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, Thursdays, 5:10-7:00PM, Scott Armstrong

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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: High Performance Computing

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

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  • MATH-GA.2012-002 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.2012-003 Advanced Topics In Numerical Analysis: Numerical Optimization

    3 Points, Thursdays, 5:10-7:00PM, Margaret Wright

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

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

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  • MATH-GA.2012-005 Advanced Topics In Numerical Analysis: Monte Carlo Methods

    3 Points, Wednesdays, 11:00-12:50PM, Jonathan Weare

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  • MATH-GA.2020-001 Numerical Methods II

    3 Points, Tuesdays, 5:10-7:00PM, Aleksandar Donev

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  • MATH-GA.2048-001 Scientific Computing In Finance

    3 Points, Wednesdays, 5:10-7:00PM, Yadong Li and Hongwei Cheng

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  • MATH-GA.2110-001 Linear Algebra I

    3 Points, Tuesdays, 5:10-7:00PM, Fengbo Hang

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  • MATH-GA.2120-001 Linear Algebra II

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

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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, 5:10-7:00PM, Isabel Leal

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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: Ricci Curvature

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

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  • MATH-GA.2420-002 Advanced Topics: Advanced Topics In Math Biology Topics In Neural Science - Models Of Plasticity And Learning

    3 Points, Thursdays, 3:20-5:10PM, Dave McLaughlin

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  • MATH-GA.2460-001 Complex Variables II

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

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  • MATH-GA.2470-001 Ordinary Differential Equations

    3 Points, Tuesdays, 11:00-12:50PM, Ori Hirschberg

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  • MATH-GA.2500-001 Partial Differential Equations

    3 Points, Tuesdays, 9:00-10:50AM, Jalal Shatah

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  • MATH-GA.2563-001 Harmonic Analysis

    3 Points, Mondays, 9:00-10:50AM, Raghu Varadhan

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  • MATH-GA.2660-001 Advanced Topics In Analysis: TBA

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

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  • MATH-GA.2660-003 Advanced Topics In Analysis: Ergodicity For Stochastic PDEs

    3 Points, Mondays, 10:00-11:50AM, Pierre Germain and Jalal Shatah and Yuri Bakhtin

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  • MATH-GA.2704-001 Applied Stochastic Analysis

    3 Points, Thursdays, 9:00-10:50AM, Miranda Holmes-Cerfon

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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, Robert Kohn

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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, Mondays, 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, Wednesdays, 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 Securitized Products & Structured Finance

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

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  • MATH-GA.2800-001 Energy Markets And Derivatives

    3 Points, Thursdays, 7:10-9:00PM, David Eliezer

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  • MATH-GA.2801-001 Advanced Topics In Equity Derivatives

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

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  • MATH-GA.2802-001 Market Microstructure

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

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  • MATH-GA.2840-001 Advanced Topics In Applied Math: Working Group In Computational Methods For Integral Equations

    3 Points, Tuesdays, 3:20-5:10PM, Antoine Cerfon and Michael O'Neil and Leslie Greengard

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  • MATH-GA.2840-002 Advanced Topics In Applied Math: Mathematical Tools For Data Science

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

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  • MATH-GA.2840-003 Advanced Topics In Applied Math: Mathematical Tools For Data Science Lab

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

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

    3 Points, Tuesdays, 9:00-10:50AM, Leif Ristroph and Charles Puelz and Pejman Sanaei

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  • MATH-GA.2840-005 Advanced Topics In Applied Math: TBA

    3 Points, Wednesdays, 3:20-5:10PM, Michael Shelley

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  • MATH-GA.2862-001 Advanced Topics In Fluid Dynamics: Introduction To Incompressible Fluids

    3 Points, Tuesdays, 3:20-5:10PM, Vlad Vicol

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  • MATH-GA.2901-001 Basic Probability

    3 Points, Wednesdays, 7:10-9:00PM, Richard Kleeman

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  • MATH-GA.2902-001 Stochastic Calculus

    3 Points, Thursdays, 7:10-9:00PM, Alexey Kuptsov

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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.3003-001 Ocean Dynamics

    3 Points, Tuesdays, 1:25-3:15PM, Shafer Smith

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