THE UNIVERSITY OF BRITISH COLUMBIA
UBC SAMPLE MSc PROGRAMS MSc Program in Mathematical Finance
Offered jointly by the Departments of Mathematics and Statistics and the Finance Division, in conjunction with the Institute of Applied Mathematics Trains qualified students for either a career in the finance industry or further study leading to the Ph.D. degree: Examples: Industry: RBS, QuIC, Powerex, Finance consultant, Wall Street, Actuarial Continuing for PhD’s in Stat, Econ, Math Finance Requirements: 30 credits of course work and write an essay. Central Courses: MATH 605D MATH 607D COMM 673 COMM 671 Math Finance Theory Numerical Methods: Stochastic Processes with Finance applications Advanced topics in the Theory of Asset Pricing Theory of Finance
Electives: (MBA options available for those in Finance) Statistics: STAT 530 Bayes Inference and Decision STAT 538A General Linearized Models STAT 541B Applied Multivariate Analysis STAT 543B Time Series Analysis STAT 560 Statistical Theory I STAT 477K Special Topics in Statistics Economics: ECON 527 Econometric Methods ECON 590A Advanced Topics in Economics Basic Background: MATH 418 Probability MATH 419 Stochastic Processes ECON 500 Microeconomics ECON 502 Macroeconomics Math: MATH 507: Measure Theory MATH 544: Probability I
MATH 545: Probability II MATH 607E: Numerical Methods MATH 512: Numerical analysis of PDE MATH 606(D): Topics in DE (special topics in math finance/econ) Optimization: MATH 441 Discrete Optimization CPSC 406 Algorithms of Optimization CPSC 542B Nonlinear Optimization COMM 612 Advanced Optimization COMM 616 Optimization Theory and Applications Commerce courses: COMM 583 Forecasting/Time Series in Business Environments COMM 674 Advanced Topics in Empirical Asset Pricing COMM 695 Advanced Topics in Empirical Corporate Finance
MSc Program in Computer Science
Options: 6 courses + 12 credit research thesis 9 courses + 3 credit essay Streams: Multi-agent Systems, Cognitive Systems, or Information Management, CPSC 500 Algorithms CPSC 502 Artificial Intelligence I CPSC 504 Data Management CPSC 508 Operating Systems CPSC 527 Computer Communication Protocols CPSC 532L Topics in AI: Multi-Agent Systems CPSC 532M Topics in AI: Dynamic Programming and Approximate Dynamic Programming CPSC 540 Machine Learning or CPSC 340 Introduction to Machine Learning CPSC 542B Topics in Numerical Computation - Nonlinear Optimization CPSC 564 Data Mining For example, a multi-agent systems person might take: CPSC 500 Algorithms CPSC 502 Artificial Intelligence I CPSC 532L Topics in AI: Multi-Agent Systems CPSC 542B Topics in Numerical Computation - Nonlinear Optimization CPSC 540 Machine Learning plus one elective course for thesis option, or four electives for essay option
UBC Contacts:
Mathematics: Prof. Rachel Kuske head@math.ubc.ca Prof. Brian Wetton wetton@math.ubc.ca
Statistics: Prof. Harry Joe harry@stat.ubc.ca Prof. Ruben Zamar ruben@stat.ubc.ca
Computer Science: Prof. Kevin Leyton-Brown kevinlb@cs.ub.ca Prof. Jim Little little@cs.ubc.ca