Explore Degrees Archive, 2010-11

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Home Accreditation Nondiscrimination Policy The Fundamental Standard Honor Code Current Information and Accuracy Statement Registrar's Office Academic Calendar 2010-11 Stanford's Mission University Governance and Organization The Board of Trustees Executive Officers The President Committees and Panels Appointed by the President The Provost Schools of the University The Academic Council Committees of the Academic Council Associated Students of Stanford University (ASSU) Admission and Financial Aid Undergraduate Admission Graduate Admission Nonmatriculated Study (Graduate Students) Postdoctoral Scholars Visiting Researchers Honors Cooperative Program Visas Holds and Rescission Undergraduate Financial Aid Undergraduate Financial Aid Application and Award Notification Process Graduate Financial Aid Fellowships and Assistantships Student Loans (Graduate Students) Coterminal Student Financial Aid Veterans’ Educational Benefits Tuition, Fees, and Housing Undergraduate Tuition Graduate Student Tuition International Students Application Fee ASSU Fees Document Fee Campus Health Service Fee Health Insurance Special Fees Payments Meal Plans Refunds Tuition Refund Schedule Housing Undergraduate Residences Graduate Residences Community Housing Transfer Work Undergraduate Transfer Work Graduate Residency Transfer Credit Undergraduate Degrees and Programs Degree Programs Bachelor of Arts (B.A.), Bachelor of Science (B.S.) Bachelor of Arts and Science (B.A.S.) Dual Bachelor's Degrees (Concurrent B.A. and B.S.) Second Bachelor's Degree Coterminal Bachelor's and Master's Degrees Degree Requirements General Education Requirements Language Requirement Writing and Rhetoric Requirement Credit Advanced Placement AP Scores and Placement Activity Courses Courses Taken on Satisfactory/No Credit or Credit/No Credit Basis Internship Guidelines Undergraduate Transfer Work Last Units out of Residence Concurrent Enrollment The Major Undergraduate Major Unit Requirements Multiple Majors Secondary Major Undergraduate Minor Baccalaureate Honors Special Registration Statuses (Undergraduate) Minimum Progress for Undergraduates Conferral of Degrees Graduate Degrees General Requirements Enrollment Requirements Leaves of Absence and Reinstatement (Graduate) Childbirth Accommodation Policy Residency Policy for Graduate Students University Minimum Residency Requirements for Graduate Degrees Coterminal Programs Residency Requirement Graduate Residency Transfer Credit Joint Degree Programs Graduate Units Requirements Minimum Progress Requirements for Graduate Students Guidelines for Dismissal of Graduate Students for Academic Reasons Terminal Graduate Registration (TGR) Graduate Tuition Adjustment Graduation Quarter Conferral of Degrees Changes of Degree Programs Degree-Specific Requirements Master of Arts and Master of Science Master’s Program Proposal Time Limit for Completion of the Master’s Degree Master in Public Policy Master of Business Administration Master of Fine Arts Master of Liberal Arts Engineer Candidacy Thesis Master of Legal Studies Master of Laws Master of the Science of Law Doctor of Jurisprudence Doctor of the Science of Law Doctor of Musical Arts Doctor of Medicine Doctor of Philosophy Candidacy Time Limit for Completion of a Degree with Candidacy Teaching and Research Requirements Foreign Language Requirement University Oral Examination Dissertation Doctoral Dissertation Reading Committee Ph.D. Minor Advising and Credentials Academic Policies and Statements Registration and Study Lists Study List Changes Repeated Courses Amount of Work Unit of Credit Auditing Religious Holidays Leaves of Absence and Reinstatement (Undergraduate) Records Transcripts Certification of Enrollment or Degrees Privacy of Students Records Notification of Rights Under FERPA Sharing Information with Parents Directory Information Consent to Use of Photographic Images Stanford University ID Number SUNet ID Identification Cards Examinations Midterms End-Quarter Policy Statement End-Quarter Examinations Statement Concerning Early Examinations Grading Systems Definition and Explanation of Grading Systems Reporting of Grades Revision of End-Quarter Grades Graduate School of Business Grades Stanford Law School Grades School of Medicine Grades Academic Standing Probation Provisional Registration Suspension Returning from Suspension Notification (Academic Standing) Student Academic Grievance Procedure Undergraduate Education Stanford Introductory Studies Introduction to the Humanities Program Program in Writing and Rhetoric Writing and Rhetoric 2 Requirement Hume Writing Center PWR Pedagogy Program Peer