Elective Courses


Investments and Financial Markets, MBA 625 (3 credit hours)
Course Description: 
A study of investment principles and techniques used by both individual and institutional investors. Topics include bond and stock markets, security valuation methods, portfolio theory and management, and investment institutions.

Fixed Income Analysis, MBA 628 (3 credit hours)
Course Description:
This class will expose students to a variety of fixed income instruments that are traded in the financial markets, their investment characteristics, the state-of-the-art technology for valuing them, technique for quantifying their interest rate risk, and portfolio strategies for using them. Great course for CFA candidates, Fund Managers, Credit Risk Managers, Commercial Bankers, and anyone interested in investing in fixed income securities as alternatives to stocks. 

Ordinary Differential Equations, MTH 531 (3 credit hours)
Course Description: Existence and uniqueness theorems, linear equations and systems, self-adjoint equations, boundary value problems, and basic nonlinear techniques.

Difference Equations, MTH 532 (3 credit hours)
Course Description: The calculus of finite differences; first order equations; linear equations and systems; z-transform; stability; boundary value problems for nonlinear equations; Green’s functions; control theory; applications.

Regression Analysis, MTH 543 (3 credit hours)
Course Description: Least squares, lack of fit and pure error, correlation, matrix methods, F test, weighted least squares, examination of residuals, multiple regression, transformations and dummy variables, model building, ridge regression, stepwise regression, multiple regression applied to analysis of variance problems.

Statistics for Experimenters, MTH 547 (3 credit hours)
Course Description: Covers those areas of design of experiments and analysis of quantitative data that are useful to anyone engaged in experimental work. Designed experiments using replication and blocking. Use of transformations. Applications of full and fractional factorial designs. Experimental design for developing quality into products using Taguchi methods.

Methods of Mathematical Physics, MTH 551 (3 credit hours)
Course Description: Linear transformations and matrix theory, linear integral equations, and calculus of variations, eigenvalue problems.

Methods of Applied Mathematics, MTH 552 (3 credit hours)
Course Description: Dimensional analysis and scaling, regular and singular perturbation methods with boundary layer analysis, the stability and bifurcation of equilibrium solutions, other asymptotic methods.

Numerical Analysis I, MTH 555 (3 credit hours)
Course Description: Solutions of nonlinear equations, Newton's method, fixed point methods, solutions of linear equations, LU decomposition, iterative improvement, QR decomposition, SV decomposition, interpolating functions.

Linear Algebra, MTH 565 (3 credit hours)
Course Description: Vector spaces, linear transformations and matrices, inner product spaces, invariant direct-sum decomposition and the Jordan canonical form.

Discrete and Continuous Fourier Analysis, MTH 583 (3 credit hours)
Course Description: Fourier representation of Complex valued functions, rules for finding Fourier transforms, mathematical operators associated with Fourier analysis, fast algorithms, wavelet analysis, selected applications.

Deterministic Operations Research, ENM 521 (3 credit hours)
Course Description: Introduction to deterministic methods for optimization, with a focus on mathematical programming (linear, nonlinear, integer) and network methods.

Probabilistic Operations Research, ENM 522 (3 credit hours)
Course Description: Introduction to probabilistic methods for modeling and analyzing the performance of complex systems. Topics include Markov chains, queuing, forecasting, discrete event simulation, and inventory modeling.

Data Base Management, CPS 542 (3 credit hours)
Course Description: Physical and logical organization of data files; hierarchical, network, and relational database models; data definition language and data manipulation language of a commercial database management system; query languages.




Last updated on July 12, 2006