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Statistics and Actuarial Science | Faculty of Science Simon Fraser University Calendar | Summer 2019

Actuarial Science Major

Bachelor of Science

The Department of Statistics and Actuarial Science offers a bachelor of science (BSc) program in actuarial science within the Faculty of Science.

The program maintains a committee of advisors whose office hours are available at the general office and at www.stat.sfu.ca. Students should seek advice early in their academic careers about program planning from the department's advisors.

Admission Requirements

The program admits approximately 25-30 students each year. Students will be selected competitively.

For admission, students normally complete each lower division required course in mathematics and statistics, or its equivalent, with a minimum C+ grade. Students are also normally required to have completed ACMA 101 and ACMA 210 with a minimum grade of C+ and have a cumulative grade point average (CGPA) of at least 3.0.

Achieving the minimum grade requirements will not guarantee program admission.

Students normally apply for admission in the term in which they complete ACMA 210 and ACMA 101 or have completed ACMA 101.

Courses for Further Credit

No student may complete, for further credit, any course offered by the Department of Statistics and Actuarial Science which is a prerequisite for a course the student has already completed with a grade of C- or higher without permission of the department.

Computing Recommendation

Some experience with a high level programming language is recommended by the beginning of the second year.

Prerequisite Grade Requirement

Students must have a grade of C- or better in prerequisites for STAT courses. Students must have a grade of C or better in prerequisites for ACMA courses.

GPA Required for Continuation

To continue in the program, students must maintain at least a 2.25 grade point average in MATH, STAT, MACM or ACMA courses.

Graduation Requirement

Students are required to complete a minimum of 44 upper division units including a minimum of 28 units in the major subject or field, and achieve a CGPA of 2.50 or better to graduate.

Program Requirements

Students complete 120 units, as specified below.

Graduation Grade Point Averages

Lower Division Requirements

Students complete all of

ACMA 101 - Introduction to Insurance (3)

General overview of universally useful concepts in insurance, pensions and financial management. Typical life, health and property & casualty insurance products; underwriting; pricing; reserving; regulation; social insurance; retirement plans and annuities; financial planning: mortgages, loans, wealth management. Corequisite: MATH 150, 151, 154 or 157. Quantitative/Breadth-Science.

ACMA 210 - Mathematics of Compound Interest (3)

Measurement of interest, present value. Equations of value. Basic annuities: immediate, due, perpetuity. General annuities. Yield rates: cash flow analysis, reinvestment rate, portfolio and investment year methods. Amortization schedules and sinking funds. Bonds and other securities. Inflation, yield curves, immunization. Applications: real estate mortgages, depreciation methods. Interest rate disclosure and regulation in Canada. Covers the interest theory portion of Exam FM of the Society of Actuaries. Prerequisite: MATH 152; or MATH 155 or MATH 158 with a grade of at least B. Quantitative.

BUS 251 - Financial Accounting I (3)

An introduction to financial accounting, including accounting terminology, understanding financial statements, analysis of a business entity using financial statements. Includes also time value of money and a critical review of the conventional accounting system. Prerequisite: 12 units. Quantitative.

Section Instructor Day/Time Location
D100 Anne Macdonald
Th 10:30 AM – 12:20 PM
AQ 3182, Burnaby
D101
Th 12:30 PM – 1:20 PM
RCB 7102, Burnaby
D102
Th 12:30 PM – 1:20 PM
RCB 7101, Burnaby
D103
Th 12:30 PM – 1:20 PM
WMC 2202, Burnaby
D104
Th 1:30 PM – 2:20 PM
RCB 7102, Burnaby
D105
Th 1:30 PM – 2:20 PM
RCB 7101, Burnaby
D106
Th 1:30 PM – 2:20 PM
WMC 2202, Burnaby
D107
Th 2:30 PM – 3:20 PM
RCB 7101, Burnaby
D108
Th 2:30 PM – 3:20 PM
WMC 2202, Burnaby
D200 Anne Macdonald
Fr 10:30 AM – 12:20 PM
SUR 5140, Surrey
D201
Fr 12:30 PM – 1:20 PM
SUR 5060, Surrey
D202
Fr 12:30 PM – 1:20 PM
SUR 3120, Surrey
D203
Fr 1:30 PM – 2:20 PM
SUR 5060, Surrey
D204
Fr 1:30 PM – 2:20 PM
SUR 3120, Surrey
BUS 254 - Managerial Accounting I (3)

Theory and methods of cost compilation for managerial planning, control and decision making; the use of budgets and analysis in planning and controlling operations, establishing supervisory and departmental responsibility, and various techniques of measuring results. Prerequisite: BUS 251; 15 units. Students with credit for BUS 324, BUS 328, or COMM 324 may not take BUS 254 for further credit. Quantitative.