Writing Consultants Community Writing Project (CWP) Structured Liberal Education Introductory Seminars September Studies Sophomore College Arts Intensive Bing Honors College Freshman-Sophomore College Bing Overseas Studies Program Undergraduate Advising and Research Scholarships and Fellowships, and Post-Baccalaureate Studies Undergraduate Research Student Grant Programs Departmental and Faculty Sponsored Research Opportunities Center for Teaching and Learning CTL Services to Undergraduates and Graduate Students CTL Services to Faculty, Lecturers, and Teaching Assistants Oral Communication Program Graduate Education Graduate Policy Honor Code and Fundamental Standard Research Policies for Graduate Students Competitive Graduate Fellowship Programs Stanford Graduate Fellowships Program in Science and Engineering (SGF) Stanford Interdisciplinary Graduate Fellowships (SIGF) Graduate Student Diversity Cross-School Learning Opportunities Stanford Graduate Summer Institute (SGSI) Graduate School of Business School of Earth Sciences Undergraduate Programs in Earth Sciences Coterminal Bachelor's and Master's Degrees in Earth Sciences Graduate Programs in Earth Sciences Earth, Energy, and Environmental Sciences Graduate Program (EEES) Master of Science in Earth, Energy, and Environmental Sciences Doctor of Philosophy in Earth, Energy, and Environmental Sciences Earth Systems Bachelor of Science in Earth Systems Coterminal B.S. and M.S. Degrees in Earth Systems Overseas Studies Courses in Earth Systems Emmett Interdisciplinary Program in Environment and Resources (E-IPER) Master of Science in Environment and Resources Doctor of Philosophy in Environment and Resources Energy Resources Engineering Bachelor of Science in Energy Resources Engineering Minor in Energy Resources Engineering Coterminal B.S. and M.S. Program in Energy Resources Engineering Graduate Programs in Energy Resources Engineering Master of Science in Petroleum Engineering Master of Science in Energy Resources Engineering Engineer in Petroleum Engineering or Energy Resources Engineering Doctor of Philosophy in Petroleum Engineering or Energy Resources Engineering Ph.D. Minor in Petroleum Engineering or Energy Resources Engineering Environmental Earth System Science Master of Science in Environmental Earth System Science Doctor of Philosophy in Environmental Earth System Science Geological and Environmental Sciences Bachelor of Science in Geological and Environmental Sciences Engineering Geology and Hydrogeology Undergraduate Specialized Curriculum Minor in Geological and Environmental Sciences Coterminal B.S. and M.S. Degrees in Geological and Environmental Sciences Graduate Programs in Geological and Environmental Sciences Master of Science in Geological and Environmental Sciences Engineer Degree in Geological and Environmental Sciences Doctor of Philosophy in Geological and Environmental Sciences Ph.D. Minor in Geological and Environmental Sciences Geophysics Bachelor of Science in Geophysics Minor in Geophysics Coterminal B.S./M.S. Program in Geophysics Master of Science in Geophysics Doctor of Philosophy in Geophysics School of Education Honors Program in Education (Undergraduate) Minor in Education (Undergraduate) Coterminal Bachelor's and Master's Program in Education Master of Arts in Education Stanford Teacher Education Program (STEP) Doctoral Degrees in Education Ph.D. Minor in Education School of Engineering Undergraduate Programs in the School of Engineering Bachelor of Science in the School of Engineering Bachelor of Arts and Science (B.A.S.) in the School of Engineering Minor in the School of Engineering Aeronautics and Astronautics (AA) Minor Chemical Engineering (CHE) Minor Civil Engineering (CE) Minor Computer Science (CS) Minor Electrical Engineering (EE) Minor Environmental Engineering (ENV) Minor Management Science and Engineering (MS&E) Minor Materials Science and Engineering (MATSCI) Minor Mechanical Engineering (ME) Minor Aeronautics and Astronautics (AA) Architectural Design (AD) Atmosphere/Energy (A/E) Bioengineering (BIOE) Biomechanical Engineering (BME) Biomedical Computation (BMC) Chemical Engineering (CHE) Civil Engineering (CE) Computer Science (CS) Computer Systems Engineering (CSE) Electrical Engineering (EE) Engineering Physics (EPHYS) Environmental Engineering (ENV) Individually Designed Majors in Engineering (IDMENS) Management Science and Engineering (MS&E) Materials Science and Engineering (MATSCI) Mechanical Engineering (ME) Product Design (PD) Graduate Programs in the School of Engineering Curricula in the School of Engineering Master of Science in the School of Engineering Engineer in the School of Engineering Doctor of Philosophy in the School of