Department of Mathematics: Fall 2006 Graduate Course Schedule

As of 9/27/06    To obtain call numbers, click here

Day/Time Monday Tuesday Wednesday Thursday
9:30-11:20 G63.2550
Functional Analysis
Masmoudi, room 813

G63.2830.004
Sp. Top. in Applied Math
(Waves & Mean Flows)
Buhler, room 613

G63.2610.002
Sp. Top. in PDE
(Semi-Classical Pseudo-Differential Operators & Applications)
P. Zhang, room 1013

G63.2911
Prob.: Limit Theorems I
McKean, room 1013

9:15-10:30
G63.2451
Complex Variables
(one-term format)
Barbano, room 1302

G63.2650.003
Sp. Top. in Analysis
(Wavelets and Time-Frequency Analysis)
Gunturk, room 813
G63.2650.002
Sp. Top. in Analysis
(Random Matrices)
Baik, room 1013

G63.2830.006
Sp. Top. in App. Math
(Theory & Modeling of Rare Events)
Vanden Eijnden, 813

9:15-10:30
G63.2451
Complex Variables
(one-term format)
Barbano, room 1302
1:25-3:15 G63.2011 /G22.2945.001
Sel. Top. in Num. Analysis
(Numerical Methods for
Time-Dependent PDE)
Rangan, room 1302

G63.2350
Differential Geometry I
Cheeger, room 813

G63.2770
Fluid Dynamics I
Garabedian, room 613
G63.2755
Project & Presentation
(Math Finance)
Allen, room 613

G63.2931.002
Adv. Top. in Probability
(Stochastic Analysis)
Varadhan, room 1302


G63.2111
Linear Algebra
(one-term format)
Deville, room 1302

G63.2610.001
Sp. Top. in PDE
(Harmonic Maps and their Heat Flows)
Lin, room 813

G63.2830.003
Sp. Top. in Applied Math
(Atmosphere-Ocean Data Analysis)
Tabak, room 613
G63.2855/G23.2855
Sp. Top. in Math Physiology
(Math Aspects of Neurophysiology)
Peskin, room 513

3:20-5:10
G63.2830.001
Sp. Top. in Applied Math
(Vorticity & Incompressible Flow)
Majda, room 1302
5:10-7:00 G63.2010/G22.2420
Numerical Methods I
Widand, room 101

G63.2110/V63.0141
Linear Algebra I
Michalek, room 1302

G63.2210
Number Theory
Venkatesh, room 1013

G63.2851.001/G22.3033.004
Sp. Top. In Math Biology
(Computational Biology)
Mishra, room 102
G63.2450/V63.0393
Complex Variables I
(two-term format)
Childress, room 1302

G63.2830.005
Sp. Top. in Applied Math
(A Math Intro. To Physical Sciences)
Cai, room 1013

G63.2400/G22.3033.005
Sp. Top. In Geometry
(Computational. Topology & Geometry)
Yap, room 813
G63.2043/G22.2112
Scientific Computing
Berger, room 1302

G63.1410
Intro. to Math Analysis I
Weitzner, room 101
(Problem session: 7:15-8:15, room 1013)

G63.2500
PDE II
Kohn, room 613
G63.2430
Real Variables I
Serfaty, room 1302

G63.2901
Basic Probability
Young, room 813

5:30-6:30
Stochastic Calculus Problem Session: room 102 (optional)
7:10-9:00 G63.2701
Applied Math I
Greer, room 613

G63.2707
Financial Econometrics & Statistical Arbitrage
Almgren, room 101

G63.2751
Capital Markets & Portfolio Theory
Meucci, room 109
G63.2045
Computational Methods for Finance
Hirsa, room 1302

G63.2130
Algebra I
Bogomolov, room 1013

G63.2902
Stochastic Calculus
Avellaneda, room 109
(Optional problem session:
Thursday, 5:30-6:30, room TBA)
G63.2170/G63.3210
Intro. to Cryptography
Dodis, room 101

G63.2709
Fin. Engineering Models for Corporate Finance
Shimko, room 102

G63.2791
Derivative Securities
Goodman, room 808 Silver Center*

G63.2794
Interest Rate & Credit Models
Finkelstein, room 1302

Written Exams Workshop
room 613
G63.2041
Computing in Finance
Laud/Maclin, room 101

G63.2310
Topology I
Cappell, room 813

G63.2754
Case Studies in Financial Modeling
Gatheral/Taleb, room 1302

Hours arranged: G63.3771, 3773 Independent Study; G63.3881 Master's Thesis Research; G63.3991, 3993,3995, 3997 Ph.D. Research.

* The Silver Center  is located at 100 Washington Square East, between Waverley Place and Washington Place.