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Course Criteria
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3.00 Credits
09S: 10A Offered in alternate years This course is a continuation of Mathematics 86 with an emphasis on the mathematics underlying fixed income derivatives. Topics may include: stochastic calculus, Radon-Nikodym derivative and change of measure, Girsanov's theorem, the Martingale representation theorem, interest rate models (e.g, H-J-M, Ho-Lee, Vasicek, C-I-R), interest rate derivatives, interest rate trees and model calibration, and credit derivatives. Prerequisites: Mathematics 86. Dist: QDS. Chu.
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3.00 Credits
All terms: Arrange Open only to students who are officially registered in the Honors Program. Permission of the adviser to majors and thesis adviser required. This course does not serve for major credit nor for distributive credit, and may be taken at most twice.
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3.00 Credits
Not offered in the period from 08F through 10S This course satisfies the college's requirement for a culminating experience. The topic of the seminar will be chosen by the instructor. After an introduction by the instructor, students will prepare and present short talks on various aspects of the topic in order to develop and refine their ability to present mathematics orally. Each student will then make a formal oral presentation and prepare a written report on a topic chosen by the student and instructor. Students will prepare drafts of their report for feedback from the seminar participants and revise their work in light of this feedback. Students also doing an Honors Project may submit their project in lieu of the final written report.
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3.00 Credits
07F, 08S, 08F, 09S: 9L Methods for transforming raw facts into useful information. Directed toward students with an aptitude for mathematics. Emphasis is placed on the understanding, use, and both oral and written interpretation of exploratory data analysis within the rules of scientific method. With permission from the responsible department, MSS 15 may be used to satisfy some pre-medical, natural science, and social science departmental requirements in mathematics, statistics, and methodology. Limited enrollment. Prerequisite: Mathematics 3 or higher, or permission. Dist: QDS. Levine.
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3.00 Credits
07F: 2 08F: Arrange Disciplines such as anthropology, economics, sociology, psychology, and linguistics all now make extensive use of mathematical models, using the tools of calculus, probability, game theory, network theory, often mixed with a healthy dose of computing. This course introduces students to a range of techniques using current and relevant examples. Students interested in further study of these and related topics are referred to the courses listed in the Mathematics and Social Sciences program. Prerequisite: Mathematics 13, 20. Dist: TAS. Mileti.
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3.00 Credits
07F, 08F: Arrange Students will gather and analyze data on a variety of networks (institutions, communities, elites, friendship systems, kinship systems, trade networks, and the like). Techniques of analysis may include graph theory, text analysis, multidimensional scaling and cluster analysis, and a variety of special models. Not limited to students in the major. Prerequisite: Mathematics 3 or 6 and some knowledge of statistics, or permission of the instructor. Dist: QDS.
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3.00 Credits
Not offered in the period from 07F through 08S A course in mathematical models in psychology with emphasis on psychological foundations, applications, and testing. Topics will be chosen from information theory and its applications in memory, learning, language, and identification under uncertainty; probabilistic learning models; bargaining and its relation to n-person game theory; decision making under uncertainty; and thresholds and signal detectability. Prerequisite: Psychology 1, and Mathematics 3 or 6. Permission required.
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3.00 Credits
Not offered in the period from 07F through 08S The existence or non-existence of class structure in America, the opportunities for and the degree of upward mobility, and the relation between ability and success are central issues for sociology. Students will be responsible for understanding both social theory and technical methodology. They will complete a hands-on project, applying the theories of techniques of their choice (or of their invention) to detailed available data on the careers of American men and women of various ages, races, and family backgrounds.
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3.00 Credits
08S, 09S: Arrange Examination of the assumptions and interpretation of basic quantitative methods in the social sciences. Methods examined may include linear models, tabular analysis, and Tukey-Mosteller exploratory data analysis. Applications will be wide-ranging and customized to student research. Prior knowledge of elementary data analysis or elementary statistics is assumed. Prerequisite: Mathematics 13, or permission of the instructor. Dist: QDS.
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3.00 Credits
08W, 09W: Arrange Is there a fair method of voting to elect a candidate for political office or to apportion representation in Congress among the States We examine the benefits and problems of traditional plurality voting. Seeking criteria for fairness leads us to Arrow's axioms for a social welfare function and his 'impossibility' theorem. Alternatives to his assumptions are explored as are weighted voting schemes and approval voting, evaluating their advantages and drawbacks. We also explore the concept of fairness in apportionment of congressional districts. Throughout the course both mathematical and political concepts are used to analyze consequences, benefits, and costsPrerequisite: By permission only. Government 6 or other introduction to the U.S. political system, and Mathematics 3 or 6 recommended. Dist: QDS. Norman.
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