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). 

Differentiation and integration of functions of one variable. Same topics as CAS MA 123, but with less emphasis on mathematical generality and more on applications. Especially suitable for students concentrating in the biological and social sciences.

Time-varying electric and magnetic fields. Maxwell equations. Electromagnetic waves. Propagation, reflection, and transmission. Dielectric materials. Steady electric currents. Magnetic field, energy, and force. Magnetic materials. Applications of electrostatics, magnetostatics, and electrodynamics.

Provides a strong foundation in probability and an introduction to statistics and machine learning. Includes experience with translating engineering problems into probabilistic models, and working with these models analytically and algorithmically. Prepares students for upper-level electives that use probabilistic reasoning.

Introduction to software design, programming techniques, data structures, and software engineering principles. The course is structured bottom up, beginning with basic hardware followed by an understanding of machine language that controls the hardware and the assembly language that organizes that control.

Ethological approach to animal behavior; physiological, ontogenic, and phylogenic causes; and adaptive significance of behavior examined within an evolutionary framework, minimally including humans. Students must register for two sections: lecture and laboratory.

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.