7 Degrees in Calculus 2024

Degrees in Calculus 2024Filter
  • Summer Course: Calculus

    Stanford Summer Session

    • Stanford, USA

    Full time

    8 weeks

    On-Campus

    English

    The Calculus Course addresses a variety of topics centered around the theme of "calculus with infinite processes", largely the content of BC-level AP Calculus that isn't in the AB-level syllabus. It is needed throughout probability and statistics at all levels, as well as to understand approximation procedures that arise in all quantitative fields (including economics and computer graphics). 

  • B.A. in Mathematics

    Lakeland University

    • Plymouth, USA

    Full time

    4 years

    On-Campus

    English

    Given its black-and-white, highly objective nature, Mathematics can seem like a relatively impersonal academic discipline. At Lakeland, however, you will discover that Mathematics, like any other subject, is taught here with a personal touch! From pre-calculus to differential equations, and linear algebra to topology and complex variables, Lakeland offers a full range of Mathematics classes that will fit into the career path you choose.

    • Stanford, USA

    Full time

    8 weeks

    On-Campus

    English

    This course provides unified coverage of linear algebra and multivariable differential calculus. It discusses applications connecting the material to many quantitative fields. Linear algebra in large dimensions underlies the scientific, data-driven, and computational tasks of the 21st century. The linear algebra portion of the course includes orthogonality, linear independence, matrix algebra, and eigenvalues as well as ubiquitous applications: least squares, linear regression, Markov chains (relevant to population dynamics, molecular chemistry, and PageRank), singular value decomposition (essential in image compression, topic modeling, and data-intensive work in the natural sciences), and more. The multivariable calculus material includes unconstrained optimization via Graduateients and Hessians (used for energy minimization in physics and chemistry), constrained optimization (via Lagrange multipliers, crucial in economics), Graduateient descent, and the multivariable Chain Rule (which underlie many machine learning algorithms, such as backpropagation), and Newton's method (a crucial part of how GPS works).

    • Online

    Full time

    1 year

    Distance Learning

    Spanish

    The Master in Structural Calculation is proposed in a practical and theoretical way whose objective is to train professionals in everything related to the calculation of structures through the introduction, theoretical concepts and software programs used in the best engineering and construction companies. You will have an expert level in the management of such programs with all the knowledge in aspects of execution and control of structures, geotechnics, soils, rocks, seismicity, metal and concrete structures.

  • Master in Computational Finance

    Union University - School of Computing

    • Belgrade, Serbia

    Full time

    1 year

    On-Campus

    English

    The Master in Computational Finance (MCF) program from the School of Computing (RAF) creates a new type of financial experts. They combine strong problem-solving skills with advanced knowledge of finance.

  • Bachelor of Calculus I in Business and Finance

    International Partnership of Education Research and Communication (IPERC)

    • 250, USA

    Distance Learning

    English

    Calculus I is a fundamental course for students pursuing a degree in business and finance. It is an essential tool for analyzing and making decisions in the business world. Calculus I provides students with the mathematical foundation necessary to understand and apply concepts in economics, accounting, finance, and management.

  • Mastering Mathematical Finance Online Courses - Stochastic Calculus for Finance

    Department of Mathematics University of York - Online Programs

    • York, United Kingdom

    Part time

    4 months

    Distance Learning

    English

    The authors study the Wiener process and Itô integrals in some detail, with a focus on results needed for the Black–Scholes option pricing model. After developing the required martingale properties of this process, the construction of the integral and the Itô formula (proved in detail) become the centrepiece, both for theory and applications, and to provide concrete examples of stochastic differential equations used in finance.