distributions, claim frequency and severity distributions, life tables, life insurance, life annuities, net premiums, net premium reserves, multiple life functions, and multiple decrement models.
Prerequisites: MATH 387. Not open to students who have passed MATH 288.
Credits: 3

MATH 390: Graduate Field Study Internship Link: More Info
Description: Participation in internship and paper describing experiences.
Offered: Spring And Fall
Credits: 1 to 3

MATH 392: Advanced Topics in Actuarial Mathematics II Link: More Info
Description: . Lecture. Survival models, mathematical graduation, or demography.
Offered: Offered Fall 2006
Credits: 3

MATH 393: Advanced Topics in Actuarial Mathematics II Link: More Info
Description: Lecture. Credibility theory or advanced theory of interest.
Offered: Spring And Fall
Credits: 3

MATH 394: Survival Models Link: More Info
Description: Analysis, estimation, and validation of lifetime tables
Prerequisites: MATH 387.
Credits: 3

GRAD 395: Masters Thesis Research
Credits: 1

MATH 396: Full-Time Masters Research Link: More Info
Credits: 3

MATH 397: Full-Time Directed Studies Link: More Info
Credits: 3

GRAD 398: Special Readings (Master's)
Credits: non-credit

GRAD 399: Thesis Preparation
Credits: non-credit

MATH 401: Seminar in Current Mathematical Literature Link: More Info
Description: Seminar. Participation and presentation of mathematical papers in joint student faculty seminars. Variable topics
Offered: Offered Fall 2006
Credits: 1

GRAD 410: Seminar in Algebra
Prerequisites: MATH 316
Credits: 1

GRAD 430: Seminar in Geometry
Prerequisites: MATH 357
Credits: 1

GRAD 435: Seminar in Mathematical Logic
Description: Seminar.
Prerequisites: MATH 335.
Credits: 1

GRAD 450: Seminar in Analysis
Description: Seminar.
Credits: 1

GRAD 460: Computers in Mathematical Research
Credits: 1

GRAD 470: Seminar in Topology
Description: Seminar.
Prerequisites: MATH 374
Credits: 1

GRAD 471: Seminar in Set Theory
Description: Seminar.
Prerequisites: MATH 307
Credits: 1

GRAD 480: Seminar in Applied Mathematics
Credits: 1

GRAD 495: Doctoral Dissertation Research
Credits: 1

GRAD 496: Full-Time Doctoral Research
Credits: 3

GRAD 497: Full-Time Directed Studies
Description: (Doctoral Level).
Credits: 3

GRAD 498: Special Readings (Doctoral)
Credits: non-credit

GRAD 499: Dissertation Preparation
Credits: non-credit


 
UConn The Web People
  
ACTUARIAL SCIENCE MATHEMATICS FINANCIAL MATHEMATICS