Financial Math Students

Electives at Duke

At least one FM student (with transportation) will be taking Fixed Income Securities (FIN 450) at Duke.  Email Dr. Scroggs if you are interested in contacting the student taking the course.  This course will count as a FM Elective.

 

Posted at 02:58PM Aug 21, 2009 by Jeffrey Scroggs in Academic Advising  | 

Curriculum Revisions: MA546->ST521, ECG590i->ECG528

Effective Fall 2009:

Asset Pricing, ECG 590i, has been renumbered to ECG 528.  There have some problems getting the class properly listed at Registration and Records (problem reported 17 March 2009).  Once listed, it will be offered Tuesday/Thursday 11:45am  - 1:00pm. 

MA 546 has been replaced by ST 521 in the Fall Core.  Students who take both of these courses can use one as an elective.

Posted at 03:35PM Mar 17, 2009 by Jeffrey Scroggs in Academic Advising  |  Comments[1]

amazing education opportunity

This course will count as a FM elective ---


Hello.

If you're reading this then you or one of your students should be
taking MA 784, Nonlinear Equations and Optimization, at NCSU this
Spring. I offer this profound, life-altering experience in the
Spring term of odd-numbered years.

The course is a state-of-the-art survey of numerical methods for nonlinear
equations and unconstrained optimization. The course will be taught from
my two books and on-line notes for recent advances. I'm attaching
the full description of the course below.

Check out the ma784 home pages at
http://www4.ncsu.edu/~ctk/ma784_sales.html
and
http://www4.ncsu.edu/~ctk/ma784.html

or send me email for more details.

Superlinearly,
        Tim

Posted at 06:25PM Oct 01, 2008 by Jeffrey Scroggs in Academic Advising  | 

Learning SAS

ST 445 is SAS-intensive.  You may have to wait until all the ST majors register for the course, but seats are usually available.

http://www2.acs.ncsu.edu/reg_records/crs_cat/ST.html#ST445

This course does *not* qualify as a Financial Mathematics Elective.

Posted at 09:29AM Sep 10, 2008 by Jeffrey Scroggs in Academic Advising  | 

ECG 562 is accepted as an elective

For Fall 2008, ECG 562 is an elective.

Posted at 05:55AM Aug 21, 2008 by Jeffrey Scroggs in Academic Advising  | 

Course--Sequential Monte Carlo: Methodology, Theory and Applications

This course starts September 10, and is offered at SAMSI (http://www.samsi.info).  SAMSI is at Research Triangle Park.

For more information on the topics, visit the url http://www.samsi.info/programs/2008smc_methods_course.shtml.

The course is listed as MA 810D.  It can be used as a Financial Mathematics Elective.

You should have completed MA 546 before taking this course.

Posted at 01:26PM Aug 14, 2008 by Jeffrey Scroggs in Academic Advising  | 

Pre-requisites self-test

Q: I'm one of the new FM students. On the FM blog I see that we'll be given a pre-requisites self-test during orientation. Could you tell me more about the self-test? How can we get prepared for that? Thank you.

A: The self-test will examine the pre-requisites of MA 546 (http://www2.acs.ncsu.edu/reg_records/crs_cat/MA.html#MA546).  We will  likely provide additional details using the this blog.

Posted at 10:36AM Jun 06, 2008 by Jeffrey Scroggs in Academic Advising  |  Comments[1]

BUS became MBA

Reminder -- most (all?) graduate-level classes previously designated as BUS are now designated as MBA (as of Fall 2008)

Posted at 03:17PM Jun 05, 2008 by Jeffrey Scroggs in Academic Advising  | 

MA 546 pre-requisites

Please observe that an undergraduate probability course and an analysis course are pre-requisites for MA 546.   The topics and textbooks for these courses is online at the link below

http://www.math.ncsu.edu/finmath/gradSeminar/421and425topics.pdf

Posted at 01:04PM Jun 04, 2008 by Jeffrey Scroggs in Academic Advising  | 

BUS vs MBA designation for courses (Fall 2008)

Many of the courses previously listed as 'BUS' are being re-listed as 'MBA'.  We will post more information about the renumbering/relisting of courses as we discover it.

