Mathematics
The Department of Mathematics offers courses in calculus, algebra, geometry, differential equations, linear algebra, topology, number theory, and knot theory.
For questions about specific courses, contact the department.
Mathematics Library
A comprehensive mathematics reference library is situated on the main floor of the Mathematics building.
Courses for First-Year Students
The systematic study of mathematics begins with one of the following: Calculus I, II, III, IV (Mathematics V1101, V1102, V1201, V1202); Honors mathematics A, B (Mathematics V1207, V1208). The calculus sequence is a standard course in differential and integral calculus; it is intended for students who need calculus primarily for its applications.
Students who have no previous experience with calculus or who do not feel able to start with a second course in it should begin with Calculus I. Students who are not adequately prepared for calculus are strongly advised to begin with Mathematics W1003.
The two-term honors mathematics sequence is designed for students with strong mathematical talent and motivation. Honors Math A-B is aimed at students with a strong grasp of one-variable calculus and a high degree of mathematical sophistication. It covers linear algebra as well as several-variables calculus, and prepares students for the more advanced courses offered by the department.
Students who wish to transfer from one division of calculus to another are allowed to do so beyond the date specified in the academic calendar. They are considered to be adjusting their level, not changing their programs, but they must make the change official through the Registrar.
For questions about specific courses, contact the department.
Courses
Prerequisites: score of 550 on the mathematics portion of the SAT completed within the last year, or the appropriate grade on the General Studies Mathematics Placement Examination. For students who wish to study calculus but do not know analytic geometry. Algebra review, graphs and functions, polynomial functions, rational functions, conic sections, systems of equations in two variables, exponential and logarithmic functions, trigonometric functions and trigonometric identities, applications of trigonometry, sequences, series, and limits.
Course Number
MATH1003W001Points
3 ptsFall 2024
Times/Location
Mo 18:10-19:25We 18:10-19:25Section/Call Number
001/00010Enrollment
13 of 56Instructor
Lindsay PiechnikPrerequisites: (see Courses for First-Year Students). Functions, limits, derivatives, introduction to integrals, or an understanding of pre-calculus will be assumed. (SC)
Course Number
MATH1101V001Points
3 ptsFall 2024
Times/Location
Tu 13:10-14:25Th 13:10-14:25Section/Call Number
001/00081Enrollment
50 of 80Instructor
Lindsay PiechnikPrerequisites: (see Courses for First-Year Students). Functions, limits, derivatives, introduction to integrals, or an understanding of pre-calculus will be assumed. (SC)
Course Number
MATH1101V002Points
3 ptsFall 2024
Times/Location
Tu 14:40-15:55Th 14:40-15:55Section/Call Number
002/00082Enrollment
32 of 80Instructor
Lindsay PiechnikPrerequisites: (see Courses for First-Year Students). Functions, limits, derivatives, introduction to integrals, or an understanding of pre-calculus will be assumed. (SC)
Course Number
MATH1101V003Format
In-PersonPoints
3 ptsFall 2024
Times/Location
Mo 10:10-11:25We 10:10-11:25Section/Call Number
003/11833Enrollment
7 of 100Instructor
Marco CastronovoPrerequisites: (see Courses for First-Year Students). Functions, limits, derivatives, introduction to integrals, or an understanding of pre-calculus will be assumed. (SC)
Course Number
MATH1101V004Format
In-PersonPoints
3 ptsFall 2024
Times/Location