Section Instructor Day/Time Location
D100 Hwee Cheng Tan
Th 12:30 PM – 2:20 PM
AQ 3181, Burnaby
D101
Th 10:30 AM – 11:20 AM
RCB 5125, Burnaby
D102
Th 10:30 AM – 11:20 AM
RCB 7102, Burnaby
D103
Th 10:30 AM – 11:20 AM
RCB 7101, Burnaby
D104
Th 11:30 AM – 12:20 PM
RCB 5125, Burnaby
D105
Th 11:30 AM – 12:20 PM
RCB 7102, Burnaby
D106
Th 11:30 AM – 12:20 PM
RCB 7101, Burnaby
D107
Th 10:30 AM – 11:20 AM
AQ 5004, Burnaby
E100 Hwee Cheng Tan
Th 4:30 PM – 6:20 PM
AQ 3153, Burnaby
E101
Th 6:30 PM – 7:20 PM
AQ 5004, Burnaby
E102
Th 6:30 PM – 7:20 PM
AQ 5009, Burnaby
E103
Th 7:30 PM – 8:20 PM
AQ 5004, Burnaby
E104
Th 7:30 PM – 8:20 PM
AQ 5009, Burnaby
ECON 103 - Principles of Microeconomics (4)

The principal elements of theory concerning utility and value, price and costs, factor analysis, productivity, labor organization, competition and monopoly, and the theory of the firm. Students with credit for ECON 200 cannot take ECON 103 for further credit. Quantitative/Breadth-Soc.

Section Instructor Day/Time Location
D100 Kristin Dust
We 9:30 AM – 10:20 AM
Fr 8:30 AM – 10:20 AM
SSCB 9201, Burnaby
WMC 3520, Burnaby
D101
We 10:30 AM – 11:20 AM
SWH 10075, Burnaby
D102
We 11:30 AM – 12:20 PM
RCB 7105, Burnaby
D103
We 12:30 PM – 1:20 PM
RCB 6136, Burnaby
D104
We 1:30 PM – 2:20 PM
RCB 5100, Burnaby
D105
We 2:30 PM – 3:20 PM
RCB 7105, Burnaby
D106
We 3:30 PM – 4:20 PM
RCB 7105, Burnaby
D107
We 4:30 PM – 5:20 PM
RCB 7105, Burnaby
D108
Th 8:30 AM – 9:20 AM
WMC 3251, Burnaby
D109
Th 9:30 AM – 10:20 AM
WMC 2268, Burnaby
D110
Th 11:30 AM – 12:20 PM
WMC 3517, Burnaby
D111
Th 12:30 PM – 1:20 PM
WMC 3251, Burnaby
D112
Th 1:30 PM – 2:20 PM
WMC 2260, Burnaby
D900 Seong Choi
Tu, Th 12:30 PM – 2:20 PM
SUR 2600, Surrey
ECON 105 - Principles of Macroeconomics (4)

The principal elements of theory concerning money and income, distribution, social accounts, public finance, international trade, comparative systems, and development and growth. Students with credit for ECON 205 cannot take ECON 105 for further credit. Quantitative/Breadth-Soc.

Section Instructor Day/Time Location
D100 Junjie Liu
Tu 8:30 AM – 10:20 AM
Th 8:30 AM – 9:20 AM
AQ 3182, Burnaby
AQ 3182, Burnaby
D101
Tu 12:30 PM – 1:20 PM
BLU 10655, Burnaby
D102
Tu 3:30 PM – 4:20 PM
AQ 5017, Burnaby
D103
Tu 4:30 PM – 5:20 PM
AQ 5017, Burnaby
D104
We 8:30 AM – 9:20 AM
BLU 10901, Burnaby
D105
We 9:30 AM – 10:20 AM
BLU 11911, Burnaby
D106
We 10:30 AM – 11:20 AM
BLU 9655, Burnaby
D107
We 11:30 AM – 12:20 PM
BLU 9655, Burnaby
D108
We 12:30 PM – 1:20 PM
BLU 9655, Burnaby
D109
We 1:30 PM – 2:20 PM
BLU 9655, Burnaby
D110
We 2:30 PM – 3:20 PM
BLU 9655, Burnaby
D111
We 3:30 PM – 4:20 PM
BLU 9655, Burnaby
D112
We 4:30 PM – 5:20 PM
RCB 7102, Burnaby
D900 Seong Choi
Tu, Th 2:30 PM – 4:20 PM
SUR 2600, Surrey
MATH 152 - Calculus II (3)