Posted at 09:41AM Mar 25, 2008 by Jeffrey Scroggs in Academic Advising  | 

Advising & PIN for Summer & Fall 2008

You are invited to meet with me early to revise your Plan of Study and obtain your PIN (permits you to register for courses).

Before we meet -- develop a list of courses you think you would like to take.  I encourage you to meet with advsiers in other departments, especially if you wish to focus your electives outside of Math.  They are the departmental contacts at http://www.math.ncsu.edu/finmath/contact.html.

I will list courses for you to consider in this blog.  For example -

ST 740

I will be offering the course ST 740 (Bayesian inference) this Fall, and I think some students may benefit by taking this course. I have been getting students from econ for the past few years.

website: http://www4.stat.ncsu.edu/~sghosh2/TEACHING/st740/

(from Dr. Ghosh)

Posted at 10:30AM Feb 29, 2008 by Jeffrey Scroggs in Academic Advising  | 

Proceedures and Rules Questions

A couple of questions that arose yesterday--

Courses must be at the 400-level or above to count towards your graduate GPA.

You must earn a C- or better to count the course towards your degree.

These questions are answered in the Graduate Catalogue, follow the link

http://www.fis.ncsu.edu/grad_catalog/frt-rr.htm

Posted at 09:23AM Dec 19, 2007 by Jeffrey Scroggs in Academic Advising  | 

Project/Internship Courses

All students that anticipate doing a project or internship in Spring 2008 must be reigstered for either MA 689.001 or MA 693.045.

The choice of course depends on whether or not you want to take additional courses.  The choice does not depend on wheter your are doing an internship or participating in a project.

MA 689

MA 693



NCSU regulations related to these courses and full-time status for Non-Thesis Master's students is online at http://www.ncsu.edu/grad/handbook/section3_15.php

Register for either of these classes by sending an email request including your full name and student  ID number, and the appropriate course & section with the following --

To: scroggs@ncsu.edu
Subject: MA 689 registration


Students registering late will be assessed a $100 penalty (http://www.ncsu.edu/registrar/calendars/registrationsprg.html)

Posted at 12:27PM Nov 10, 2007 by Jeffrey Scroggs in Academic Advising  | 

ST 782 vs ST 730

From Dr. Pantula --

Thanks for your interest.  As you may have seen the course description-

*ST 782*     *Time Series Analysis: Time Domain*     /3(3-0-0) S, Alt yrs/
/Preq: ST 512 and ST 522/
Estimation inference for coefficients in autoregressive, moving average and mixed models and large sample. Distribution theory for autocovariances and their use in identification of time series models. Stationarity and seasonality. Extensions of theory and methods to multiple series including vector autoregressions, transfer function models, regression with time series errors,


It will use Fuller's book on Introduction to Time Series Analysis.  It is a theoretical course, generally taken by doctoral students in our department, math and in economics.  The applied version is St730 offered in fall.

Sastry

marora@ncsu.edu wrote:

Hello

My name is Mehul Arora. I am a first year graduate student majoring in
Financial Mathematics. I am interested to know what is the course
objective of ST 782 : Time Series Analysis: Time Domain. Also can you
please brief me about the course syllabus.

Thank You.


 

-- 
Sastry G. Pantula, Professor
Department Head, Director- Institute of Statistics
Department of Statistics
North Carolina State University
2501 Founders Drive, 220F Patterson Hall
Raleigh, NC 27695-8203, USA
Phone:  919.515.1949
Fax:    919.515.7591
URL:    http://www4.stat.ncsu.edu/~pantula

Posted at 11:09AM Nov 06, 2007 by Jeffrey Scroggs in Academic Advising  | 

Advising for Spring 2008

General

Everyone should have a current Plan of Study on file.  If you don't, arrange to meet with me as soon as possible.

If you have troubles registering for classes that you think you should be able to take, contact me via email.

Electives

BUS 590A is handled on a case by case basis.  They need to have
had BUS 520 or its equivalent.  Send me email if you wish to take this course.

The Risk Management group is offering some classes that would qualify as Electives. 

Posted at 12:38PM Oct 24, 2007 by Jeffrey Scroggs in Academic Advising  |  Comments[2]