Course Descriptions

MATHGA.1002001 Multivariable Analysis
3 Points, Mondays, Wednesdays, 5:006:15PM, HauTieng Wu
Description TBA 
MATHGA.1234001 Cryptocurrency And Blockchains: Mathematics And Technologies (1st Half Of Semester)
3 Points, Thursdays, 7:109:00PM, Amir Sadr and Petter Kolm
Description TBA 
MATHGA.1410003 Introduction To Math Analysis I
3 Points, Mondays, Wednesdays, 4:556:10PM, TBA
Description TBA 
MATHGA.2010001 Numerical Methods I
3 Points, Mondays, Wednesdays, 4:556:10PM, Benjamin Peherstorfer
Description TBA 
MATHGA.2041001 Computing In Finance
3 Points, Thursdays, 7:109:00PM, Lee Maclin
Description TBA 
MATHGA.2043001 Scientific Computing
3 Points, Tuesdays, Thursdays, 4:556:10PM, Jonathan Goodman
Description TBA 
MATHGA.2046001 Advanced Statistical Inference And Machine Learning
3 Points, Wednesdays, 5:107:00PM, Gordon Ritter
Description TBA 
MATHGA.2047001 Trends In Financial Data Science
3 Points, Tuesdays, 5:107:00PM, Ivailo Dimov and Petter Kolm
Description TBA 
MATHGA.2049001 Alternative Data In Quantitative Finance (2nd Half Of Semester)
3 Points, Thursdays, 7:109:00PM, Gene Ekster
Description TBA 
MATHGA.2070001 Data Science And DataDriven Modeling (1st Half Of Semester)
3 Points, Tuesdays, 7:109:00PM, Christos Koutsoyannis
Description TBA 
MATHGA.2110001 Linear Algebra I
3 Points, Tuesdays, Thursdays, 4:556:10PM, Pax Kivimae
Description TBA 
MATHGA.2111001 Linear Algebra (OneTerm)
3 Points, Mondays, Wednesdays, 11:0012:15PM, Alan Kaptanoglu
Description TBA 
MATHGA.2130001 Algebra I
3 Points, Mondays, Wednesdays, 3:304:45PM, Fedor Bogomolov
Description TBA 
MATHGA.2310001 Topology I
3 Points, Mondays, Wednesdays, 9:3010:45AM, Valentino Tosatti
Description TBA 
MATHGA.2350001 Differential Geometry I
3 Points, Mondays, Wednesdays, 2:003:15PM, Jeff Cheeger
Description TBA 
MATHGA.2400001 Advanced Topics In Geomtery: TBA
3 Points, Mondays, Wednesdays, 9:3010:45AM, Mikhael Gromov
Description TBA 
MATHGA.2400002 Advanced Topics In Geomtery: TBA
3 Points, Tuesdays, Thursdays, 9:3010:45AM, Mikhael Gromov
Description TBA 
MATHGA.2430001 Real Variables I
3 Points, Mondays, Wednesdays, 9:3010:45AM, Tristan Buckmaster
Description TBA 
MATHGA.2450001 Complex Variables I
3 Points, Tuesdays, Thursdays, 9:3010:45AM, Deane Yang
Description TBA 
MATHGA.2490001 Introduction To Partial Differential Equations
3 Points, Mondays, Wednesdays, 2:003:15PM, Fanghua Lin
Description TBA 
MATHGA.2650001 Advanced Topics In Analysis: TBA
3 Points, Mondays, Wednesdays, 11:0012:15PM, Jalal Shatah
Description TBA 
MATHGA.2701001 Methods Of Applied Math
3 Points, Mondays, Wednesdays, 11:0012:15PM, Alex Mogilner
Description TBA 
MATHGA.2702001 Fluid Dynamics
3 Points, Mondays, Wednesdays, 12:301:45PM, Esteban Tabak
Description TBA 
MATHGA.2707001 Time Series Analysis & Statistical Arbitrage
3 Points, Mondays, 5:107:00PM, Farshid Asl
Description TBA 
MATHGA.2751001 Risk & Portfolio Management
3 Points, Wednesdays, 5:107:00PM, Kenneth Winston
Description TBA 
MATHGA.2755001 Project & Presentation
3 Points, Petter Kolm
Description TBA 
MATHGA.2791001 Financial Securities And Markets
3 Points, Wednesdays, 7:109:00PM, Mehdi Sonthonnax
Description TBA 
MATHGA.2793001 Dynamic Asset Pricing (2nd Half Of Semester)
3 Points, Mondays, 7:109:00PM, Samim Ghamami
Description TBA 
MATHGA.2803001 Fixed Income Derivatives: Models & Strategies In Practice (1st Half Of Semester)
3 Points, Mondays, 7:109:00PM, Leon Tatevossian
