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, Gaoyong Zhang

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

    3 Points, Fridays, 11:00-12:50PM, Jumageldi Charyyev

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

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

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  • MATH-GA.2012-003 Advanced Topics In Numerical Analysis: Randomized Numerical Linear Algebra

    3 Points, Mondays, 11:00-12:50PM, Michael O'Neil and Jonathan Weare

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  • MATH-GA.2012-004 Advanced Topics In Numerical Analysis: Convex & Non Smooth Optimization

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

    Description TBA
  • 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, Mondays, 5:10-7:00PM, Richard Lindsey and Mehdi Sonthonnax

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

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

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  • MATH-GA.2110-001 Linear Algebra I

    3 Points, Tuesdays, 5:10-7:00PM, Michael Lindsey

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  • MATH-GA.2120-001 Linear Algebra II

    3 Points, Wednesdays, 5:10-7:00PM, Zhiyuan 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, 3:20-5:05PM, 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, Chao Li

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  • MATH-GA.2420-002 Advanced Topics In PDE: Mean Field Limits (1st Half Of Semester)

    1.5 Points, Thursdays, 3:20-5:05PM, Sylvia Serfaty

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  • MATH-GA.2420-003 Advanced Topics In Probability: Directed Polymers (2nd Half Of Semester)

    1.5 Points, Tuesdays, 11:00-12:50PM, Yuri Bakhtin

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  • MATH-GA.2420-004 Advanced Topics In Applied Mathematics: Working Group In Modeling And Simulation

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

    Description TBA
  • MATH-GA.2420-005 Advanced Topics In Geometry: Quantitative Geometry And Topology (1st Half Of Semester)

    3 Points, Tuesdays, 11:00-12:50PM, Robert Ji Wai Young

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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, 11:00-12:50PM, Alena Pirutka

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  • MATH-GA.2420-007 Advanced Topics: Quantitative Unique Continuation (2nd Half Of Semester)

    1.5 Points, Wednesdays, 1:25-3:15PM, Fanghua Lin

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  • MATH-GA.2420-008 Advanced Topics In Probability: Moment Generating Functions And Riemann Hypothesis (1st Half Of Semester)

    1.5 Points, Mondays, 3:20-5:05PM, Charles Newman

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  • MATH-GA.2440-001 Real Variables II

    3 Points, Tuesdays, 3:20-5:05PM, Raghu Varadhan

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  • MATH-GA.2460-001 Complex Variables II

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

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  • MATH-GA.2470-001 Ordinary Differential Equations

    3 Points, Wednesdays, 11:00-12:50PM, Fengbo Hang

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  • MATH-GA.2500-001 Partial Differential Equations

    3 Points, Wednesdays, 3:20-5:05PM, Scott Armstrong

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  • MATH-GA.2550-001 Functional Analysis

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

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  • MATH-GA.2620-001 Advanced Topics In PDE: Elliptic Free Boundary Problems

    3 Points, Tuesdays, 1:25-3:15PM, Fanghua Lin

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  • MATH-GA.2704-001 Applied Stochastic Analysis

    3 Points, Wednesdays, 1:25-3:15PM, 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, Tuesdays, 11:00-12:50PM, Robert Kohn

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

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

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  • MATH-GA.2752-001 Active Portfolio Management

    3 Points, Wednesdays, 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)

    1.5 Points, Mondays, 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 Modeling And Risk Management Of Bonds And Securitized Products (2nd Half Of Semester)

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

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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

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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, Alireza Javaheri

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

    1.5 Points, Wednesdays, 7:10-9:00PM, Merrell Hora

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

    3 Points, Thursdays, 2:00-3:40PM, Carlos Fernandez-Granda

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

    3 Points, Mondays, 3:45-4:45PM, TBA

    Description TBA
  • MATH-GA.2851-001 Advanced Topics In Math Biology: Physiological Control Mechanisms

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

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  • MATH-GA.2856-001 Adv Top In Math Physiology: Neuronal Networks

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

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  • MATH-GA.2901-001 Essentials Of Probability

    3 Points, Wednesdays, 7:10-9:00PM, Marco Avellaneda

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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

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  • MATH-GA.2912-001 Probability Theory II

    3 Points, Wednesdays, 9:00-10:50AM, Yuri Bakhtin

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  • MATH-GA.2932-001 Advanced Topics In Probability: Concentration Of Measure, Theory And Applications

    3 Points, Thursdays, 9:00-10:50AM, Eyal Lubetzky and Paul Bourgade

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  • MATH-GA.2962-001 Mathematical Statistics

    3 Points, Wednesdays, 11:00-1:30PM, Jonathan Weare

    Description TBA
  • MATH-GA.3004-001 Atmospheric Dynamics

    3 Points, Tuesdays, 3:20-5:05PM, Olivier Pauluis

    Description TBA
  • MATH-GA.3011-001 Advanced Topics In Geophysical Fluid Dynamics

    3 Points, Mondays, 1:25-3:15PM, Shafer Smith and Oliver Buhler

    Description TBA