Mo 11:40-12:55We 11:40-12:55Section/Call Number
004/11835Enrollment
7 of 100Instructor
Marco CastronovoPrerequisites: (see Courses for First-Year Students). Functions, limits, derivatives, introduction to integrals, or an understanding of pre-calculus will be assumed. (SC)
Course Number
MATH1101V005Format
In-PersonPoints
3 ptsFall 2024
Times/Location
Mo 14:40-15:55We 14:40-15:55Section/Call Number
005/11837Enrollment
22 of 100Instructor
George DragomirPrerequisites: (see Courses for First-Year Students). Functions, limits, derivatives, introduction to integrals, or an understanding of pre-calculus will be assumed. (SC)
Course Number
MATH1101V006Format
In-PersonPoints
3 ptsFall 2024
Times/Location
Mo 16:10-17:25We 16:10-17:25Section/Call Number
006/11838Enrollment
5 of 30Instructor
. FACULTYPrerequisites: (see Courses for First-Year Students). Functions, limits, derivatives, introduction to integrals, or an understanding of pre-calculus will be assumed. (SC)
Course Number
MATH1101V007Format
In-PersonPoints
3 ptsFall 2024
Times/Location
Mo 18:10-19:25We 18:10-19:25Section/Call Number
007/11840Enrollment
3 of 100Instructor
Marco Sangiovanni VincentelliPrerequisites: (see Courses for First-Year Students). Functions, limits, derivatives, introduction to integrals, or an understanding of pre-calculus will be assumed. (SC)
Course Number
MATH1101V008Format
In-PersonPoints
3 ptsFall 2024
Times/Location
Th 10:10-11:25Tu 10:10-11:25Section/Call Number
008/11841Enrollment
4 of 30Instructor
. FACULTYPrerequisites: (see Courses for First-Year Students). Functions, limits, derivatives, introduction to integrals, or an understanding of pre-calculus will be assumed. (SC)
Course Number
MATH1101V009Format
In-PersonPoints
3 ptsFall 2024
Times/Location
Tu 11:40-12:55Th 11:40-12:55Section/Call Number
009/11842Enrollment
11 of 100Instructor
George DragomirPrerequisites: (see Courses for First-Year Students). Functions, limits, derivatives, introduction to integrals, or an understanding of pre-calculus will be assumed. (SC)
Course Number
MATH1101V010Format
In-PersonPoints
3 ptsFall 2024
Times/Location
Th 16:10-17:25Tu 16:10-17:25Section/Call Number
010/11844Enrollment
2 of 100Instructor
Marco Sangiovanni VincentelliPrerequisites: (see Courses for First-Year Students). Functions, limits, derivatives, introduction to integrals, or an understanding of pre-calculus will be assumed. (SC)
Course Number
MATH1101V011Format
In-PersonPoints
3 ptsFall 2024
Times/Location
Tu 18:10-19:25Th 18:10-19:25Section/Call Number
011/11845Enrollment
1 of 30Instructor
. FACULTYPrerequisites: MATH UN1101 or the equivalent. Methods of integration, applications of the integral, Taylors theorem, infinite series. (SC)
Course Number
MATH1102V001Format
In-PersonPoints
3 ptsFall 2024
Times/Location
Mo 13:10-14:25We 13:10-14:25Section/Call Number
001/11847Enrollment
17 of 100Instructor
Andres Ibanez NunezPrerequisites: MATH UN1101 or the equivalent. Methods of integration, applications of the integral, Taylors theorem, infinite series. (SC)
Course Number
MATH1102V002Format
In-PersonPoints
3 ptsFall 2024
Times/Location
Mo 14:40-15:55We 14:40-15:55Section/Call Number
002/11848Enrollment
10 of 100Instructor
Andres Ibanez NunezPrerequisites: MATH UN1101 or the equivalent. Methods of integration, applications of the integral, Taylors theorem, infinite series. (SC)
Course Number
MATH1102V003Format
In-PersonPoints
3 ptsFall 2024
Times/Location
Mo 16:10-17:25We 16:10-17:25Section/Call Number
003/11849Enrollment
11 of 30Instructor
. FACULTYPrerequisites: MATH UN1101 or the equivalent. Methods of integration, applications of the integral, Taylors theorem, infinite series. (SC)
Course Number
MATH1102V004Format
