Course Descriptions

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

    3 Points, Wednesdays, 3:20-5:50PM, Jalal Shatah

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

    3 Points, Tuesdays, 6:00-8:30PM, Yisong Yang

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

    3 Points, Mondays, 7:10-9:00PM, Gilles Francfort

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

    3 Points, Thursdays, 5:10-7:00PM, Gaoyong Zhang

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

    3 Points, Thursdays, 7:10-9:00PM, TBA

    Description TBA
  • MATH-GA.2012-001 Advanced Topics In Numerical Analysis: Nonsmooth Optimization

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

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  • MATH-GA.2012-002 Advanced Topics In Numerical Analysis: High Performance Computing

    3 Points, Mondays, 1:25-3:15PM, Benjamin Peherstorfer

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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, Wednesdays, 5:10-7:00PM, Hongwei Cheng and Wujiang Lou

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  • MATH-GA.2110-001 Linear Algebra I

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

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  • MATH-GA.2120-001 Linear Algebra II

    3 Points, Mondays, 5:10-7:00PM, TBA

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  • MATH-GA.2140-001 Algebra II

    3 Points, Tuesdays, 7:10-9:00PM, Liming Pang

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

    3 Points, Wednesdays, 5:10-7:00PM, Margaret Bilu

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  • MATH-GA.2320-001 Topology II

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

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  • MATH-GA.2360-001 Differential Geometry II

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

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  • MATH-GA.2420-001 Advanced Topics In Geometry: Topics In Rriemannian Geometry (2Nd Half Of Semester)

    1.5 Points, Thursdays, 1:25-3:15PM, Jeff Cheeger

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  • MATH-GA.2420-002 Advanced Topics In Geometry: Quantitative Differentiability And Rectifiability (1St Half Of Semester)

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

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  • MATH-GA.2420-003 Advanced Topics In Analysis: Coulomb Gas (2Nd Half Of Semester)

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

    Description TBA
  • MATH-GA.2420-004 Advanced Topics In Applied Math: Working Grop In Modeling And Simulation

    3 Points, Thursdays, 12:30-2:00PM, Aleksandar Donev and Miranda Holmes-Cerfon and Leif Ristroph

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

    3 Points, Tuesdays, 3:20-5:10PM, Raghu Varadhan

    Description TBA
  • MATH-GA.2460-001 Complex Variables II

    3 Points, Wednesdays, 5:10-7:00PM, Zhang,Gaoyong

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  • MATH-GA.2470-001 Ordinary Differential Equations

    3 Points, Tuesdays, 11:00-12:50PM, Scott Armstrong

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  • MATH-GA.2500-001 Partial Differential Equations

    3 Points, Tuesdays, 9:00-10:50AM, Robert Kohn

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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.2704-001 Applied Stochastic Analysis

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

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

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

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  • MATH-GA.2710-001 Mechanics

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

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

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

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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, Wednesdays, 7:10-9:00PM, 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 Derivative Securities

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

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  • MATH-GA.2792-001 Continuous Time Finance

    3 Points, Mondays, 7:10-9:00PM, 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 Travis Fisher

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

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

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

    3 Points, Thursdays, 7:10-9:00PM, TBA

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

    3 Points, Wednesdays, 7:10-9:00PM, Sebastien Bossu

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

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

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

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

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  • MATH-GA.2840-004 Advanced Topics In Applied Math: Communication In The Mathematical Sciences: Teaching, Writing, And Oral Presentation

    3 Points, Wednesdays, 3:20-5:10PM, Miranda Holmes-Cerfon and Corrin Clarkson

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

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

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

    3 Points, Mondays, 11:00-12:50PM, Charles Peskin

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  • MATH-GA.2901-001 Basic Probability

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

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  • MATH-GA.2902-001 Stochastic Calculus

    3 Points, Thursdays, 7:10-9:00PM, TBA

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

    3 Points, Tuesdays, 7:10-8:10PM, TBA

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

    3 Points, Wednesdays, 9:00-10:50AM, Yuri Bakhtin

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  • MATH-GA.2932-001 Advanced Topics In Probability: Random Matrix Theory

    3 Points, Tuesdays, 1:25-3:15PM, Percy Deift

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  • MATH-GA.2932-002 Advanced Topics In Probability: TBA

    3 Points, Mondays, 9:00-10:50AM, Eyal Lubetzky and Paul Bourgade

    Description TBA
  • MATH-GA.3003-001 Ocean Dynamics

    3 Points, Tuesdays, 1:25-3:15PM, Edwin Gerber

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  • MATH-GA.3011-001 Advanced Topics In AOS: Machine Learning In Atmosphere/Ocean Climate Science

    3 Points, Mondays, 1:25-3:15PM, Laure Zanna

    Description TBA