Course Descriptions

MATH-GA.1420-001 Introduction To Math Analysis II

3 Points, Tuesdays, Thursdays, 4:55-6:10PM, Aaditya Rangan

MATH-GA.2020-001 Numerical Methods II

3 Points, Mondays, Wednesdays, 11:00-12:15PM, Michael O'Neil

MATH-GA.2048-001 Scientific Computing In Finance

3 Points, Mondays, 7:10-9:00PM, Richard Lindsey and Mehdi Sonthonnax

MATH-GA.2120-001 Linear Algebra II

3 Points, Mondays, Wednesdays, 2:00-3:15PM, Fengbo Hang

MATH-GA.2140-001 Algebra II

3 Points, Tuesdays, Thursdays, 11:00-12:15PM, Yuri Tschinkel

MATH-GA.2210-001 Introduction To Number Theory I

3 Points, Mondays, Wednesdays, 11:00-12:15PM, Charles Stine

MATH-GA.2320-001 Topology II

3 Points, Mondays, Wednesdays, 6:20-7:35PM, Sylvain Cappell

MATH-GA.2360-001 Differential Geometry II

3 Points, Tuesdays, Thursdays, 11:00-12:15PM, Robert Ji Wai Young

MATH-GA.2440-001 Real Variables II

3 Points, Tuesdays, Thursdays, 9:30-10:45AM, Hong Wang

MATH-GA.2460-001 Complex Variables II

3 Points, Mondays, Wednesdays, 9:30-10:45AM, Percy Deift

MATH-GA.2470-001 Ordinary Differential Equations

3 Points, Tuesdays, Thursdays, 12:30-1:45PM, Edwin Gerber

MATH-GA.2500-001 Partial Differential Equations

3 Points, Tuesdays, Thursdays, 2:00-3:15PM, Guido DePhilippis

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

3 Points, Mondays, Wednesdays, 12:30-1:45PM, Lai-Sang Young

MATH-GA.2751-001 Risk & Portfolio Management

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

MATH-GA.2752-001 Active Portfolio Management

3 Points, Wednesdays, 7:10-9:00PM, Jerome Benveniste

MATH-GA.2753-001 Advanced Risk Management

3 Points, Wednesdays, 5:10-7:00PM, Ken Abbott and Irena Khrebtova

MATH-GA.2791-001 Financial Securities And Markets

3 Points, Mondays, 7:10-9:00PM, Mehdi Sonthonnax

MATH-GA.2793-001 Dynamic Asset Pricing (2nd Half Of Semester)

3 Points, Tuesdays, 5:10-7:00PM, Bruno Dupire and Montacer Essid

MATH-GA.2798-001 Interest Rate & Fx Models

3 Points, Thursdays, 5:10-7:00PM, Fabio Mercurio and Alexey Kuptsov

MATH-GA.2799-001 Modeling And Risk Management Of Bonds And Securitized Products (2nd Half Of Semester)

3 Points, Mondays, 5:10-7:00PM, Rodney Sunada-Wong

MATH-GA.2800-001 Trading Energy Derivatives (1st Half Of Semester)

3 Points, Tuesdays, 5:10-7:00PM, Ilia Bouchouev

MATH-GA.2801-001 Advanced Topics In Equity Derivatives (2nd Half Of Semester)

3 Points, Wednesdays, 7:10-9:00PM, Alireza Javaheri

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

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

MATH-GA.2840-001 Advanced Topics In Applied Math: TBA

3 Points, Tuesdays, Thursdays, 11:00-12:45PM, Eric Vanden Eijnden

MATH-GA.2901-001 Essentials Of Probability

3 Points, Mondays, Wednesdays, 3:30-4:45PM, Yuri Bakhtin

MATH-GA.2903-001 Stochastic Calculus (2nd Half Of Semester)

3 Points, Mondays, 5:10-7:00PM, David Li

MATH-GA.2912-001 Probability Theory II

3 Points, Mondays, Wednesdays, 12:30-1:45PM, Paul Bourgade

MATH-GA.2962-001 Mathematical Statistics

3 Points, Wednesdays, 6:00-8:30PM, Yisong Yang

MATH-GA.3003-001 Ocean Dynamics

3 Points, Tuesdays, Thursdays, 3:30-4:45PM, Shafer Smith