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Department of Mathematics
Degree Programs:
Full-Time: M.A., M.Phil., Ph.D. Part-Time/Full-Time: Free-Standing M.A. in Mathematics with a specialization in the Mathematics of Finance
Chair:
Igor
M
Krichever, Ph.D.
509 Mathematics
Tel:
212.854.4112
Director of Graduate Studies:
Peter
Ozsvath,
Ph.D.
620 Mathematics
Tel:
212.854.4757
The department has an intensive Ph.D. program designed for full-time students planning careers in research and university teaching. After fulfilling the requirements for the M.A. degree in Mathematics, a graduate student takes a variety of advanced courses offered by the department and, in some cases, by certain related departments. The student also may participate in seminars related to his or her interests.
Admission is limited and competitive. Applicants should have an undergraduate degree in mathematics from a college with strong mathematical offerings. The department recommends a reading knowledge of one language (French, German, or Russian) at the time of admission, but this is not required. Doctoral students generally receive four years of full fellowship support and in return are required to participate in the teaching program for three years beginning in the second year of study. The M.A. degree is earned, as a matter of course, after completing two residence units and the written qualifying examination.
Fellowships are awarded in recognition of academic achievement and in expectation of scholarly success. Teaching and research experience are considered an important aspect of the training of graduate students. Thus, graduate fellowships include some teaching and research apprenticeship.
Deadline for Ph.D.: December 15
Special Admission Requirements
In addition to the requirements listed below, all students must submit
1 official transcript showing courses and grades per school attended, a
Statement of Academic Purpose and 3 letters of evaluation from academic sources. All
international students whose native language is not English or whose
undergraduate degree is from an institution in a country whose official
language is not English, must submit scores of the Test of English as a
Foreign Language (TOEFL) or IELTS. For more information, refer to our Admissions Information and Frequently Asked Questions pages.
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DEGREE:
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Ph.D.
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Deadline for Fall Admission
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December 15
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Deadline for Spring Admission
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no spring admission
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Resume/CV
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yes
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Writing Sample
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No
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GRE General
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yes
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GRE Subject
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yes
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Miscellaneous
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see below
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Admission is limited and competitive. Applicants should present a major in mathematics for a recognized college or institution with strong mathematics offerings. The department recommends, but does not require, a reading knowledge of one language (French, German or Russian) at the time of admission.
M.A. in Mathematics with a specialization in Mathematics of Finance
In conjunction with the Department of Statistics, the Department of Mathematics offers an M.A. in Mathematics with a specialization in the Mathematics of Finance. The program concentrates on the advanced quantitative methods required for modern finance and draws on the diverse strengths of Columbia in stochastic processes, numerical methods and application to finance. The program consists of ten courses, of which seven are required and three are electives. Topics covered include probability and random processes, statistics, partial differential equations, financial markets and instruments, valuation and hedging techniques, and computational and simulation methods. Students may fulfill requirements while registered either full-time (one year) or part-time (two or more years). All required courses are available in the evenings. In addition to the regular course work, students attend a weekly seminar in which distinguished practitioners discuss their research, give mini-courses and suggest open problems.
In addition to the requirements listed below, all students must submit
1 official transcript showing courses and grades per school attended, a
Statement of Academic Purpose and 3 letters of evaluation from academic sources. All
international students whose native language is not English or whose
undergraduate degree is from an institution in a country whose official
language is not English, must submit scores of the Test of English as a
Foreign Language (TOEFL) or IELTS. For more information, refer to our Admissions Information and Frequently Asked Questions pages.
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DEGREE:
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Master's Only
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Deadline for Fall Admission
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*March 1 for early admission
May 31 for all admission
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Deadline for Spring Admission
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no spring admission
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Resume/CV
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Yes
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Writing Sample
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No
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GRE General
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recommended can be replaced by GMAT
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GRE Subject
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No
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Miscellaneous
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**see below
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*Decisions should be mailed by mid-to-late April.
**Recommended
prerequisites: calculus, linear algrebra, elementary differential
equations, probability, statistics. If possible, an exposure to
advanced calculus and mathematical analysis. Additional information on
prerequisties can be found here.
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