Course Descriptions

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

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

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  • MATH-GA.1410-002 Intro To Math Analysis I Recitation

    3 Points, Mondays, 7:10-8:25PM, TBA

    Description TBA
  • MATH-GA.2010-001 Numerical Methods I

    3 Points, Mondays, 5:10-7:00PM, Benjamin Peherstorfer

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  • MATH-GA.2011-001 Advanced Topics In Numerical Analysis: Inverse Problems

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

    Description TBA
  • MATH-GA.2011-002 Advanced Topics In Numerical Analysis: Numerical Optimization

    3 Points, Tuesdays, 1:25-3:15PM, Margaret Wright

    Description TBA
  • MATH-GA.2011-003 Advanced Topics In Numerical Analysis: Computational PDEs

    3 Points, Wednesdays, 11:00-12:50PM, Aleksandar Donev

    Description TBA
  • MATH-GA.2041-001 Computing In Finance

    3 Points, Thursdays, 7:10-9:00PM, Lee Maclin and Eran Fishler

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  • MATH-GA.2043-001 Scientific Computing

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

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

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

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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.2049-001 Alternative Data In Quantitative Finance (2nd Half Of Semester)

    1.5 Points, Thursdays, 7:10-9:00PM, Gene Ekster

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  • MATH-GA.2070-001 Data Science And Data-Driven Modeling (1st Half Of Semester)

    1.5 Points, Tuesdays, 7:10-9:00PM, TBA

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  • MATH-GA.2110-002 Linear Algebra I

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

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

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

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  • MATH-GA.2130-001 Algebra I

    3 Points, Thursdays, 7:10-9:00PM, Alena Pirutka

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  • MATH-GA.2310-001 Topology I

    3 Points, Thursdays, 5:10-7:00PM, Robert Ji Wai Young

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  • MATH-GA.2350-001 Differential Geometry I

    3 Points, Tuesdays, 3:20-5:10PM, Jeff Cheeger

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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, TBA

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  • MATH-GA.2430-001 Real Variables (One-Term)

    3 Points, Mondays, Wednesdays, 9:30-10:45AM, Jalal Shatah

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  • MATH-GA.2450-001 Complex Variables I

    3 Points, Mondays, 9:00-10:50AM, Antoine Cerfon

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

    3 Points, Tuesdays, Thursdays, 2:00-3:15PM, Fengbo Hang

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

    3 Points, Mondays, 11:00-12:50PM, Guido DePhilippis

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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.2563-001 Harmonic Analysis

    3 Points, Wednesdays, 3:20-5:10PM, Sinan Gunturk

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

    3 Points, Thursdays, 3:20-5:10PM, Aaditya Rangan

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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 and Robert Reider

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

    3 Points, Wednesdays, 5:10-7:00PM, 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.2793-001 Dynamic Asset Pricing (2nd Half Of Semester)

    1.5 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)

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

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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.2830-004 Advanced Topics In Applied Math: Mathematical Statistics

    3 Points, Fridays, 2:00-3:40PM, Jonathan Niles-Weed

    Description TBA
  • MATH-GA.2830-005 Advanced Topics In Applied Math: Mathematical Statistics Lab

    3 Points, Fridays, 4:55-5:45PM, TBA

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

    3 Points, Wednesdays, 5:10-7:00PM, Charles Newman

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

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

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

    1.5 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, Paul Bourgade

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  • MATH-GA.2931-001 Advanced Topics In Probability: Topic TBA (September 21st Thru November 12th)

    3 Points, Tuesdays, Thursdays, 9:00-10:50AM, Ofer Zeitouni

    Description TBA
  • MATH-GA.3001-001 Geophysical Fluid Dynamics

    3 Points, Tuesdays, 9:00-10:50AM, Oliver Buhler

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