Course Descriptions

  • MATH-GA.1410-001 Introduction To Math Analysis I

    3 Points, Mondays, 5:10-7:00PM, Sylvia Serfaty

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  • MATH-GA.2010-001 Numerical Methods I

    3 Points, Thursdays, 5:10-7:00PM, Georg Stadler

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  • MATH-GA.2011-001 Advanced Topics In Numerical Analysis: Gaussian Elimination, Random Functions And Random Differential Equations, Chebyshev Series, Rational Functions, Quadrature, And ODEs

    3 Points, Tuesdays, 1:25-3:15PM, Nick Trefethen

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  • MATH-GA.2011-002 Advanced Topics In Numerical Analysis: Integral Equations And Fast Algorithms

    3 Points, Thursdays, 1:25-3:15PM, Michael O'Neil

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  • MATH-GA.2041-001 Computing In Finance

    3 Points, Thursdays, 7:10-9:00PM, Eran Fishler and Lee Maclin

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  • MATH-GA.2043-001 Scientific Computing

    3 Points, Thursdays, 5:10-7:00PM, Leslie Greengard

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  • MATH-GA.2045-001 Computational Methods For Finance

    3 Points, Mondays, 7:10-9:00PM, Julien Guyon and Bryan Liang

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  • MATH-GA.2046-001 Advanced Econometrics Modeling And Big Data

    3 Points, Thursdays, 5:10-7:00PM, Gordon Ritter

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  • MATH-GA.2047-001 Data Science In Quantitative Finance

    3 Points, Tuesdays, 7:10-9:00PM, Petter Kolm and Ivailo Dimov

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  • MATH-GA.2110-001 Linear Algebra I

    3 Points, Tuesdays, 5:10-7:00PM, Yu Deng

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  • MATH-GA.2111-001 Linear Algebra (One-Term)

    3 Points, Thursdays, 9:00-10:50AM, Lisa Hartung

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  • MATH-GA.2130-001 Algebra I

    3 Points, Thursdays, 7:10-9:00PM, Yuri Tschinkel

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  • MATH-GA.2170-001 Intro To Cryptography

    3 Points, Mondays, 11:00-12:50PM, Oded Regev

    Description TBA
  • MATH-GA.2310-001 Topology I

    3 Points, Thursdays, 5:10-7:00PM, Sylvain Cappell

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  • MATH-GA.2333-001 Advanced Topics In Topology: Topic TBA

    3 Points, Mondays, 1:25-3:15PM, Sylvain Cappell

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  • MATH-GA.2350-001 Differential Geometry I

    3 Points, Mondays, 1:25-3:15PM, Jeff Cheeger

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  • MATH-GA.2400-001 Advanced Topics In Geometry: Geometric And Topological Inequalities Associated With Scalar Curvature

    3 Points, Thursdays, 1:25-3:15PM, Mikhael Gromov

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  • MATH-GA.2400-002 Advanced Topics In Geometry: Topic TBA

    3 Points, Tuesdays, 5:10-7:00PM, Fedor Bogomolov

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  • MATH-GA.2430-001 Real Variables (One-Term)

    3 Points, Mondays, Wednesdays, 9:35-10:50AM, Raghu Varadhan

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  • MATH-GA.2450-001 Complex Variables I

    3 Points, Tuesdays, 7:10-9:00PM, Pierre Germain

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  • MATH-GA.2451-001 Complex Variables (One-Term)

    3 Points, Tuesdays, Thursdays, 1:25-2:40PM, Antoine Cerfon

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  • MATH-GA.2490-001 Inroduction To Partial Differential Equations

    3 Points, Mondays, 11:00-12:50PM, Jalal Shatah

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  • MATH-GA.2510-001 Advanced Partial Differential Equations

    3 Points, Wednesdays, 1:25-3:15PM, Scott Armstrong

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  • MATH-GA.2550-001 Functional Analysis

    3 Points, Thursdays, 9:00-10:50AM, Sinan Gunturk

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  • MATH-GA.2650-001 Advanced Topics In Analysis: Topic Riemann-Hilbert Problems

    3 Points, Wednesdays, 11:00-12:50PM, Percy Deift

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  • MATH-GA.2650-002 Advanced Topics In Analysis: Topic TBA

    3 Points, Tuesdays, 9:00-10:50AM, Eric Vanden Eijnden

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  • MATH-GA.2701-001 Methods Of Applied Math

