Doctor Of Philosophy (Phd) With A Specialization In Mathematical Finance (Mathematical And Statistical Sciences)

Students entering the program with no MSc or with an MSc from this Department must complete a minimum of ?32 in coursework, including a ?2 colloquium requirement, and a thesis. Courses taken during the MSc in this department may be included in this total. Students entering the program with an MSc from outside the Department must complete a minimum of ?20 in coursework, including a ?2 colloquium requirement, and a thesis. Core Courses (?12): Core courses must be completed in the Entrance Year of the doctoral program MATH 515 MATH 520 MATH 510 One of the following: STAT 571 STAT 580 MATH 505 MATH 508 Optional courses: If available, MATH 625 and FIN 654 must be included in the program All coursework must be chosen in consultation with the supervisor Graduate courses offered by the School of Business may be used as deemed appropriate All coursework to be counted towards the program requirements must be approved by the Associate Chair (Graduate Studies). Additional coursework may be required. Graduate Colloquium (?2): Students must complete two terms of MATH 601 and give a presentation in the Graduate Colloquium, unless this requirement was fulfilled as an MSc student in the Department. Thesis: Registration in 900-level THES. The principal requirement for the PhD is a substantial contribution to knowledge, embodied in a thesis. Candidacy Exam: It is strongly recommended that students take their candidacy exam before the end of their second year in the PhD program. All course requirements should have been met prior to the candidacy exam. Entrance Year Academic Standing Requirement: By the end of the second term in the program, PhD students must have passed four core courses with a minimum GPA of 3.6. Core courses taken as an undergraduate or MSc student are included in this calculation. Failure to meet the required GPA may result in a recommendation by the Associate Chair (Graduate Studies) to FGSR that the student be placed on academic probation or required to withdraw. Length of Program: The program is designed to be completed within four years. The maximum time to complete the PhD program as set by the Faculty of Graduate Studies and Research is six years.