In-PersonPoints
3 ptsFall 2024
Times/Location
Tu 08:40-09:55Th 08:40-09:55Section/Call Number
004/11850Enrollment
8 of 100Instructor
Lucy YangPrerequisites: MATH UN1101 or the equivalent. Methods of integration, applications of the integral, Taylors theorem, infinite series. (SC)
Course Number
MATH1102V005Format
In-PersonPoints
3 ptsFall 2024
Times/Location
Th 10:10-11:25Tu 10:10-11:25Section/Call Number
005/11851Enrollment
4 of 100Instructor
Lucy YangPrerequisites: MATH UN1101 or the equivalent. Methods of integration, applications of the integral, Taylors theorem, infinite series. (SC)
Course Number
MATH1102V006Format
In-PersonPoints
3 ptsFall 2024
Times/Location
Tu 18:10-19:25Th 18:10-19:25Section/Call Number
006/11852Enrollment
26 of 64Instructor
Elliott SteinPrerequisites: MATH UN1101 or the equivalent Vectors in dimensions 2 and 3, complex numbers and the complex exponential function with applications to differential equations, Cramers rule, vector-valued functions of one variable, scalar-valued functions of several variables, partial derivatives, gradients, surfaces, optimization, the method of Lagrange multipliers. (SC)
Course Number
MATH1201V002Format
In-PersonPoints
3 ptsFall 2024
Times/Location
Mo 08:40-09:55We 08:40-09:55Section/Call Number
002/11853Enrollment
6 of 100Instructor
Deeparaj BhatPrerequisites: MATH UN1101 or the equivalent Vectors in dimensions 2 and 3, complex numbers and the complex exponential function with applications to differential equations, Cramers rule, vector-valued functions of one variable, scalar-valued functions of several variables, partial derivatives, gradients, surfaces, optimization, the method of Lagrange multipliers. (SC)
Course Number
MATH1201V003Format
In-PersonPoints
3 ptsFall 2024
Times/Location
Mo 11:40-12:55We 11:40-12:55Section/Call Number
003/11854Enrollment
39 of 100Instructor
Brian HarviePrerequisites: MATH UN1101 or the equivalent Vectors in dimensions 2 and 3, complex numbers and the complex exponential function with applications to differential equations, Cramers rule, vector-valued functions of one variable, scalar-valued functions of several variables, partial derivatives, gradients, surfaces, optimization, the method of Lagrange multipliers. (SC)
Course Number
MATH1201V004Format
In-PersonPoints
3 ptsFall 2024
Times/Location
Mo 14:40-15:55We 14:40-15:55Section/Call Number
004/11855Enrollment
26 of 100Instructor
Brian HarviePrerequisites: MATH UN1101 or the equivalent Vectors in dimensions 2 and 3, complex numbers and the complex exponential function with applications to differential equations, Cramers rule, vector-valued functions of one variable, scalar-valued functions of several variables, partial derivatives, gradients, surfaces, optimization, the method of Lagrange multipliers. (SC)
Course Number
MATH1201V005Format
In-PersonPoints
3 ptsFall 2024
Times/Location
Tu 11:40-12:55Th 11:40-12:55Section/Call Number
005/11856Enrollment
100 of 100Instructor
Gyujin OhPrerequisites: MATH UN1101 or the equivalent Vectors in dimensions 2 and 3, complex numbers and the complex exponential function with applications to differential equations, Cramers rule, vector-valued functions of one variable, scalar-valued functions of several variables, partial derivatives, gradients, surfaces, optimization, the method of Lagrange multipliers. (SC)
Course Number
MATH1201V006Format
In-PersonPoints
3 ptsFall 2024
Times/Location
Tu 13:10-14:25Th 13:10-14:25Section/Call Number
006/11857Enrollment
100 of 100Instructor
Gyujin OhPrerequisites: MATH UN1101 or the equivalent Vectors in dimensions 2 and 3, complex numbers and the complex exponential function with applications to differential equations, Cramers rule, vector-valued functions of one variable, scalar-valued functions of several variables, partial derivatives, gradients, surfaces, optimization, the method of Lagrange multipliers. (SC)