Engineering Honors Cooperative Program Overseas Studies Courses in Engineering Aeronautics and Astronautics Bachelor of Science in Engineering (Aeronautics and Astronautics) Coterminal Degrees Program in Aeronautics and Astronautics Master of Science in Aeronautics and Astronautics Master of Science in Engineering (AA) Engineer in Aeronautics and Astronautics Doctor of Philosophy in Aeronautics and Astronautics Ph.D. Minor in Aeronautics and Astronautics Bioengineering Bachelor of Science in Engineering (Bioengineering) Coterminal B.S./M.S. Program in Bioengineering Master of Science in Bioengineering Doctor of Philosophy in Bioengineering Ph.D. Minor in Bioengineering M.D./Ph.D. Dual Degree Program Joint Degree Programs in Bioengineering and the School of Law Chemical Engineering Bachelor of Science in Chemical Engineering Coterminal Bachelor's and Master's Degrees in Chemical Engineering Master of Science in Chemical Engineering Engineer in Chemical Engineering Doctor of Philosophy in Chemical Engineering Ph.D. Minor in Chemical Engineering Civil and Environmental Engineering Bachelor of Science in Civil and Environmental Engineering Minor in Civil Engineering or Environmental Engineering Programs of Graduate Study in Civil and Environmental Engineering Coterminal B.S./M.S. Program in Civil and Environmental Engineering Master of Science in Civil and Environmental Engineering Engineer in Civil and Environmental Engineering Doctor of Philosophy in Civil and Environmental Engineering Ph.D. Minor in Civil and Environmental Engineering Overseas Studies Courses in Civil and Environmental Engineering Institute for Computational and Mathematical Engineering Master of Science in Computational and Mathematical Engineering Doctor of Philosophy in Computational and Mathematical Engineering Ph.D. Minor in Computational and Mathematical Engineering Computer Science Computer Science Course Catalog Numbering System Bachelor of Science in Computer Science Master of Science in Computer Science Doctor of Philosophy in Computer Science Ph.D. Minor in Computer Science Teaching and Research Assistantships in Computer Science Overseas Studies Courses in Computer Science Electrical Engineering Electrical Engineering Course Catalog Numbering System Master of Science in Electrical Engineering Engineer Degree in Electrical Engineering Doctor of Philosophy in Electrical Engineering Ph.D. Minor in Electrical Engineering Areas of Research in Electrical Engineering Overseas Studies Courses in Electrical Engineering Management Science and Engineering Bachelor of Science in Management Science and Engineering Master of Science in Management Science and Engineering Joint MS&E and Law Degrees Doctor of Philosophy in Management Science and Engineering Ph.D. Minor in Management Science and Engineering Materials Science and Engineering Bachelor of Science in Materials Science and Engineering Coterminal B.S./M.S. Program in Materials Science and Engineering Master of Science in Materials Science Engineering Engineer in Materials Science Engineering Doctor of Philosophy in Materials Science Engineering Ph.D. Minor in Materials Science and Engineering Mechanical Engineering Bachelor of Science in Mechanical Engineering Coterminal B.S./M.S. Program in Mechanical Engineering Master of Science in Mechanical Engineering Master of Science in Engineering, Biomechanical Engineering Master of Science in Engineering, Product Design Engineer in Mechanical Engineering Doctor of Philosophy in Mechanical Engineering Ph.D. Minor in Mechanical Engineering Mechanical Engineering Course Catalog Numbering System School of Humanities and Sciences African and African American Studies Bachelor of Arts in African and African American Studies Minor in African and African American Studies Overseas Studies Courses in African and African American Studies African Studies Minor in African Studies Coterminal Bachelor's and Master of Arts in African Studies Overseas Studies Courses in African Studies American Studies Bachelor of Arts in American Studies Minor in American Studies Anthropology Bachelor of Arts in Anthropology Field School And Research Opportunities in Anthropology Minor in Anthropology Coterminal Bachelor's and Master's Degrees in Anthropology Master of Arts in Anthropology Doctor of Philosophy in Anthropology Ph.D. Minor in Anthropology Overseas Studies Courses in Anthropology Applied Physics Master of Science in Applied Physics Doctor of Philosophy in Applied Physics Archaeology Bachelor of Arts in Archaeology Minor in Archaeology Overseas Studies Courses in Archaeology Art and Art History Art History Bachelor of Arts in Art History Minor in Art History Master of Arts in Art History