Course Descriptions

  • MA-GY.6223-I Elements Of Real Analysis II

    3 Points, Tuesdays, 5:00-7:30PM, Yisong Yang

    Description TBA
  • MA-GY.7043-I Linear Algebra II

    3 Points, Thursdays, 5:00-7:30PM, Gaoyong Zhang

    Description TBA
  • MATH-GA.1002-001 Multivariable Analysis

    3 Points, Mondays, 5:10-7:00PM, Deane Yang

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  • MATH-GA.1420-001 Introduction To Math Analysis II

    3 Points, Thursdays, 5:10-7:00PM, Aaditya Rangan

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  • MATH-GA.1420-002 Introduction To Math Analysis II

    3 Points, Thursdays, 7:10-8:25PM, TBA

    Description TBA
  • MATH-GA.2012-002 Advanced Topics In Numerical Analysis: Convex And Nonsmooth Optimization

    3 Points, Wednesdays, 5:10-7:00PM, Michael Overton

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  • MATH-GA.2020-001 Numerical Methods II

    3 Points, Tuesdays, 5:10-7:00PM, Jonathan Goodman

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  • MATH-GA.2048-001 Scientific Computing In Finance

    3 Points, Mondays, 7:10-9:00PM, Richard Lindsey and Mehdi Sonthonnax

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  • MATH-GA.2071-001 Machine Learning & Computational Statistics (1st Half Of Semester)

    1.5 Points, Thursdays, 7:10-9:00PM, Ivailo Dimov

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  • MATH-GA.2110-001 Linear Algebra I

    3 Points, Tuesdays, 5:10-7:00PM, Tyler Chen

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  • MATH-GA.2120-001 Linear Algebra II

    3 Points, Wednesdays, 5:10-7:00PM, Deane Yang

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  • MATH-GA.2140-001 Algebra II

    3 Points, Tuesdays, 11:00-12:50PM, Alena Pirutka

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  • MATH-GA.2210-001 Introduction To Number Theory I

    3 Points, Mondays, 11:00-12:50PM, Yuri Tschinkel

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  • MATH-GA.2320-001 Topology II

    3 Points, Mondays, Wednesdays, 6:20-7:35PM, Sylvain Cappell

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  • MATH-GA.2360-001 Differential Geometry II

    3 Points, Tuesdays, Thursdays, 11:00-12:15PM, Robert Ji Wai Young

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  • MATH-GA.2420-001 Advanced Topics: Seminar In AOS

    1.5 Points, Fridays, 3:45-5:00PM, Shafer Smith

    Description TBA
  • MATH-GA.2420-002 Advanced Topics: Topics In Conformal Geometry (1st Half Of Semester)

    1.5 Points, Tuesdays, 1:25-3:15PM, Fengbo Hang

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  • MATH-GA.2420-003 Advanced Topics: Topics In Algebraic Geometry (2nd Half Of Semester)

    1.5 Points, Tuesdays, 1:25-3:15PM, Alena Pirutka

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  • MATH-GA.2420-004 Advanced Topics In Applied Mathematics: Working Group In Modeling And Simulation

    3 Points, Thursdays, 12:30-2:00PM, Jonathan Weare and Georg Stadler

    Description TBA
  • MATH-GA.2420-005 Advanced Topics In Analysis (1st Half Of Semeter)

    1.5 Points, Tuesdays, 3:20-5:05PM, Percy Deift

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  • MATH-GA.2420-006 Advanced Topic: The Mumford Shah Functional In The Plane (2nd Half Of Semester)

    3 Points, Thursdays, 3:20-5:05PM, Guido DePhilippis

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  • MATH-GA.2420-008 Advanced Topics In Analysis: Wavelets, Function Spaces, And Approximation Theory (2nd Half Of Semester)

    1.5 Points, Tuesdays, 11:00-12:50PM, Sinan Gunturk

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  • MATH-GA.2420-010 Advanced Topics In Applied Math: A Crash Course In Magnetohydrodynamics (1st Half Of Semester)