Riemann sum, Fundamental Theorem of Calculus, definite, indefinite and improper integrals, approximate integration, integration techniques, applications of integration. First-order separable differential equations and growth models. Sequences and series, series tests, power series, convergence and applications of power series. Prerequisite: MATH 150 or 151; or MATH 154 or 157 with a grade of at least B. Students with credit for MATH 155 or 158 may not take this course for further credit. Quantitative.

Section Instructor Day/Time Location
D100 Vijay Singh
Mo, We, Fr 8:30 AM – 9:20 AM
SSCB 9200, Burnaby
OP01
TBD
MATH 251 - Calculus III (3)

Rectangular, cylindrical and spherical coordinates. Vectors, lines, planes, cylinders, quadric surfaces. Vector functions, curves, motion in space. Differential and integral calculus of several variables. Vector fields, line integrals, fundamental theorem for line integrals, Green's theorem. Prerequisite: MATH 152; or MATH 155 or MATH 158 with a grade of at least B. Recommended: It is recommended that MATH 240 or 232 be taken before or concurrently with MATH 251. Quantitative.

Section Instructor Day/Time Location
D100 Ralf Wittenberg
Mo, We, Fr 1:30 PM – 2:20 PM
SSCC 9001, Burnaby
OP01
TBD
STAT 270 - Introduction to Probability and Statistics (3)

Basic laws of probability, sample distributions. Introduction to statistical inference and applications. Prerequisite: or Corequisite: MATH 152 or 155 or 158. Students wishing an intuitive appreciation of a broad range of statistical strategies may wish to take STAT 100 first. Quantitative.

Section Instructor Day/Time Location
C100 Distance Education
D100 Tim Swartz
We 11:30 AM – 12:20 PM
Fr 10:30 AM – 12:20 PM
AQ 3182, Burnaby
AQ 3182, Burnaby
OP01
TBD
STAT 285 - Intermediate Probability and Statistics (3)

This course is a continuation of STAT 270. Review of probability models. Procedures for statistical inference using survey results and experimental data. Statistical model building. Elementary design of experiments. Regression methods. Introduction to categorical data analysis. Prerequisite: STAT 270. Quantitative.

and one of

MATH 150 - Calculus I with Review (4)

Designed for students specializing in mathematics, physics, chemistry, computing science and engineering. Topics as for Math 151 with a more extensive review of functions, their properties and their graphs. Recommended for students with no previous knowledge of Calculus. In addition to regularly scheduled lectures, students enrolled in this course are encouraged to come for assistance to the Calculus Workshop (Burnaby), or Math Open Lab (Surrey). Prerequisite: Pre-Calculus 12 (or equivalent) with a grade of at least B+, or MATH 100 with a grade of at least B-, or achieving a satisfactory grade on the Simon Fraser University Calculus Readiness Test. Students with credit for either MATH 151, 154 or 157 may not take MATH 150 for further credit. Quantitative.

Section Instructor Day/Time Location
C100 Distance Education
D100 Randall Pyke
Mo 1:30 PM – 2:20 PM
Tu, We, Fr 1:30 PM – 2:20 PM
EDB 7618, Burnaby
AQ 3005, Burnaby
OP01
TBD
MATH 151 - Calculus I (3) *

Designed for students specializing in mathematics, physics, chemistry, computing science and engineering. Logarithmic and exponential functions, trigonometric functions, inverse functions. Limits, continuity, and derivatives. Techniques of differentiation, including logarithmic and implicit differentiation. The Mean Value Theorem. Applications of differentiation including extrema, curve sketching, Newton's method. Introduction to modeling with differential equations. Polar coordinates, parametric curves. Prerequisite: Pre-Calculus 12 (or equivalent) with a grade of at least A, or MATH 100 with a grade of at least B, or achieving a satisfactory grade on the Simon Fraser University Calculus Readiness Test. Students with credit for either MATH 150, 154 or 157 may not take MATH 151 for further credit. Quantitative.

and one of

MATH 232 - Applied Linear Algebra (3)

Linear equations, matrices, determinants. Introduction to vector spaces and linear transformations and bases. Complex numbers. Eigenvalues and eigenvectors; diagonalization. Inner products and orthogonality; least squares problems. An emphasis on applications involving matrix and vector calculations. Prerequisite: MATH 150 or 151; or MACM 101; or MATH 154 or 157, both with a grade of at least B. Students with credit for MATH 240 make not take this course for further credit. Quantitative.

