Course Descriptions

  • 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, Wednesdays, 8:00-9:50PM, TBA

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

    3 Points, Thursdays, 8:00-9:50PM, Jumageldi Charyyev

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

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

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  • MATH-GA.2012-003 Advanced Topics In Numerical Analysis: Immersed Boundary Method For Fluid-Structure Interaction

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

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  • MATH-GA.2012-004 Advanced Topics In Numerical Analysis: Stochastic Modeling And Uncertainty Quantification In Complex Systems

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

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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, TBA

    Note: Students may not receive credit for both MATH-GA 2043.001 and MATH-GA 2048.001

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

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

    Note: 1st Half of Semester

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

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  • MATH-GA.2140-001 Algebra II

    3 Points, Tuesdays, 7:10-9:00PM, Fedor Bogomolov

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

    3 Points, Wednesdays, 3:20-5:10PM, Yuri Tschinkel

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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, Wednesdays, 1:25-3:15PM, Fengbo Hang

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  • MATH-GA.2420-001 Advanced Topics In Geometry: Topics In Minimal Surfaces

    1.5 Points, Tuesdays, 3:20-5:10PM, Guido DePhilippis

    Note: 1st Half of Semester

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  • MATH-GA.2420-002 Advanced Topics: Stochastic Multi-Armed Bandits (1st Half Of Semester)

    1.5 Points, Tuesdays, 1:25-3:15PM, Jean-Christophe Mourrat

    Note: 1st Half of Semester

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  • MATH-GA.2420-005 Advanced Topics In Statistics: Statistical Aspects Of Optimal Transport (1st Half Of Semester)

    1.5 Points, Mondays, 3:20-5:10PM, Jonathan Niles-Weed

    Note: 1st Half of Semester

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  • MATH-GA.2420-006 Advaned Topics: Introduction To The Theory Of Elliptic Curves (1st Half Of Semester)

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

    Note: 1st Half of Semester

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  • MATH-GA.2420-007 Advanced Topics In Geometry: Tbd (2nd Half Of Semeter)

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

    Description TBA
  • MATH-GA.2420-008 Advanced Topics: Harmonic Analysis And Geometric Discrepancy (2nd Half Of Semester)

    1.5 Points, Tuesdays, 9:00-10:50AM, Sinan Gunturk

    Note: 2nd Half of Semester

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  • MATH-GA.2440-001 Real Variables II

    3 Points, Tuesdays, 3:20-5:10PM, Scott Armstrong

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

    3 Points, Mondays, 5:10-7:00PM, Percy Deift

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  • MATH-GA.2470-001 Ordinary Differential Equations

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

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  • MATH-GA.2500-001 Partial Differential Equations

    3 Points, Wednesdays, 3:20-5:10PM, Fanghua Lin

    Note: Masters students should consult the course instructor before registering for this class

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

    3 Points, Wednesdays, 9:00-10:50AM, Sylvia Serfaty

    Description TBA
  • MATH-GA.2550-001 Functional Analysis

    3 Points, Mondays, 9:00-10:50AM, Guido DePhilippis

    Description TBA
  • MATH-GA.2620-001 Advanced Topics In PDEs: Formation Of Singularities For Compressible Euler - Shocks & Implosion

    3 Points, Thursdays, 1:25-3:15PM, Jalal Shatah and Vlad Vicol

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  • MATH-GA.2660-001 Advanced Topics In Analysis: Riemann-Hilbert Theory

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

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  • MATH-GA.2704-001 Applied Stochastic Analysis

    3 Points, Wednesdays, 1:25-3:15PM, Jonathan Weare

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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, Tuesdays, 1:25-3:15PM, Eric Vanden Eijnden

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

    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 Financial Securities And Markets

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

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

    3 Points, Mondays, 7:10-9:00PM, Bruno Dupire and Montacer Essid

    Description TBA
  • 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)

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

    Note: 2nd Half of Semester

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

    1.5 Points, Thursdays, 7:10-9:00PM, Ilia Bouchouev

    Note: 1st Half of Semester

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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, Sebastien Bossu

    Note: 2nd Half of Semester

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

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

    Note: 1st Half of Semester

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  • MATH-GA.2840-003 Advanced Topics In Applied Math: Stochastic Models In Modern Finance And Economics

    3 Points, Tuesdays, 11:00-12:50PM, Marco Avellaneda

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

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

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  • MATH-GA.2840-005 Advanced Topics In Applied Math: Mathematical Tools For Data Science

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

    Description TBA
  • MATH-GA.2840-006 Advanced Topics In Applied Math: Mathematical Tools For Data Science Lab

    3 Points, Mondays, 3:30-4:20PM, TBA

    Description TBA
  • MATH-GA.2840-007 Advanced Topics In Applied Math: Mathematical Tools For Data Science Lab

    3 Points, Mondays, 8:00-8:50AM, TBA

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

    3 Points, Wednesdays, 7:10-9:00PM, Charles Newman

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

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

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

    1.5 Points, Tuesdays, 7:10-9:00PM, Alexey Kuptsov

    Note: 2nd Half of Semester

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  • MATH-GA.2912-001 Probability Theory II

    3 Points, Wednesdays, 9:00-10:50AM, Gerard Ben Arous

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  • MATH-GA.2931-001 Advanced Topics In Probability: Multiplicative Chaos, From Gff To Polymers (2nd Half Of Semester)

    3 Points, Tuesdays, Thursdays, 11:00-12:50PM, Ofer Zeitouni

    Note: 2nd Half of Semester

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  • MATH-GA.3003-001 Ocean Dynamics

    3 Points, Mondays, 9:00-10:50AM, Laure Zanna

    Description TBA
  • MATH-GA.3010-001 Advanced Topics In AOS: Climate Change

    3 Points, Thursdays, 9:00-10:50AM, Edwin Gerber

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  • MATH-GA.3011-001 Advanced Topics In AOS: Climte Dynamics

    3 Points, Shafer Smith

    Description TBA