Course Descriptions

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

    3 Points, Mondays, 5:10-7:00PM, Sinan Gunturk

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  • MATH-GA.2010-001 Numerical Methods I

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

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  • MATH-GA.2011-001 Advanced Topics In Numerical Analysis: Monte Carlo Methods

    3 Points, Tuesdays, 3:20-5:10PM, Jonathan Weare

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  • MATH-GA.2011-002 Advanced Topics In Numerical Methods: Finite Element Methods

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

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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, Aleksandar Donev

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  • MATH-GA.2045-001 Nonlinear Problems In Finance: Models And Computational Methods

    3 Points, Wednesdays, 7:10-9:00PM, Julien Guyon

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  • MATH-GA.2046-001 Advanced Statistical Inference And Machine Learning

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

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  • MATH-GA.2047-001 Trends In Financial Data Science

    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 Chen

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

    3 Points, Thursdays, 9:00-10:50AM, Percy Deift

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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.2310-001 Topology I

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

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  • MATH-GA.2350-001 Differential Geometry I

    3 Points, Tuesdays, 3:20-5:05PM, Jeff Cheeger

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  • MATH-GA.2400-001 Advanced Topics In Geometry: Complex Riemann Surfaces & Algebraic Functions (Oct.2-Nov. 20)

    3 Points, Mondays, Wednesdays, 3:30-4:45PM, Fedor Bogomolov

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  • MATH-GA.2400-002 Advanced Topics In Geometry: Topic Applications Of Large Dimensions

    3 Points, Tuesdays, 9:00-10:50AM, Mikhael Gromov

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  • MATH-GA.2400-003 Advanced Topics In Geometry: Geometric Measure Theory (Begins Oct 8)

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

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  • MATH-GA.2420-001 Advanced Topics Mathematics: Working Group In Modeling And Simulation

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

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  • MATH-GA.2420-002 Advanced Topics: Seminar In AOS

    3 Points, Fridays, 3:45-5:00PM, Edwin Gerber

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  • MATH-GA.2420-003 Advanced Topics: Topics In Probability Theory - Limit Theorems For Sums Of Positively Dependent Random Variables (Oct 16-Dec 4)

    1.5 Points, Wednesdays, 11:00-12:50PM, Charles Newman

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  • MATH-GA.2430-001 Real Variables I

    3 Points, Mondays, Wednesdays, 9:35-10:50AM, Jalal Shatah

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  • MATH-GA.2450-001 Complex Variables I

    3 Points, Tuesdays, 7:10-9:00PM, Antoine Cerfon

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

    3 Points, Tuesdays, Thursdays, 2:00-3:15PM, Yury Ustinovskiy

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

    3 Points, Mondays, 11:00-12:50PM, Vlad Vicol

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

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

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  • MATH-GA.2550-001 Functional Analysis

    3 Points, Tuesdays, 11:00-12:50PM, Fanghua Lin

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  • MATH-GA.2610-001 Advanced Topics In PDE: Homogenization And Statistical Mechanics (Oct 29 -Dec 10)

    3 Points, Tuesdays, Thursdays, 1:25-3:15PM, Scott Armstrong

    Description TBA
  • MATH-GA.2650-001 Advanced Topics In Analysis: Introduction To Ergodic Theory

    3 Points, Wednesdays, 3:20-5:10PM, Lai-Sang Young

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

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

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  • MATH-GA.2702-001 Fluid Dynamics

    3 Points, Wednesdays, 1:25-3:15PM, Antoine Cerfon

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

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

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

    3 Points, Tuesdays, 7:10-9:00PM, Kenneth Winston

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  • MATH-GA.2755-001 Project & Presentation

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

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  • MATH-GA.2791-001 Financial Securities And Markets

    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 (1st Half Of Semester)

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

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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.2805-001 Trends In Sell-Side Modeling: Xva, Capital And Credit Derivatives

    3 Points, Tuesdays, 5:10-7:00PM, Leif Andersen

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  • MATH-GA.2830-001 Advanced Topics In Applied Math: Quantum Computation

    3 Points, Mondays, 5:10-7:00PM, Oded Regev

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  • MATH-GA.2855-001 Advanced Topics In Physiology: Neuronal Networks

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

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  • MATH-GA.2901-001 Essentials Of Probability

    3 Points, Wednesdays, 5:10-7:00PM, Richard Kleeman

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  • MATH-GA.2902-001 Stochastic Calculus

    3 Points, Mondays, 7:10-9:00PM, Jonathan Goodman

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  • MATH-GA.2911-001 Probability Theory I

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

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  • MATH-GA.2931-001 Advanced Topics In Probability: Multiplicative Chaos, From Gff To Polymers (Marc 25 To May 10)

    3 Points, Tuesdays, Thursdays, 1:25-3:15PM, Ofer Zeitouni

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  • MATH-GA.2931-002 Advanced Topics In Probability: TBA

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

    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: Climate Dynamics

    3 Points, Mondays, 3:20-5:10PM, Olivier Pauluis

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  • MATH-GA.3010-002 Advanced Topics In AOS: Geophysical Fluid Dynamics Laboratory

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

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  • MATH-GA.3010-004 Advanced Topics In AOS: TBA

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

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