Course Descriptions

  • MA-GY.6213-I Elemnts Of Real Analy I

    3 Points, Thursdays, 6:00-8:45PM, Michel Lobenberg

    Description TBA
  • MA-GY.7033-I Linear Algebra I

    3 Points, Mondays, 6:00-8:45PM, Yisong Yang

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

    3 Points, Mondays, 5:10-7:00PM, Sinan Gunturk

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  • MATH-GA.2010-001 Numerical Methods I

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

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  • MATH-GA.2011-001 Advanced Topics In Numerical Analysis: Computational And Variational Methods For Inverse Problems

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

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

    3 Points, Tuesdays, 1:25-3:15PM, Nick Trefethen

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  • MATH-GA.2011-004 Advanced Topics In Numerical Analysis: Computational Fluid Dynamics

    3 Points, Tuesdays, 3:20-5:05PM, Aleksandar Donev

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  • MATH-GA.2041-001 Computing In Finance

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

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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, Julien Guyon and Bryan Liang

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  • MATH-GA.2046-001 Advanced Econometrics Modeling And Big Data

    3 Points, Wednesdays, 5:10-7:00PM, Gordon Ritter

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  • MATH-GA.2047-001 Data Science In Quantitative Finance

    3 Points, Tuesdays, 7:10-9:00PM, Petter Kolm and Ivailo Dimov

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  • MATH-GA.2110-001 Linear Algebra I

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

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

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

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  • MATH-GA.2130-001 Algebra I

    3 Points, Thursdays, 7:10-9:00PM, Yuri Tschinkel

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  • MATH-GA.2170-001 Intro To Cryptography

    3 Points, Mondays, 11:00-12:50PM, Oded Regev

    Description TBA
  • MATH-GA.2310-001 Topology I

    3 Points, Thursdays, 5:10-7:00PM, Sylvain Cappell

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  • MATH-GA.2350-001 Differential Geometry I

    3 Points, Tuesdays, 3:20-5:05PM, Jeff Cheeger

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  • MATH-GA.2400-001 Advanced Topics In Geometry: TBA

    3 Points, Mondays, 5:10-7:00PM, Fedor Bogomolov

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  • MATH-GA.2400-002 Advanced Topics In Geometry: Quantitative Geometry

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

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  • MATH-GA.2400-003 Advanced Topics In Geometry: Large Dimension: Theory And Applications

    3 Points, Thursdays, 1:25-3:15PM, Mikhael Gromov

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

    3 Points, Mondays, Wednesdays, 9:00-10:15AM, Jalal Shatah

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  • MATH-GA.2450-001 Complex Variables I

    3 Points, Tuesdays, 7:10-9:00PM, Antoine Cerfon

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

    3 Points, Tuesdays, Thursdays, 1:25-2:40PM, Fengbo Hang

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

    3 Points, Mondays, 11:00-12:50PM, Esteban Tabak

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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.2550-001 Functional Analysis

    3 Points, Tuesdays, 11:00-12:50PM, Pierre Germain

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  • MATH-GA.2610-001 Advanced Topics In PDE: Elliptic PDEs

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

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  • MATH-GA.2650-001 Advanced Topics In Analysis: Introduction To Differentiable Dynamical Systems

    3 Points, Thursdays, 11:00-12:50PM, Lai-Sang Young

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

    3 Points, Mondays, 1:25-3:15PM, Leslie Greengard

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  • MATH-GA.2702-001 Fluid Dynamics

    3 Points, Wednesdays, 1:25-3:15PM, Michael Shelley

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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 W/Econometrics

    3 Points, Tuesdays, 7:10-9:00PM, Aaron Brown

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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 Derivative Securities

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

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  • MATH-GA.2792-001 Continuous Time Finance

    3 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

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

    Course dates: Oct. 24, 2018 - Dec. 14, 2018

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  • MATH-GA.2804-001 Credit Analytics: Bonds, Loans And Derivatives

    1.5 Points, Thursdays, 7:10-9:00PM, Bjorn Flesaker

    Course dates: Sep. 4, 2018 - Oct. 23, 2018

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  • MATH-GA.2805-001 Counter Party Credit: Valuation Adjustments, Capital, And Funding

    3 Points, Tuesdays, 5:10-7:00PM, Leif Andersen

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  • MATH-GA.2830-001 Advanced Topics In Applied Math: Machine Learning, Optimal Transport And Large Deviation Theory

    3 Points, Tuesdays, 9:00-10:50AM, Esteban Tabak and Eric Vanden Eijnden

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  • MATH-GA.2830-002 Advanced Topics In Applied Math: Math And Data Working Group -Statistical To Computational Gaps And Statistical Estimation With Algebraic Structure

    3 Points, Tuesdays, 4:00-5:50PM, Afonso Bandeira

    Description TBA
  • MATH-GA.2830-003 Advanced Topics In Applied Math: Filtering Turbulent Signals In Complex Systems

    3 Points, Thursdays, 9:00-10:50AM, Andrew Majda

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  • MATH-GA.2830-004 Advanced Topics In Applied Math: Working Group In Modeling & Simulation

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

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  • MATH-GA.2901-001 Basic Probability

    3 Points, Wednesdays, 5:10-7:00PM, Eric Vanden Eijnden

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  • MATH-GA.2902-001 Stochastic Calculus

    3 Points, Mondays, 7:10-9:00PM, Jonathan Goodman

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  • MATH-GA.2911-001 Probability: Limit Theorems I

    3 Points, Tuesdays, 9:00-10:50AM, Eyal Lubetzky

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  • MATH-GA.2931-001 Advanced Topics In Probability: Geometry And Spectrum Of Random Regular Graphs

    3 Points, Tuesdays, 11:00-12:50PM, Eyal Lubetzky and Paul Bourgade

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  • MATH-GA.2931-002 Advanced Topics In Probability: TBA

    3 Points, Mondays, Wednesdays, 1:25-3:15PM, Ofer Zeitouni

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  • MATH-GA.2931-003 Advanced Topics In Probability: The Riemann Hypothesis, Moment Generating Functions, And Stochastic Processes

    3 Points, Wednesdays, 3:20-5:10PM, Charles Newman

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  • MATH-GA.3001-001 Geophysical Fluid Dynamics

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

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  • MATH-GA.3010-001 Advanced Topics In AOS: TBA

    3 Points, Fridays, 3:45-5:35PM, Edwin Gerber and Oliver Buhler and Shafer Smith

    Description TBA