Section Instructor Day/Time Location
D100 Randall Pyke
Mo, We, Fr 2:30 PM – 3:20 PM
SUR 2600, Surrey
OP01
TBD
MATH 240 - Algebra I: Linear Algebra (3) *

Linear equations, matrices, determinants. Real and abstract vector spaces, subspaces and linear transformations; basis and change of basis. Complex numbers. Eigenvalues and eigenvectors; diagonalization. Inner products and orthogonality; least squares problems. Applications. Subject is presented with an abstract emphasis and includes proofs of the basic theorems. Prerequisite: MATH 150 or 151; or MACM 101; or MATH 154 or 157, both with a grade of at least B. Students with credit for MATH 232 cannot take this course for further credit. Quantitative.

Section Instructor Day/Time Location
D100 Ralf Wittenberg
Mo, Fr 11:30 AM – 12:20 PM
We 11:30 AM – 12:20 PM
SWH 10041, Burnaby
WMC 3260, Burnaby
OPO1
TBD

and one of

CMPT 110 - Programming in Visual Basic (3)

Topics will include user interfaces, objects, event-driven programming, program design, and file and data management. Prerequisite: BC mathematics 12 (or equivalent) or any 100 level MATH course. Students with credit for, or are currently enrolled in a computing science course at the 200 level or higher, or ITEC 240, 241 or 242 may not take this course for further credit. Quantitative.

CMPT 125 - Introduction to Computing Science and Programming II (3)

A rigorous introduction to computing science and computer programming, suitable for students who already have some background in computing science and programming. Intended for students who will major in computing science or a related program. Topics include: fundamental algorithms; elements of empirical and theoretical algorithmics; abstract data types and elementary data structures; basic object-oriented programming and software design; computation and computability; specification and program correctness; and history of computing science. Prerequisite: CMPT 120. Corequisite: CMPT 127. Students with credit for CMPT 126, 129, 135 or CMPT 200 or higher may not take for further credit. Quantitative.

Section Instructor Day/Time Location
D100 Bobby Chan
Mo, We, Fr 9:30 AM – 10:20 AM
AQ 3182, Burnaby
CMPT 128 - Introduction to Computing Science and Programming for Engineers (3)

An introduction to computing science and computer programming, suitable for students wishing to major in Engineering Science or a related program. This course introduces basic computing science concepts, and fundamentals of object oriented programming. Topics include: fundamental algorithms and problem solving; abstract data types and elementary data structures; basic object-oriented programming and software design; elements of empirical and theoretical algorithmics; computation and computability; specification and program correctness; and history of computing science. The course will use a programming language commonly used in Engineering Science. Prerequisite: BC Math 12 (or equivalent, or any of MATH 100, 150, 151, 154, or 157). Students with credit for CMPT 102, 120, 130 or 166 may not take this course for further credit. Students who have taken CMPT 125, 129, 135, or CMPT 200 or higher first may not then take this course for further credit. Quantitative/Breadth-Science.

CMPT 129 - Introduction to Computing Science and Programming for Mathematics and Statistics (3) *

A second course in computing science and programming intended for students studying mathematics, statistics or actuarial science and suitable for students who already have some background in computing science and programming. Topics include: a review of the basic elements of programming: use and implementation of elementary data structures and algorithms; fundamental algorithms and problem solving; basic object-oriented programming and software design; computation and computabiiity and specification and program correctness. Prerequisite: CMPT 102 or CMPT 120. Students with credit for CMPT 125 or 135 may not take this course for further credit. Quantitative.

CMPT 130 - Introduction to Computer Programming I (3)

An introduction to computing science and computer programming, using a systems oriented language, such as C or C++. This course introduces basic computing science concepts. Topics will include: elementary data types, control structures, functions, arrays and strings, fundamental algorithms, computer organization and memory management. Prerequisite: BC Math 12 (or equivalent, or any of MATH 100, 150, 151, 154, or 157). Students with credit for CMPT 102, 120, 128 or 166 may not take this course for further credit. Students who have taken CMPT 125, 129 or 135 first may not then take this course for further credit. Quantitative/Breadth-Science.

and two ENGL or PHIL courses.