    1.5 Points, Thursdays, 3:20-5:05PM, Alan Kaptanoglu

    Description TBA
  • MATH-GA.2440-001 Real Variables II

    3 Points, Tuesdays, Thursdays, 9:30-10:45AM, Jalal Shatah

    Description TBA
  • MATH-GA.2470-001 Ordinary Differential Equations

    3 Points, Wednesdays, 11:00-12:50PM, Esteban Tabak

    Description TBA
  • MATH-GA.2500-001 Partial Differential Equations

    3 Points, Tuesdays, Thursdays, 2:00-3:15PM, Vlad Vicol

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  • MATH-GA.2704-001 Applied Stochastic Analysis

    3 Points, Mondays, 11:00-12:50PM, Jonathan Weare

    Description TBA
  • MATH-GA.2708-001 Algorithmic Trading & Quantitative Strategies

    3 Points, Tuesdays, 7:10-9:00PM, Giuseppe Paleologo and Lee Maclin

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  • MATH-GA.2710-001 Mechanics

    3 Points, TDB TDB and TDB TDB and TDB TDB

    Description TBA
  • MATH-GA.2751-001 Risk & Portfolio Management

    3 Points, Wednesdays, 7:10-9:00PM, Gordon Ritter

    Description TBA
  • MATH-GA.2752-001 Active Portfolio Management

    3 Points, Wednesdays, 7:10-9:00PM, Jerome Benveniste

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  • MATH-GA.2753-001 Advanced Risk Management

    3 Points, Wednesdays, 5:10-7:00PM, Ken Abbott and Irena Khrebtova

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  • MATH-GA.2755-001 Project & Presentation

    3 Points, Wednesdays, 5:10-7:00PM, Petter Kolm

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  • MATH-GA.2791-001 Financial Securities And Markets

    3 Points, Thursdays, 7:10-9:00PM, Mehdi Sonthonnax

    Description TBA
  • MATH-GA.2793-001 Dynamic Asset Pricing (2nd Half Of Semester)

    3 Points, Tuesdays, 5:10-7:00PM, Bruno Dupire and Montacer Essid

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  • MATH-GA.2798-001 Interest Rate & Fx Models

    3 Points, Thursdays, 5:10-7:00PM, Fabio Mercurio and Alexey Kuptsov

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  • MATH-GA.2799-001 Modeling And Risk Management Of Bonds And Securitized Products (2nd Half Of Semester)

    1.5 Points, Mondays, 5:10-7:00PM, Rodney Sunada-Wong

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  • MATH-GA.2800-001 Trading Energy Derivatives (1st Half Of Semester)

    1.5 Points, Tuesdays, 5:10-7:00PM, Ilia Bouchouev

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  • MATH-GA.2801-001 Advanced Topics In Equity Derivatives (2nd Half Of Semester)

    1.5 Points, Wednesdays, 7:10-9:00PM, Alireza Javeheri

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  • MATH-GA.2802-001 Market Microstructure (1st Half Of Semester)

    1.5 Points, Mondays, 5:10-7:00PM, Merrell Hora

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  • MATH-GA.2840-003 Advanced Topics In Applied Math: Geometric Methods In Algorithm Design

    3 Points, Tuesdays, 10:15-12:15PM, Subhash Khot

    Description TBA
  • MATH-GA.2901-001 Essentials Of Probability

    3 Points, Mondays, Wednesdays, 4:55-6:10PM, Yuri Bakhtin

    Description TBA
  • MATH-GA.2902-002 Stochastic Calculus Optional Problem Session

    3 Points, Thursdays, 5:30-7:00PM, TBA

    Description TBA
  • MATH-GA.2903-001 Stochastic Calculus (2nd Half Of Semester)

    3 Points, Mondays, 5:10-7:00PM, David Li

    Description TBA
  • MATH-GA.2912-001 Probability Theory II

    3 Points, Mondays, Wednesdays, 2:00-3:15PM, Nina Holden

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  • MATH-GA.2962-001 Mathematical Statistics

    3 Points, Wednesdays, 5:00-7:30PM, Yisong Yang

    Description TBA
  • MATH-GA.3004-001 Atmospheric Dynamics

    3 Points, Tuesdays, Thursdays, 3:30-4:45PM, Edwin Gerber

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  • MATH-GA.3011-001 Advanced Topics In AOS: Data-Driven Geophysical Fluid Dynamics

    3 Points, Mondays, 3:20-5:05PM, Laure Zanna and Sara Shamekh

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  • MATH-GA.3011-002 Advanced Topics In AOS: Climate Change

    3 Points, Mondays, 11:00-12:50PM, Yi Zhang and Olivier Pauluis

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