Course Description
First order linear and separable differential equations. Exponential growth with applications to continuous compounding. The logistic equation and variations. Introduction to systems of linear differential equations in R2. Dimensional analysis. Linear partial differential equations. Boundary value problems. The diffusion equation. Solutions to the Black-Scholes partial differential equations. Introduction to numerical methods.
Pre-requisites
MATH 235 or MATH 245, MATH 237 or MATH 247, STAT 230 or STAT 240 and (one of AFM 272/ACTSC 291, ACTSC 371, ECON 371, BUS 393W); Not open to AMATH and Gen Math stdts.