* Recommended

Upper Division Requirements

Students complete the following courses:

all of

ACMA 320 - Actuarial Mathematics I (5)

Survival distributions: age at death, life tables, fractional ages, mortality laws, select and ultimate life tables. Life insurance: actuarial present value function (apv), moments of apv, basic life insurance contracts, portfolio. Life annuities: actuarial accumulation function, moments of apv, basic life annuities. Net annual premiums: actuarial equivalence principle, loss function, accumulation type benefits. Actuarial reserves: prospective loss function, basic contracts, recursive equations, fractional durations. Covers part of the syllabus for Exam M of the Society of Actuaries and Exam 3 of the Casualty Actuarial Society, and covers practical applications such as computational aspects of pricing and reserving, and risk measurement of insurance portfolios. Prerequisite: STAT 285 and ACMA 210 (with a grade of C+ or higher). Quantitative.

ACMA 340 - Financial Economics for Actuaries (3)

Actuarial models and their application to insurance and financial risks. Introductory derivatives: stocks, forwards, futures, swaps. Options: types, styles, parity and other relationships. Option strategies and risk management. Discrete-time models: binomial models, multi-period models. Continuous-time models: Black-Scholes-Merton model. Monte Carlo methods. Exotic options: Asian, barrier, gap options. Prerequisite: ACMA 210 and STAT 285. Quantitative.

ACMA 355 - Loss Models I (3)

Severity models. Risk measures. Frequency models. Estimation: complete data, modified data, empirical distribution, Nelson-Aalen, ogive, Kaplan-Meier, kernel density, interval. Parametric estimation: method of moments, MLE. Bayesian estimation. Model selection. Covers part of the syllabus for Exam C of the Society of Actuaries and Exam 4 of the Casualty Actuarial Society. Corequisite: STAT 330. Quantitative.

STAT 330 - Introduction to Mathematical Statistics (3)

Review of probability and distributions. Multivariate distributions. Distributions of functions of random variables. Limiting distributions. Inference. Sufficient statistics for the exponential family. Maximum likelihood. Bayes estimation, Fisher information, limiting distributions of MLEs. Likelihood ratio tests. Prerequisite: STAT 285, MATH 251, and one of MATH 232 or MATH 240. Quantitative.

and two of

ACMA 425 - Actuarial Mathematics II (3)

Actuarial reserves: allocation of the loss to the policy years. Multiple life functions: joint-life, last-survivor. Multiple decrement models: stochastic and deterministic approaches, associated single decrement, fractional durations. Valuation theory for pension plans. Insurance models including expenses: gross premiums and reserves, type of expenses, modified reserves. Nonforfeiture benefits and dividends: equity concept, cash values insurance options, asset shares, dividends. Covers part of the syllabus for Exam M of the Society of Actuaries and Exam 3 of the Casualty Actuarial Society. Prerequisite: ACMA 320. Quantitative.

ACMA 440 - Models for Financial Economics (3)

Advanced actuarial models and their application to insurance and financial risks. Exotic options. Market-making, hedging and option greeks. Introduction to stochastic calculus: Ito's lemma, risk neutrality, fundamental theorems of asset pricing. Interest rate modelling and derivatives. Advanced option pricing models. Implied volatility and empirical issues. Actuarial applications: variable annuities. Prerequisite: ACMA 320 and ACMA 340. Quantitative.

ACMA 455 - Loss Models II (3)

Frequency and severity with coverage modifications: deductibles, policy limit, coinsurance. Aggregate loss models. Conjugate priors, linear exponential family. Credibility models. Estimation: empirical Bayes, nonparametric, semiparametric. Simulations. Stochastic processes: Poisson and compound Poisson processes. Covers part of the syllabus for Exam C of the Society of Actuaries and Exam 4 of the Casualty Actuarial Society. Prerequisite: ACMA 320 and ACMA 355. Quantitative.

and one of

ACMA 395 - Special Topics in Actuarial Science (3)

Topics in areas of actuarial science not covered in the regular curriculum of the department. Prerequisite: Dependent on the topics covered.

ACMA 465 - Demography and Mortality Models (3)

Measures of mortality and fertility: Crude rates, age-specific mortality rates, adjusted measures of mortality. Construction of life tables from census data. Stationary population theory: survivorship group, Lexis diagram. Stable population theory: Sharpe-Lotka theorem, growth rate, quasi-stable populations. Mortality models. Longevity risk. Prerequisite: ACMA 320. Quantitative.

