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April 14, 2022vi) Data Science Stream: MathematicalStatistics (6620 3.0), Generalized LinearModels (6622 3.0), Applied Statistics I (66303.0), Data Science (6650 3.0), and eitherData Mining (6636 3.0) or Statistical Learning(6644 3.0).Thesis, Survey Paper or Additional CourseRequirementsEach student must meet one of the followingrequirements:a) Write a master’s thesis under the supervisionof an approved faculty member, give an oralpresentation to the program (30 minutepresentation and 1½ hours question andanswer period), and defend it before anexamining committee. In addition to Facultyregulations regarding thesis examination, thethesis candidate gives two talks in a studentcolloquium (20-minute presentationsfollowed by question and answer period),one outlining work in progress and onepresenting the nal results. This is done priorto the nal defense.b) Submit a survey paper (Math 6001 0.0)written under a faculty advisor and give anoral presentation (a 50-minute presentationwith a half-hour question and answerperiod), and take six credits of additionalcourse work. Two copies of the nal versionof the survey paper, with the faculty advisor’scon rmation, must be submitted to theprogram one week after the oralpresentation.c) Take twelve credits of additional course workfor options (i)-(iv) and nine credits ofadditional course work for option (vi).The courses selected to meet the aboverequirements must be graduate-level Mathcourses with rst digit 6. Students may withpermission from the graduate program director,use courses in other graduate programs such ascomputer science, physics and astronomy oreconomics to meet the requirements.Permission forms are available at:http://gradstudies.yorku.ca/Course credits: a student will not receive creditfor more than 2 half integrated courses towardsthe MA degree. Students may not take orreceive credit for an integrated course at thegraduate level if they took it at York or elsewhereat the undergraduate level.NOTE: Thesis proposals (including bibliography)must be forwarded for approval to the Dean ofGraduate Studies not less than three monthsprior to the date set for the oral examination ofthe completed thesis. All thesis proposals mustbe submitted along with the Thesis andDissertation Proposal form (TD1) available esis-dissertation/forms/to the graduate program o ce, N520B Ross, forapproval by the graduate program director andby the Dean of Graduate Studies. The student isresponsible for ensuring that the proposal andTD1 form reaches the Dean of Graduate Studiesby the above timeline.The student’s thesis proposal shall consist of alisting of the student’s supervisory committee, adetailed description of the thesis, and abibliography.The supervisor/supervisory committee form (tobe submitted along with the TD1 form) isavailable esis-dissertation/forms/The guidelines for the preparation andexamination of thesis and dissertation areavailable at:http://gradstudies.yorku.ca/York University is committed to the higheststandards of integrity in research. All projectsinvolving the use of human subjects, animal andbiohazard materials are subject to review by theappropriate university committee. YorkUniversity has formulated policies for theconduct of research involving all three of theseareas. Graduate student research involvinghuman participants which takes place as part ofa graduate course or Major Research Project(MRP) is reviewed and approved at the graduateprogram level. Master’s theses and dissertationsare reviewed by the Faculty of Graduate Studiesand the O ce of Research Ethics, and all suchresearch proposals and informed consentdocuments must be approved by YorkUniversity’s Human Research ParticipantsCommittee (HPRC) before students mayproceed with their research.Graduate students writing theses, in whichresearch involving human participants occursshall familiarize themselves with YorkUniversity's policies about the use of humanparticipants. All research involving humanfiffifififfififiPage 4 of 28

April 14, 2022participants is governed by the senate policy onResearch Involving Human Participants. Detailsregarding the ethics review procedures forthesis/dissertation research involving humanparticipants is available on the Faculty ofGraduate Studies research ethics web /thesis-dissertation/research-ethics/The graduate program director will recommendthe membership of the examining committee tothe Faculty of Graduate Studies. The“Recommendation for Oral Exam” form availableat: s-dissertation/forms/) must becompleted and submitted to the graduateprogram o ce (N520B Ross) for approval by thegraduate program director and be received bythe Dean of Graduate Studies not less than 15working days before the date set for the oraldefense. This deadline is strictly enforced by theFaculty of Graduate Studies.At the nal defense, the student will give an oralpresentation to the program (30-minutepresentation and one-and-half hours questionand answer period), and defend it before anexamining committee.In addition to faculty regulations regarding thesisexamination, the thesis candidate gives twotalks in a student colloquium (20-minutepresentations followed by question and answerperiod), one outlining work in progress and onepresenting the nal results. This is done prior tothe