B.S. in Financial Mathematics and Statistics

Degree Requirements
Pre-major requirements (40 units):
To be admitted to full major status, students must complete the courses in Areas A and B with a UC grade point avaerage of 2.5 or higher. One course from Areac C, with a grade of "C" or higher.

A. Econ 1 and 2
B. Math 3ABC, Math 5ABC, Math 8
C. Engr 3 or one course from Computer Science 8 or 16

Upper-division requirements consist of 56 units, including 48 units of required courses:
Econ 104A Microeconomics
Math 104AB Numerical analysis
Math 124AB Partial differential equations and Fourier series
Pstat 120AB Probability and statistics
Pstat 126 Regression Analysis
Pstat 130 SAS Base Programming
Pstat 160AB Applied Stochastic Processes
Pstat 170 or Math 170 Financial analysis

The 8 units of upper-division electives can be chosen from:
Econ 104B Intermediate microeconomics
Econ 105 Intermediate Macroeconomics
Econ 134AB Financial management
Econ 140B Introduction to Econometrics

Math 104C Numerical analysis
Math 108AB Linear algebra
Math 117 Methods of analysis

Pstat 120C Probability and Statistics
Pstat 131 Data Mining
Pstat 171 Mathematics of Fixed Income Markets
Pstat 173 Risk theory
Pstat 174 Time series

Recommended Schedule

The following requirement guidelines are for students transferring to UCSB:

1. If a student transferring to UCSB has two or more mathematical finance pre-major courses to complete at UCSB, the student must complete these courses with a GPA of 2.5.

2. If a student transferring to UCSB has only one pre-major course to complete at UCSB, the student must complete this course with a minimum grade of C+ and complete one upper-division major course required for the major with a minimum grade of C.

3. If a student transferring to UCSB has completed all the pre-major courses, the student must complete two upper-division courses required for the major with a minimum grade of C in each course.

All students must meet with a faculty advisor to discuss career opportunities and upper-division course electives. Admission to the major will be granted only after this meeting has been documented on advising form available in the Department of Mathematics. (For this purpose, any tenure track faculty member in the Departments of Mathematics and Statistics and Applied Probability may act as the faculty advisor.) Student records will be housed in both departments. The Staff Undergraduate Advisors will develop a system to insure both offices have copies of all student records.

E-mail Undergraduate Program Assistant for more information