ACMA 470 - Property and Casualty Insurance (3)

Ratemaking: terminology, process, trend, ultimate losses, expense provisions, profit and contingencies, overall rate indications, classification rates, increased limits. Individual risk rating: prospective systems, retrospective rating, design. Loss Reserving: accounting concepts, definitions, principles, loss reserving process. Risk classification: relationship to other mechanisms, criteria for selecting rating variables, examples, efficiency, estimating class relativities. Covers part of the syllabus for Exam 5 of Casualty Actuarial Society. Prerequisite: ACMA 320. Students with credit for ACMA 490 or STAT 490 may not take this course for further credit. Quantitative.

ACMA 475 - Theory of Pension (3)

Overview of pension plans: design, funding, regulation, accounting standards. Pension funding methods: actuarial cost methods, terminal funding method. Individual actuarial cost methods: accrual benefit cost method, entry-age actuarial cost method, unit-credit method, individual-level-premium method, attainted-age-normal method. Group actuarial cost methods. Prerequisite: ACMA 320. Corequisite: ACMA 425. Students with credit for STAT 490 or ACMA 490 may not take this course for further credit. Quantitative.

ACMA 490 - Selected Topics in Actuarial Science (3)

The topics included in this course will vary from term to term depending on faculty availability and student interest. Prerequisite: Dependent on the topic covered.

and four of

ACMA 360W - Actuarial Communication (3)

Guided experiences in written and oral communication of actuarial ideas and results to both expert and lay audiences. Prerequisite: ACMA 320. Students who have taken STAT 300W first may not then take this course for further credit. Writing/Quantitative.

BUS 312 - Introduction to Finance (4)

Role and function of financial managers, financial analysis, compound interest valuation and capital budgeting, management of current assets, introduction to financial instruments and institutions. Prerequisite: BUS 254 (or 324); 45 units. Recommended: BUS 207, ECON 201, or ECON 301. Quantitative.

Section Instructor Day/Time Location
D100 Ron Zitron
Th 8:30 AM – 12:20 PM
SSCB 9200, Burnaby
D200 Ron Zitron
Fr 9:30 AM – 1:20 PM
SUR 3090, Surrey
BUS 315 - Investments (4)

Investments from an individual and institutional point of view. Topics include: bond valuation and the term structure of interest rates, stock valuation, portfolio theory, asset pricing models, efficient markets and portfolio performance evaluation. Prerequisite: BUS 312, BUS 336 and BUS 207 or ECON 201 or ECON 301; 45 units. Quantitative.

Section Instructor Day/Time Location
D100 M EMRUL HASAN
Th 1:30 PM – 5:20 PM
WMC 3260, Burnaby
ECON 302 - Microeconomic Theory II: Strategic Behavior (4)

Aspects of microeconomic theory concerned with strategic behavior, imperfect information, and market failure. Topics include game theory and oligopoly; uncertainty and insurance; asymmetric information and market power, externalities and public goods, together with related issues in welfare economics. Prerequisite: ECON 201 or 301; 60 Units. Quantitative.

Section Instructor Day/Time Location
D100 Thomas Vigie
Mo 2:30 PM – 4:20 PM
We 2:30 PM – 3:20 PM
WMC 3520, Burnaby
SSCK 9500, Burnaby
D101
Tu 8:30 AM – 9:20 AM
RCB 5120, Burnaby
D102
Tu 9:30 AM – 10:20 AM
AQ 5038, Burnaby
D103
Tu 12:30 PM – 1:20 PM
WMC 3251, Burnaby
D104
We 8:30 AM – 9:20 AM
WMC 2268, Burnaby
D105
We 9:30 AM – 10:20 AM
BLU 9655, Burnaby
D106
We 11:30 AM – 12:20 PM
AQ 5015, Burnaby
D107
We 12:30 PM – 1:20 PM
AQ 5020, Burnaby
D108
We 1:30 PM – 2:20 PM
WMC 3251, Burnaby
ECON 305 - Intermediate Macroeconomic Theory (4)

Concepts and methods of analysis of macroeconomic variables -- consumption, investment, government and foreign trade. Classical and Keynesian models compared; analysis of economic statics and dynamics. Prerequisite: ECON 201 or 301, 60 units. Students with a minimum grade of A- in ECON 103 and 105 at Simon Fraser University at their first attempt can complete ECON 305 concurrently with ECON 201 after 30 units. Students seeking permission to register on this basis must contact the undergraduate advisor in economics. Quantitative.