nal defense. All members of the supervisorycommittee must be present at both talks.material. The two talks can be from di erentareas of mathematics or the same area, but thesecond talk should not just be a continuation ofthe rst. Talks must be separated by one week,must be announced to the department at leastone week before the talk is given, and musthave at least 3 members of the York universitycommunity present in addition to the supervisor.In addition to giving the talks, students mustattend the talks of other students in the seminar.Documented evidence of attendance at six suchtalks is required.Students may substitute another half-course forthe seminar (MATH 6004) if they are pursuingtheir MA by Survey Paper (Math 6001) or byThesis.Additional Information on Survey Paper andSeminar for MA Programi)What is expected from students in surveypaper?Students are expected to identify a facultymember who agrees to supervise them for asurvey paper. A nal report of the survey paper,approved by the supervisor, must be submitted.Note: Electronic submission of the nal reportwould su ce.ii) How to nd a supervisor?While the department will make e orts toprovide the necessary support, students areresponsible for nding their own supervisor forseminar and/or survey paper. Guidelines aredetailed at:It is the responsibility of both the supervisor andstudent to ensure that all degree requirementsare ction2bSeminar Requirementiii) How are grades reported?In addition to the above, students who chooseoption (i)-(iv) or (vi) as their core courserequirement must ful ll the seminar requirement(Math 6004 0.0). Students who choose option (v)are exempt as they do the Practicum inStatistical Consulting (Math 6627 3.0) in place ofthis. To ful ll the seminar requirement studentsmust present two one-hour seminars. For eachseminar, the topic is chosen in conjunction witha faculty member (di erent supervisor for eachtalk), who will then grade the talk on a pass-failbasis. Topics can be chosen from any branch ofmathematics, but should not be taken directlyfrom the student's course work, survey paper orthesis, although they can be related to suchThe grade for survey paper is pass or fail, andmust be submitted by the following dates:‣Fall Term: January 15 (3.0 or 6.0 creditcourse)‣Fall/Winter and Winter Term: May 15 (3.0 or6.0 credit course)‣Summer Term: September 15 (3.0 or 6.0credit course)iv) How to con rm attendance in a seminar?The host (generally a faculty member) must signthe attendance form found at:fffifffifffififififfififfififififiPage 5 of 28

April 14, nt/uploads/sites/62/2021/04/Seminar Attendance.pdfv) What is acceptable as a seminar?Students can attend seminars by other studentsor faculty members, colloquia, DSO of PhDstudents, and thesis or dissertation defence.NOTE: MA Students who are taking Math 6001(Survey Paper) or Math 6004 (Seminar) shouldenrol in the term of completion.For graduation, MA students are required tocomplete the MA Checklists relevant to theirstream. The checklists are available s/The MSc Program in Applied & IndustrialMathematics (2 year)i)Admission RequirementsAn honours degree in mathematics (orequivalent background) with a minimum Bstanding may qualify the student for admissionas a candidate to the program leading to theMSc degree in Applied & IndustrialMathematics. Students whose rst language isnot English must demonstrate an acceptablecommand of English. A minimum score of 79-82(TOEFL IBT) or6.5 (IELTS Academic Module) is required.ii) Degree RequirementsStudents must complete:Advanced Numerical Methods (Math 6651 3.0),Mathematical Modelling (Math 6931 3.0),Practicum in Industrial and Applied Mathematics(Math 6937 3.0), another 3-credit courseappropriate to the student’s program of studyapproved by the student’s supervisorycommittee, and a thesis (see below) which mustbe defended before an examining committee inaccordance with the regulations of the Faculty ofGraduate Studies.NOTE: The student’s thesis proposal (includingbibliography) must be forwarded for approval tothe Dean of Graduate Studies not less than 3months prior to the date set for the oralexamination of the completed thesis. All Thesisproposals must be submitted along with theThesis/Dissertation Research Submission form(TD1) available sis-dissertation/forms/to the graduate program o ce, N520B Ross, forapproval by the graduate program director andbe received by the Dean of Graduate Studies.The student is responsible for ensuring that theproposal and TD1 form reaches the Dean ofGraduate Studies by the above timeline.The student’s thesis proposal shall consist of alisting of the student’s supervisory committee, adetailed description of the thesis, and abibliography.The supervisor/supervisory committee form (tobe submitted along with the TD1 form) isavailable esis-dissertation/forms/The guidelines for the preparation andexamination of thesis and dissertation areavailable at:http://gradstudies.yorku.ca/York University is committed to the higheststandards of integrity in research. All projectsinvolving the use of human subjects, animal andbiohazard materials are subject to review by theappropriate university committee. YorkUniversity has formulated policies for theconduct of research involving all three of theseareas. Graduate student research involvinghuman participants which