Doctor of Philosophy in Art History Ph.D. Minor in Art History Art Practice (Studio) Bachelor of Arts in Art Practice (Studio) Minor in Art Practice (Studio) Master of Fine Arts in Art Practice (Studio) Master of Fine Arts in Design Film and Media Studies Bachelor of Arts in Film and Media Studies Minor in Film and Media Studies Master of Fine Arts in Documentary Film and Video Art History and Film Studies Course Catalog Numbering System Overseas Studies Courses in Art and Art History Astronomy Astronomy Cognate Courses Athletics, Physical Education, and Recreation Biology Bachelor of Science in Biology Minor in Biology Master of Science in Biology Doctor of Philosophy in Biology Overseas Studies Courses in Biology Biology, Hopkins Marine Station Biophysics Graduate Program in Biophysics Chemistry Bachelor of Science in Chemistry Minor in Chemistry Master of Science in Chemistry Ph.D. Minor in Chemistry Chemistry Courses Doctor of Philosophy in Chemistry Classics Bachelor of Arts in Classics Minor in Classics Master of Arts in Classics Doctor of Philosophy in Classics Ph.D. Minor in Classics Overseas Studies Courses in Classics Communication Bachelor of Arts in Communication Minor in Communication Media Studies Coterminal Master's Program Master of Arts in Communication Doctor of Philosophy in Communication Ph.D. Minor in Communication Overseas Studies Courses in Communication Comparative Literature Comparative Literature Course Catalog Numbering System Bachelor of Arts in Comparative Literature Minors in Comparative Literature Doctor of Philosophy in Comparative Literature Ph.D. Minor in Comparative Literature Comparative Studies in Race and Ethnicity (CSRE) African and African American Studies (AAAS) Asian American Studies Chicana/o Studies Comparative Studies in Race and Ethnicity Taube Center for Jewish Studies Native American Studies Thematic Concentration in the Institute for Diversity in the Arts (IDA) Thematic Concentration in Public Service Thematic Concentration in American Diversity Thematic Concentration in Race and the American City Drama Bachelor of Arts in Drama Minor in Drama Doctor of Philosophy in Drama Institute for Diversity in the Arts and Black Performing Arts Division Dance Division Minor in Drama with Dance Concentration Overseas Studies Courses in Drama East Asian Languages and Cultures Bachelor of Arts Programs in East Asian Languages and Cultures Minors in East Asian Languages and Cultures Coterminal B.A. and M.A. Programs in East Asian Languages and Cultures Master of Arts Programs in East Asian Languages and Cultures Doctor of Philosophy Programs in East Asian Languages and Cultures Ph.D. Minor in East Asian Languages and Cultures East Asian Studies Coterminal Bachelor's and Master's Program in East Asian Studies Master of Arts in East Asian Studies Joint and Dual Degree Programs in East Asian Studies Economics Bachelor of Arts in Economics Minor in Economics Master of Arts in Economics Doctor of Philosophy in Economics Ph.D. Minor in Economics Joint Degree Program in Ph.D. in Economics and Master of Public Policy Joint Degree Programs in Economics with the School of Law Overseas Studies Courses in Economics English Bachelor of Arts in English Minor in English or in Creative Writing Master of Arts in English Doctor of Philosophy in English Overseas Studies Courses in English Ethics in Society Program Honors in Ethics in Society Minor in Ethics in Society Feminist Studies Bachelor of Arts in Feminist Studies Minor in Feminist Studies Overseas Studies Courses in Feminist Studies Financial Mathematics Master of Science in Financial Mathematics French and Italian Bachelor of Arts in French Bachelor of Arts in Italian Minor in Literature and Minor in Modern Languages Coterminal Bachelor's and Master's Program in French or Italian Master of Arts in French Master of Arts in Italian General Requirements for the Ph.D. in French or Italian Doctor of Philosophy in French Doctor of Philosophy in Italian Doctor of Philosophy in French and Italian Ph.D. in French or Italian and Humanities Ph.D. Minor in French and Italian Overseas Studies Courses in French and Italian German Studies Bachelor of Arts in German Studies Minor in German Studies Master of Arts in German Studies Doctor of Philosophy in German Studies Overseas Studies Courses in German Studies History History Course Catalog Numbering System Bachelor of Arts in History General History Track History Tracks with Interdisciplinary Emphasis (HMIE) History, Literature, and the Arts History of Science, and Medicine History and Law Public History/Public Service History Secondary Teacher's Credential Minor in History Coterminal B.A. and M.A. Program in History Master of