scope.SetVariable("math", ?? typeof(System.Math) ??);
or do I need create a module?
You can do:
scope.SetVariable("math", DynamicHelpers.GetPythonTypeFromType(typeof(System.Math)));
DynamicHelpers is in IronPython.Runtime.Types.
How to import static class (or static method) into IronPython (or DLR) using C# code(not python)?