takes place as part ofa graduate course or Major Research Project(MRP) is reviewed and approved at the graduateprogram level. Master’s theses and dissertationsare reviewed by the Faculty of Graduate Studiesand the O ce of Research Ethics, and all suchresearch proposals and informed consentdocuments must be approved by YorkUniversity’s Human Research ParticipantsCommittee (HPRC) before students mayproceed with their research.Graduate students writing theses in whichresearch involving human participants occursshall familiarize themselves with YorkUniversity's policies about the use of humanparticipants. All research involving humanparticipants is governed by the senate policy onResearch Involving Human Participants. Detailsregarding the ethics review procedures forthesis/dissertation research involving humanparticipants is available on the Faculty ofGraduate Studies research ethics web page:fiffiffiPage 6 of 28

s-dissertation/research-ethics/The graduate program director will recommendthe membership of the examining committee tothe Faculty of Graduate Studies. The“Recommendation for Oral Exam” form udents/thesis- dissertation/forms/Applicants may indicate their interest in pursuingthe Graduate Diploma in Financial Engineeringat the same time they apply to the MA ordoctoral program in mathematics and statistics,or they may submit a separate application forthe diploma during the rst term in which theyare registered in the master’s or doctoralprogram. For further information and applicationprocess please visit s/must be completed and submitted to thegraduate program o ce (N520B Ross) forapproval by the graduate program director andbe received by the Dean of Graduate Studiesnot less than 15 working days before the dateset for the oral defense. This deadline is strictlyenforced by the Faculty of Graduate Studies.ii) Diploma RequirementsAt the nal defense, the student will give an oralpresentation to the program (30-minutepresentation and one-and-half hours questionand answer period), and defend it before anexamining committee.a) Successful completion of the followingcourses:‣MATH 6910 3.0, Stochastic Calculus inFinanceIn addition to faculty regulations regarding thesisexamination, the thesis candidate gives twotalks in a student colloquium (20-minutepresentations followed by question and answerperiod), one outlining work in progress and onepresenting the nal results. This is done prior tothe nal defense. All members of the supervisorycommittee must be present at both talks.‣MATH 6911 3.0, Numerical Methods inFinance‣‣SB FINE 6200 3.0, Investments‣SB FNEN 6820 3.0, Advanced DerivativeSecuritiesFull-time students will complete degreerequirements by the end of the 2nd year (6terms). Part-time students will complete thedegree requirements by the end of 12 terms.‣‣SB FNEN 6850 3.0, Fixed Income SecuritiesIt is the responsibility of both the supervisor andstudent to ensure that all degree requirementsare met.NOTE: MATH 6910, MATH 6911, and OMIS6000, may be used to satisfy the MA byCoursework or MA by Survey Paper (Math 6001)program requirements.Course credits: a student will not receive creditfor more than 2 half integrated courses towardsthe master’s degree. Students may not take orreceive credit for an integrated course at thegraduate level if they took it at York or elsewhereat the undergraduate level.The Graduate Diploma in Financial Engineering(Type 2 - Concurrent)i) Admission RequirementsThe Graduate Diploma in Financial Engineeringis completed in conjunction with the master’s ordoctoral program in mathematics and statistics.Students must rst apply and be accepted tothe MA or doctoral program in mathematics andStatistics.The requirements for the Graduate Diploma inFinancial Engineering may be completed inconjunction with the master’s programrequirements.The requirements for the diploma are as follows:SB FINE 6800 3.0, Options, Futures, andOther Derivative SecuritiesSB OMIS 6000 3.0, Models and Applicationsin Operational ResearchNOTE: Students with little or no background innance may nd it bene cial to take ECON5030, Econometrics of Financial Markets, asbackground for the nance courses listedabove.b) In addition to the course requirements,diploma students must complete one of thefollowing: (i) subject to availability, aninternship of at least 10 weeks duration in anancial institution, or (ii) a research project.NOTE: Students in the MA program by SurveyPaper (Math 6001) option who decide to ful llthe above requirement through completion of aresearch project may request that the diplomaresearch project also be used toward ful lmentfififififfifififififiPage 7 of 28fififiApril 14, 2022