Section Instructor Day/Time Location
D100 Kenneth Kasa
Tu 10:30 AM – 11:20 AM
Th 9:30 AM – 11:20 AM
WMC 3520, Burnaby
WMC 3520, Burnaby
D101
Tu 11:30 AM – 12:20 PM
WMC 3251, Burnaby
D102
Tu 12:30 PM – 1:20 PM
WMC 2268, Burnaby
D103
We 9:30 AM – 10:20 AM
RCB 6122, Burnaby
D104
We 10:30 AM – 11:20 AM
WMC 3251, Burnaby
D105
We 12:30 PM – 1:20 PM
WMC 3251, Burnaby
D106
We 1:30 PM – 2:20 PM
WMC 2268, Burnaby
D107
We 2:30 PM – 3:20 PM
WMC 2268, Burnaby
D108
Th 8:30 AM – 9:20 AM
RCB 7102, Burnaby
D109
We 8:30 AM – 9:20 AM
WMC 2260, Burnaby
D110
We 3:30 PM – 4:20 PM
WMC 3251, Burnaby
MACM 316 - Numerical Analysis I (3)

A presentation of the problems commonly arising in numerical analysis and scientific computing and the basic methods for their solutions. Prerequisite: MATH 152 or 155 or 158, and MATH 232 or 240, and computing experience. Quantitative.

Section Instructor Day/Time Location
D100 Benjamin Adcock
Mo, We, Fr 10:30 AM – 11:20 AM
RCB IMAGTH, Burnaby
D101
Mo 2:30 PM – 3:20 PM
WMC 2830, Burnaby
D102
Mo 3:30 PM – 4:20 PM
WMC 2830, Burnaby
D103
Tu 10:30 AM – 11:20 AM
WMC 2830, Burnaby
D104
Tu 11:30 AM – 12:20 PM
WMC 2830, Burnaby
D105
Tu 9:30 AM – 10:20 AM
WMC 2830, Burnaby
D106
Tu 1:30 PM – 2:20 PM
WMC 2830, Burnaby
D107
Mo 4:30 PM – 5:20 PM
WMC 2830, Burnaby
D108
Mo 5:30 PM – 6:20 PM
WMC 2830, Burnaby
D109
Mo 11:30 AM – 12:20 PM
WMC 2830, Burnaby
MATH 309 - Continuous Optimization (3)

Theoretical and computational methods for investigating the minimum of a function of several real variables with and without inequality constraints. Applications to operations research, model fitting, and economic theory. Prerequisite: MATH 232 or 240, and 251. Quantitative.

MATH 310 - Introduction to Ordinary Differential Equations (3)

First-order differential equations, second- and higher-order linear equations, series solutions, introduction to Laplace transform, systems and numerical methods, applications in the physical, biological and social sciences. Prerequisite: MATH 152; or MATH 155/158 with a grade of at least B, MATH 232 or 240. Quantitative.

Section Instructor Day/Time Location
D100 Simone Brugiapaglia
Mo, We, Fr 12:30 PM – 1:20 PM
SSCC 9001, Burnaby
D101
We 2:30 PM – 3:20 PM
WMC 2830, Burnaby
D102
We 3:30 PM – 4:20 PM
WMC 2830, Burnaby
D103
Th 10:30 AM – 11:20 AM
WMC 2830, Burnaby
D104
Th 11:30 AM – 12:20 PM
WMC 2830, Burnaby
D105
Th 9:30 AM – 10:20 AM
WMC 2830, Burnaby
D106
Th 12:30 PM – 1:20 PM
WMC 2830, Burnaby
D107
Th 1:30 PM – 2:20 PM
WMC 2830, Burnaby
D109
Mo 4:30 PM – 5:20 PM
AQ 5037, Burnaby
STAT 341 - Introduction to Statistical Computing and Exploratory Data Analysis - R (2)

Introduces the R statistical package. Data management; reading, editing and storing statistical data; data exploration and representation; summarizing data with tables, graphs and other statistical tools; and data simulation. Prerequisite: STAT 285 or STAT 302 or STAT 305 or BUEC 333 or equivalent. Students with credit for STAT 340 may not take STAT 341 for further credit.

STAT 342 - Introduction to Statistical Computing and Exploratory Data Analysis - SAS (2)

Introduces the SAS statistical package. Data management; reading, editing and storing statistical data; data exploration and representation; summarizing data with tables, graphs and other statistical tools; and data simulation. Prerequisite: STAT 285 or STAT 302 or STAT 305 or BUEC 333. Students with credit for STAT 340 may not take STAT 342 for further credit.

