Course Descriptions

  • MATH-GA.1002-001 Multivariable Analysis

    3 Points, Mondays, 7:10-9:00PM, Yu Chen

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

    3 Points, Thursdays, 5:10-7:00PM, Scott Armstrong

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  • MATH-GA.2012-001 Advanced Topics In Numerical Analysis: High Performance Computing

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

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  • MATH-GA.2012-002 Advanced Topics In Numerical Analysis: Monte Carlo

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

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  • MATH-GA.2020-001 Numerical Methods II

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

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

    3 Points, Wednesdays, 5:10-7:00PM, Yadong Li

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  • MATH-GA.2110-001 Linear Algebra I

    3 Points, Tuesdays, 5:10-7:00PM, Jose Diaz-Alban

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  • MATH-GA.2120-001 Linear Algebra II

    3 Points, Mondays, 5:10-7:00PM, Jose Diaz-Alban

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  • MATH-GA.2140-001 Algebra II

    3 Points, Mondays, 7:10-9:00PM, Robert Ji Wai Young

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

    3 Points, Wednesdays, 5:10-7:00PM, Dmitry Zakharov

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  • MATH-GA.2320-001 Topology II

    3 Points, Tuesdays, 7:10-9:00PM, Sylvain Cappell

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  • MATH-GA.2360-001 Differential Geometry II

    3 Points, Thursdays, 1:25-3:15PM, Robert Ji Wai Young

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  • MATH-GA.2460-001 Complex Variables II

    3 Points, Wednesdays, 5:10-7:00PM, Oleksandr Misiats

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  • MATH-GA.2470-001 Ordinary Differential Equations

    3 Points, Tuesdays, 9:00-10:50AM, Dimitris Giannakis

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  • MATH-GA.2500-001 Partial Differential Equations II

    3 Points, Tuesdays, 9:00-10:50AM, Pierre Germain

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  • MATH-GA.2563-001 Harmonic Analysis

    3 Points, Mondays, 9:00-10:50AM, Fengbo Hang

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  • MATH-GA.2620-001 Advanced Topics In PDE: Resonances In PDEs

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

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  • MATH-GA.2660-001 Advanced Topics In Analysis: Introduction To Differentiable Dynamical Systems

    3 Points, Wednesdays, 1:25-3:15PM, Lai-Sang Young

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  • MATH-GA.2660-002 Advanced Topics In Analysis: Vriflds - Thry & Apps

    3 Points, Tuesdays, Thursdays, 1:25-3:15PM, Fanghua Lin

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  • MATH-GA.2660-003 Advanced Topics In Analysis: Calculus Of Variations

    3 Points, Mondays, 1:25-3:15PM, Robert Kohn

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  • MATH-GA.2660-004 Advanced Topics In Analysis: Coulomb Gases

    3 Points, Wednesdays, 11:00-12:50PM, Sylvia Serfaty

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  • MATH-GA.2704-001 Applied Stochastic Analysis

    3 Points, Mondays, 1:25-3:15PM, Miranda Holmes-Cerfon

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

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

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  • MATH-GA.2710-001 Mechanics

    3 Points, Wednesdays, 1:25-3:15PM, Oliver Buhler

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

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

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  • MATH-GA.2752-001 Active Portfolio Management

    3 Points, Mondays, 5:10-7:00PM, Jerome Benveniste

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  • MATH-GA.2753-001 Advanced Risk Management

    3 Points, Mondays, 7:10-9:00PM, Ken Abbott

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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 Derivative Securities

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

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  • MATH-GA.2792-001 Continuous Time Finance

    3 Points, Wednesdays, 7:10-9:00PM, Bruno Dupire

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

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

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  • MATH-GA.2799-001 Securitized Products & Structured Finance

    1.5 Points, Thursdays, 7:10-9:00PM, Rodney Sunada-Wong

    Course dates: Jan. 23, 2017 - Mar. 10, 2017

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  • MATH-GA.2800-001 Energy Markets And Derivatives

    1.5 Points, Thursdays, 7:10-9:00PM, David Eliezer

    Course dates: Mar. 10, 2017 - May. 8, 2017

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  • MATH-GA.2801-001 Advanced Topics In Equity Derivatives

    1.5 Points, Mondays, 5:10-7:00PM, Sebastien Bossu

    Course dates: Mar. 10, 2017 - May. 8, 2017

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  • MATH-GA.2802-001 Market Microstructure

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

    Course dates: Jan. 23, 2017 - Mar. 10, 2017

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  • MATH-GA.2840-001 Advanced Topics In Applied Math: Data Analysis Through Optimal Transport

    3 Points, Mondays, 1:25-3:15PM, Esteban Tabak

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  • MATH-GA.2840-002 Advanced Topics In Applied Math: Matching Models And Their Applications

    3 Points, Mondays, 9:00-10:50AM, Alfred Galichon

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  • MATH-GA.2840-003 Advanced Topics In Applied Math: Selected Topics In Importance Sampling

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

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  • MATH-GA.2840-004 Advanced Topics In Applied Math: Modeling And Experiment In Fluid Dynamics

    3 Points, Fridays, 11:00-12:50PM, Leif Ristroph

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  • MATH-GA.2852-001 Advanced Topics In Math Biology: Stochastic Problems In Biology And Neuroscience

    3 Points, Wednesdays, 1:25-3:15PM, Daniel Tranchina

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  • MATH-GA.2852-002 Advanced Topics In Math Biology: Physical Biology

    3 Points, Tuesdays, 1:25-3:15PM, David Cai

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  • MATH-GA.2901-001 Basic Probability

    3 Points, Wednesdays, 7:10-9:00PM, Zsolt Pajor-Gyulai

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  • MATH-GA.2902-001 Stochastic Calculus

    3 Points, Thursdays, 7:10-9:00PM, Alexey Kuptsov

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  • MATH-GA.2912-001 Probability: Limit Theorems II

    3 Points, Wednesdays, 9:00-10:50AM, Henry McKean

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  • MATH-GA.2932-001 Advanced Topics In Probability:Complexity Of Random Functions Of Many Variables

    3 Points, Wednesdays, 3:20-5:10PM, Gerard Ben Arous

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  • MATH-GA.3003-001 Ocean Dynamics

    3 Points, Tuesdays, 1:25-3:15PM, Shafer Smith

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