Techniques of calculus in two and three dimensions, including vectors, partial derivatives, multiple integrals, line integrals, surface integrals and Green's, Stokes's, and the Divergence Theorem. Honors section available.
This course is based on the first examination of the Society of Actuaries. Its content is largely dependent on that examination. Presently, it covers: calculus of a single variable (integration, differentiation, infinite series, Taylor's series etc.); calculus of several variables (Jacobians, Lagrange multipliers, double and triple integrals, etc.); probability Theory (discrete and continuous distributions, conditional probability and expectations, Bayes' rule, joint distributions, moment generating functions, the central limit theorem, etc.) The problems are drawn from old SOA examinations and most will have an insurance industry emphasis. Much of the material is a review of several courses, but this review is extensive and probably exceeds most interested students' backgrounds.
Foundational material in mathematical finance. Course covers interest rates, annuities, bonds, forwards, futures, options and other derivative securites. (Basis of actuarial exam in financial math exam fm/2).
Continuity, limits, and the derivative for algebraic, trigonometric, logarithmic, exponential, and inverse functions. Applications to physics, chemistry, and engineering. Prerequisites: high school algebra, plane geometry, trigonometry, and analytic geometry. Honors section available first semester. (Gen.Ed. R2) [Note: Because this course presupposes knowledge of basic math skills, it will satisfy the R1 requirement upon successful completion.]