STAT 350 - Linear Models in Applied Statistics (3)

Theory and application of linear regression. Normal distribution theory. Hypothesis tests and confidence intervals. Model selection. Model diagnostics. Introduction to weighted least squares and generalized linear models. Prerequisite: STAT 285, MATH 251, and one of MATH 232 or MATH 240. Quantitative.

STAT 380 - Introduction to Stochastic Processes (3)

Review of discrete and continuous probability models and relationships between them. Exploration of conditioning and conditional expectation. Markov chains. Random walks. Continuous time processes. Poisson process. Markov processes. Gaussian processes. Prerequisite: STAT 330, or all of: STAT 285, MATH 208W, and MATH 251. Quantitative.

STAT 440 - Learning from Big Data (3)

A data-first discovery of advanced statistical methods. Focus will be on a series of forecasting and prediction competitions, each based on a large real-world dataset. Additionally, practical tools for statistical modeling in real-world environments will be explored. Prerequisite: 90 units including STAT 350 and one of STAT 341 or CMPT 225, or instructor approval. STAT 240 is also recommended.

STAT 445 - Applied Multivariate Analysis (3)

Introduction to principal components, cluster analysis, and other commonly used multivariate techniques. Prerequisite: STAT 285 or STAT 302 or STAT 305 or BUEC 333 or equivalent. Quantitative.

STAT 450 - Statistical Theory (3)

Distribution theory, methods for constructing tests, estimators, and confidence intervals with special attention to likelihood methods. Properties of the procedures including large sample theory. Prerequisite: STAT 330. Quantitative.

STAT 452 - Statistical Learning and Prediction (3)

An introduction to the essential modern supervised and unsupervised statistical learning methods. Topics include review of linear regression, classification, statistical error measurement, flexible regression and classification methods, clustering and dimension reduction. Prerequisite: STAT 302 or STAT 305 or STAT 350 or BUEC 333 or equivalent. Quantitative.

STAT 460 - Bayesian Statistics (3)

The Bayesian approach to statistics is an alternative and increasingly popular way of quantifying uncertainty in the presence of data. This course considers comparative statistical inference, prior distributions, Bayesian computation, and applications. Prerequisite: STAT 330 and 350. Quantitative.

STAT 475 - Applied Discrete Data Analysis (3)

Introduction to standard methodology for analyzing categorical data including chi-squared tests for two- and multi-way contingency tables, logistic regression, and loglinear (Poisson) regression. Prerequisite: STAT 302 or STAT 305 or STAT 350 or BUEC 333 or equivalent. Students with credit for the former STAT 402 or 602 may not take this course for further credit. Quantitative.

STAT 485 - Applied Time Series Analysis (3)

Introduction to linear time series analysis including moving average, autoregressive and ARIMA models, estimation, data analysis, forecasting errors and confidence intervals, conditional and unconditional models, and seasonal models. Prerequisite: STAT 285 or STAT 302 or STAT 305 or BUEC 333 or equivalent. This course may not be taken for further credit by students who have credit for ECON 484. Quantitative.

Certain elective courses are pre-approved courses for Valuation by Educational Experience (VEE) units from the Society of Actuaries. Information is available at www.soa.org

University Degree Requirements

Students must also satisfy University degree requirements for degree completion.

Writing, Quantitative, and Breadth Requirements

Students admitted to Simon Fraser University beginning in the fall 2006 term must meet writing, quantitative and breadth requirements as part of any degree program they may undertake. See Writing, Quantitative, and Breadth Requirements for university-wide information.

WQB Graduation Requirements

A grade of C- or better is required to earn W, Q or B credit

Requirement

Units

Notes
W - Writing

6

Must include at least one upper division course, taken at Simon Fraser University within the student’s major subject
Q - Quantitative

6

Q courses may be lower or upper division
B - Breadth

18

Designated Breadth Must be outside the student’s major subject, and may be lower or upper division
6 units Social Sciences: B-Soc
6 units Humanities: B-Hum
6 units Sciences: B-Sci

6

Additional Breadth 6 units outside the student’s major subject (may or may not be B-designated courses, and will likely help fulfil individual degree program requirements)

Students choosing to complete a joint major, joint honours, double major, two extended minors, an extended minor and a minor, or two minors may satisfy the breadth requirements (designated or not designated) with courses completed in either one or both program areas.

 

Residency Requirements and Transfer Credit

  • At least half of the program's total units must be earned through Simon Fraser University study.
  • At least two thirds of the program's total upper division units must be earned through Simon Fraser University study.

Elective Courses

In addition to the courses listed above, students should consult an academic advisor to plan the remaining required elective courses.