    3 Points, Mondays, 1:25-3:15PM, Olivier Pauluis

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  • MATH-GA.2702-001 Fluid Dynamics

    3 Points, Wednesdays, 1:25-3:15PM, Dimitris Giannakis

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  • MATH-GA.2707-001 Time Series Analysis & Statistical Arbitrage

    3 Points, Mondays, 5:10-7:00PM, Robert Reider and Farshid Asl

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  • MATH-GA.2751-001 Risk & Portfolio Management W/Econometrics

    3 Points, Tuesdays, 7:10-9:00PM, Aaron Brown

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  • MATH-GA.2755-001 Project & Presentation

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

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  • MATH-GA.2757-001 Regulation And Regulatory Risk Models

    3 Points, Wednesdays, 7:10-9:00PM, Leif Andersen and Ken Abbott

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  • MATH-GA.2791-001 Derivative Securities

    3 Points, Wednesdays, 7:10-9:00PM, Marco Avellaneda

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  • MATH-GA.2792-001 Continuous Time Finance

    3 Points, Mondays, 7:10-9:00PM, Alireza Javaheri and Samim Ghamami

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  • MATH-GA.2803-001 Fixed Income Derivatives: Models & Strategies In Practice

    3 Points, Thursdays, 7:10-9:00PM, Leon Tatevossian and Amir Sadr

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  • MATH-GA.2804-001 Credit Analytics: Bonds, Loans And Derivatives

    3 Points, Thursdays, 7:10-9:00PM, Bjorn Flesaker

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  • MATH-GA.2821-001 Optimization-Based Data Analysis

    3 Points, Wednesdays, 3:30-5:10PM, Carlos Fernandez-Granda

    Description TBA
  • MATH-GA.2821-002 Optimization-Based Data Analysis

    3 Points, Mondays, 5:20-6:10PM, TBA

    Description TBA
  • MATH-GA.2830-001 Advanced Topics In Applied Math: Simple Mathematical, Dynamical Stochastic Models Capturing The Observed Diversity Of The El Ni~No Southern Oscillation

    3 Points, Thursdays, 9:00-10:50AM, Andrew Majda

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  • MATH-GA.2830-002 Advanced Topics In Applied Math: Information Theory, Predictability, And Disequilibrium

    3 Points, Thursdays, 11:00-12:50PM, Richard Kleeman

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  • MATH-GA.2851-001 Advanced Topics In Math Biology: Physiological Control Mechanisms

    3 Points, Thursdays, 1:25-3:15PM, Charles Peskin

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  • MATH-GA.2855-002 Advanced Topics In Physiology: Neuronal Networks

    3 Points, Wednesdays, 1:25-3:15PM, John Rinzel

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  • MATH-GA.2901-001 Basic Probability

    3 Points, Wednesdays, 5:10-7:00PM, Yuri Bakhtin

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  • MATH-GA.2902-001 Stochastic Calculus

    3 Points, Mondays, 7:10-9:00PM, Paul Bourgade

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  • MATH-GA.2911-001 Probability: Limit Theorems I

    3 Points, Tuesdays, 11:00-12:50PM, Eyal Lubetzky

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  • MATH-GA.2931-001 Advanced Topics In Probability: Ising And Percolation Models

    3 Points, Mondays, Wednesdays, 1:25-3:15PM, Charles Newman

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  • MATH-GA.2931-002 Advanced Topics In Probability: Local Times, Isomorphism Theorems And Applications

    3 Points, Tuesdays, Thursdays, 3:20-5:05PM, Ofer Zeitouni

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  • MATH-GA.2931-003 Advanced Topics In Probability: Martingales & Concentration

    3 Points, Thursdays, 9:00-10:50AM, Eyal Lubetzky

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  • MATH-GA.2931-004 Advanced Topics In Probability: Random Walks And Heat Kernels

    3 Points, Thursdays, 5:10-7:00PM, Gerard Ben Arous

    Description TBA
  • MATH-GA.3001-001 Geophysical Fluid Dynamics

    3 Points, Tuesdays, 9:00-10:50AM, Shafer Smith

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  • MATH-GA.3010-001 Advanced Topics In AOS: Laboratory Geophysical Fluid Dynamics

    3 Points, Wednesdays, 9:00-10:50AM, David Holland

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