Description TBA 
MATHGA.2805001 Trends In SellSide Modeling: Xva, Capital And Credit Derivatives
3 Points, Tuesdays, 5:107:00PM, Irena Khrebtova
Description TBA 
MATHGA.2830001 Advanced Topics In Applied Math: TBA
3 Points, Mondays, Wednesdays, 12:301:45PM, Charles Peskin
Prerequisite:
Familiarity with numerical methods and fluid dynamics.The immersed boundary (IB) method is a general framework for the
computer simulation of flows with immersed elastic boundaries and/or
complicated geometry. It was originally developed to study the fluid
dynamics of heart valves, and it has since been applied to a wide
variety of problems in biofluid dynamics, such as wave propagation in
the inner ear, blood clotting, swimming of creatures large and small,
and the flight of insects. Nonbiological applications include sails,
parachutes, flows of suspensions, and twofluid or multifluid
problems.Topics to be covered include: mathematical formulation of
fluidstructure interaction in Eulerian and Lagrangian variables, with
interaction equations involving the Dirac delta function;
discretization of the structure, fluid, and interaction equations,
including energybased finiteelement or finitedifference
discretization of the structure equations, finitedifference
discretization of the fluid equations, and IB delta functions with
specified mathematical properties; a simple but effective method for
adding mass to an immersed boundary; numerical simulation of rigid
immersed structures or immersed structures with rigid parts; IB
methods for immersed filaments with bend and twist; and a stochastic
IB method for thermally fluctuating hydrodynamics within biological
cells, and the direct numerical simulation of osmotic phenomena. Some
recent developments to be covered include stability analysis of the IB
method and a FourierSpectral IB method with improved boundary
resolution. The challenge of making the IB method implicit so that
larger time steps can be taken will be discussed. The IB method also
has electrical applications. Two of these that will be discussed, if
time permits, are cardiac electrophysiology and the direct numerical
simulation of ions in solution.Course requirements include homework assignments and a computing
project, but no exam. Students may collaborate on the homework and on
the computing project, and are encouraged to present the results of
their computing projects to the class.Text:
The Immersed Boundary Method. Lecture notes freely available at:
http://www.math.nyu.edu/faculty/peskin/ib_lecture_notes/index.html 
MATHGA.2830004 Advanced Topics In Applied Math: Mathematical Statistics
3 Points, Tuesdays, 12:001:40PM, Jonathan Jonathan NilesWeed
Description TBA 
MATHGA.2830005 Advanced Topics In Applied Math: Mathematical Statistics Lab
3 Points, Thursdays, 3:454:35PM, TBA
Description TBA 
MATHGA.2901001 Essentials Of Probability
3 Points, Mondays, Wednesdays, 3:304:45PM, Gerard Ben Arous
Description TBA 
MATHGA.2903001 Stochastic Calculus (2nd Half Of Semester)
3 Points, Mondays, 7:109:00PM, Alexey Kuptsov
Description TBA 
MATHGA.2911001 Probability Theory I
3 Points, Mondays, Wednesdays, 11:0012:15PM, Roland Bauerschmidt
Description TBA 
MATHGA.2931001 Advanced Topics In Probability: Random Matrix Universality
3 Points, Tuesdays, Thursdays, 12:301:45PM, Paul Bourgade
Description TBA 
MATHGA.3001001 Geophysical Fluid Dynamics
3 Points, Tuesdays, Thursdays, 9:3010:45AM, Yi Zhang
Description TBA