April 14, 2022of the MA survey paper requirement. Suchrequests must be made in writing to the nancialengineering coordinator, accompanied by thecon rmation from the student’s faculty advisorthat the diploma research project is ofacceptable quality to meet the MA by SurveyPaper program requirements. Such requests willbe considered by the nancial engineeringcoordinator only if the diploma research projectcontains substantial mathematics content,equivalent to that expected of students in theMA by Survey Paper program option.c) Diploma seminar requirement: Students whodid not complete MATH 6627 3.0, Practicumin Statistical Consulting, as part of theirmathematics and statistics degree programrequirements are required to give a talk ontheir internship or research paper to ful ll thediploma seminar requirement. Such studentsshould enrol in MATH 6004, Seminar, in orderto receive a grade. The talk must beannounced to the department at least oneweek before the talk is given, and must haveat least 3 members of the York universitycommunity present in addition to thesupervisor. In addition to giving the talk,students must attend the talks of otherstudents in the seminar. Documentedevidence of attendance at six such talks isrequired.Diploma LengthStudents typically require four consecutiveterms to complete the coursework forMathematics & Statistics degree program andType 2 Graduate Diploma in FinancialEngineering, and then go on to complete theinternship or research project, normally in oneterm.Additional inquiries may be communicated withthe diploma program coordinator Michael Chen(chensy@yorku.ca).The PhD ProgramThe Department of Mathematics and Statisticso er PhD programs in applied mathematics,pure mathematics, and statistics.i) Admissions RequirementsSee the section on General AdmissionRequirements. To be considered for admissionas a PhD student, students must havecompleted an acceptable master’s degree ormust have completed one year of comparablework, with a minimum B average. Theadmission process is very selective and not allstudents meeting this requirement will beadmitted. A complete application le is requiredfor the applicant to be considered.Applicants should obtain at least three letters ofrecommendation by academics who know themwell. Applications are considered by the PhDCommittee, which makes its recommendationsto the graduate program director. The directorwill then make a recommendation to the Facultyof Graduate Studies.Current master’s students who wish to apply foradmission to the PhD program must submit anon-line application and supportingdocumentation. Internal promotion frommaster’s to PhD program may be possible at thediscretion of the graduate program director.ii) Degree RequirementsFive major components make up the degreerequirements for the PhD in mathematics andstatistics. These are (1) coursework; (2)comprehensive exams; (3) dissertation subjectoral; (4) dissertation proposal; and (5)dissertation oral exam (proceeded by thedissertation colloquium). Students can completethese degree requirements in 4 years and thefollowing is the projected timeline and orcompletion.The details of these requirements are listedbelow.Course Requirement and ComprehensiveExaminationStudents must successfully complete 12 creditsat the graduate level. The courses must bechosen with the approval of the programdirector. Up to 12 additional credits may berequired based on the recommendation of thesupervisor, and at the discretion of the PhDcommittee and the graduate program director.Determination of such additional credits will bemade during the rst semester of the PhDprogram and communicated with the students.NOTE: A PhD student may submit a petitionunder the following circumstances.i)A required course has already beencompleted through a previous degree. Thepetition may request replacement of another6000 level course to satisfy the requirementsof the PhD program with the completion of aminimum of 12 credits.ii) The contents of additional creditsrecommended by the program have beencovered in previous courses successfullyfififififififfPage 8 of 28

April 14, 2022completed by the student. The petition mayrequest to waive such additional credits.(17) Numerical Solutions to Di erentialEquations (MATH 6652)A petition must be submitted within the rstsemester of the PhD program, and must besupplemented with detailed syllabus for eachcourse. The graduate program director mayrequire a letter of course equivalency forapproval of the petition.(18) Mathematical Modelling (MATH 6931)Course credits: A student will not receive creditfor more than two half integrated courses tosatisfy the course and specializationrequirements towards the PhD degree. Studentsmay not take or receive credit for an integratedcourse at the graduate level if they took it atYork or elsewhere at the undergraduate level.(22) Applied Statistics I (MATH 6630)Comprehensive ExaminationStudents will declare a specialization in one ofthe areas of pure mathematics, appliedmathematics, or statistics, and writecomprehensive examinations in subjects whichare appropriate to the chosen specialization. Inaddition, statistics students will complete astatistical consulting requirement.A doctoral candidate must satisfy theircomprehensive exam requirement bycompleting the exams in the rst year of study.Students need not enrol in the course nor attendlectures in order to write the exam forcomprehensive credit. The comprehensiveexams are as follows:(1) Complex Analysis (MATH 6300)(2) Measure Theory (MATH 6280)(3) Functional Analysis (MATH 6461)(4) Applied Algebra (MATH 6121)(5) Algebra II (MATH 6122)(6) Commutative Algebra (MATH 6130)(7) General

mathematics or statistics. To be admitted, students must hold an honours degree in mathematics or statistics, or have an equivalent background. Students can take courses in a wide variety of fields. Courses in areas such as algebra, analysis, topology, differential equations, numerical methods, applications of logic and set