Arts in History Doctor of Philosophy in History Ph.D. Minor in History Overseas Studies Courses in History History and Philosophy of Science and Technology Overseas Studies Courses in History and Philosophy of Science and Technology Human Biology Bachelor of Arts in Human Biology Minor in Human Biology Storey House Overseas Studies Courses in Human Biology Iberian and Latin American Cultures Bachelor of Arts in Iberian and Latin American Cultures Minors in Spanish and Portuguese Study Abroad Programs in Iberian and Latin American Cultures Master of Arts in Iberian and Latin American Cultures Doctor of Philosophy in Iberian and Latin American Cultures Ph.D. Minor in Iberian and Latin American Cultures Iberian and Latin American Cultures Course Catalog Numbering System Overseas Studies Courses in Iberian and Latin American Studies Individually Designed Majors and Individually Designed Honors Program in Humanities Interdisciplinary Studies in Humanities Division of International, Comparative and Area Studies Center for African Studies Center for East Asian Studies The Europe Center Center for Latin American Studies Center for Russian, East European and Eurasian Studies Center for South Asia Ford Dorsey Program In International Policy Studies France-Stanford Center For Interdisciplinary Studies Hamid and Christina Moghadam Program In Iranian Studies Mediterranean Studies Forum Program in International Relations Robert H. 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Ho Family Foundation Center for Buddhist Studies at Stanford University Sohaib and Sara Abbasi Program in Islamic Studies Taube Center For Jewish Studies International Policy Studies Master of Arts in International Policy Studies International Relations Bachelor of Arts in International Relations Minor in International Relations Overseas Studies Courses in International Relations Jewish Studies Individually Designed Major in Jewish Studies Minor in Jewish Studies Language Center Proficiency in Foreign Language Notation Minor in Middle Eastern Languages, Literatures, and Cultures Special Language Program African and Middle Eastern Languages and Literatures Program Overseas Studies Courses in the Language Center Latin American Studies Minor in Latin American Studies Honors in Latin American Studies Coterminal Bachelor's and Master's Degrees in Latin American Studies Master of Arts in Latin American Studies Latin American Studies Cognate Courses Overseas Studies Courses in Latin American Studies Linguistics Linguistics Course Catalog Numbering System Bachelor of Arts in Linguistics Minor in Linguistics Coterminal Bachelor's and Master's Degree Program in LInguistics Master of Arts in Linguistics Doctor of Philosophy in Linguistics Ph.D. Minor in Linguistics Overseas Studies Courses in Linguistics Division of Literatures, Cultures, and Languages Minor in Literatures, Cultures, and Languages Focal Groups Humanities Education Performance Philosophy and Literature Workshop in Poetics Renaissances Mathematical and Computational Science Bachelor of Science in Mathematical and Computational Science Mathematical and Computational Science Electives (9 Units) Mathematical and Computational Science Biology Option Mathematical and Computational Science Engineering Option Minor in Mathematical and Computational Science Mathematics Bachelor of Science in Mathematics Minor in Mathematics Master of Science in Mathematics Doctor of Philosophy in Mathematics Ph.D. Minor in Mathematics 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Financial Mathematics

Director: Tze Leung Lai

Steering Committee: A. Dembo, K. Giesecke, T. Lai, A. Owen, G. Papanicolaou, J. Primbs, K. Singleton

Core Faculty:

Business: D. Duffie, J. M. Harrison, K. Singleton

Economics: T. Amemiya, P. Hansen, M. Kurz, J. Shoven

Electrical Engineering: T. Cover

Management Science and Engineering: K. Giesecke, P. Glynn, D. Luenberger, J. Primbs

Mathematics: S. Brendle, I. Camilier, A. Dembo, P. Diaconis, G. Papanicolaou

Statistics: T. Cover, A. Dembo, P. Diaconis, D. Donoho, T. Lai, A. Owen, B. Rajaratnam

The departments of Mathematics and Statistics, in close cooperation with the departments of Economics and Management, Science, and Engineering, and the Graduate School of Business, offer an interdisciplinary Master of Science degree in Financial Mathematics. The Financial Mathematics program provides a master's-level education in applied and computational mathematics, statistics, and financial applications.

Graduate Program in Financial Mathematics

The department offers a Master of Science in Financial Mathematics. University requirements for the M.S. are described in the "Graduate Degrees" section of this bulletin.