Course Number
MATH1201V007Format
In-PersonPoints
3 ptsFall 2024
Times/Location
Tu 14:40-15:55Th 14:40-15:55Section/Call Number
007/11861Enrollment
13 of 100Instructor
Yoonjoo KimPrerequisites: MATH UN1101 or the equivalent Vectors in dimensions 2 and 3, complex numbers and the complex exponential function with applications to differential equations, Cramers rule, vector-valued functions of one variable, scalar-valued functions of several variables, partial derivatives, gradients, surfaces, optimization, the method of Lagrange multipliers. (SC)
Course Number
MATH1201V008Format
In-PersonPoints
3 ptsFall 2024
Times/Location
Th 16:10-17:25Tu 16:10-17:25Section/Call Number
008/11862Enrollment
12 of 100Instructor
Yoonjoo KimPrerequisites: MATH UN1102 and MATH UN1201 or the equivalent Multiple integrals, Taylor's formula in several variables, line and surface integrals, calculus of vector fields, Fourier series. (SC)
Course Number
MATH1202V002Format
In-PersonPoints
3 ptsFall 2024
Times/Location
Mo 18:10-19:25We 18:10-19:25Section/Call Number
002/11863Enrollment
45 of 100Instructor
Mikhail SmirnovCourse Number
MATH1202W001Points
3 ptsFall 2024
Times/Location
Mo 10:10-11:25We 10:10-11:25Section/Call Number
001/00012Enrollment
51 of 60Instructor
Daniela De SilvaCourse Number
MATH1205W001Format
In-PersonPoints
4 ptsFall 2024
Times/Location
Mo 13:10-14:25We 13:10-14:25Section/Call Number
001/11864Enrollment
15 of 64Instructor
Dawei ShenCourse Number
MATH1207V001Format
In-PersonPoints
4 ptsFall 2024
Times/Location
Tu 11:40-12:55Th 11:40-12:55Section/Call Number
001/11865Enrollment
6 of 64Instructor
Giulia SaccaIntroduction to understanding and writing mathematical proofs. Emphasis on precise thinking and the presentation of mathematical results, both in oral and in written form. Intended for students who are considering majoring in mathematics but wish additional training. CC/GS: Partial Fulfillment of Science Requirement. BC: Fulfillment of General Education Requirement: Quantitative and Deductive Reasoning (QUA).
Course Number
MATH2000V001Points
3 ptsFall 2024
Times/Location
Mo 10:10-11:25We 10:10-11:25Section/Call Number
001/00013Enrollment
26 of 55Instructor
Dusa McDuffThis is a seminar course that covers the basics of mathematical proofs and in particular the epsilon-delta argument in single variable calculus.
Students who have little experience with mathematical proofs are strongly encouraged to take this course concurrently with Honors Math, Into to Modern Algebra, or Intro to Modern Analysis.
Course Number
MATH2005W001Format
In-PersonPoints
0 ptsFall 2024
Times/Location
Fr 11:00-13:00Section/Call Number
001/11866Enrollment
19 of 64Instructor
. FACULTYMatrices, vector spaces, linear transformations, eigenvalues and eigenvectors, canonical forms, applications. (SC)
Course Number
MATH2010V001Points
3 ptsFall 2024
Times/Location
Mo 10:10-11:25We 10:10-11:25Section/Call Number
001/00014Enrollment
56 of 90Instructor
Cristian IovanovMatrices, vector spaces, linear transformations, eigenvalues and eigenvectors, canonical forms, applications. (SC)
Course Number
MATH2010V002Points
3 ptsFall 2024
Times/Location
Mo 11:40-12:55We 11:40-12:55Section/Call Number
002/00015Enrollment
80 of 110Instructor
Cristian IovanovMatrices, vector spaces, linear transformations, eigenvalues and eigenvectors, canonical forms, applications. (SC)
Course Number
MATH2010V003Format
In-PersonPoints
3 ptsFall 2024
Times/Location
Mo 14:40-15:55We 14:40-15:55Section/Call Number
003/11867Enrollment
26 of 100Instructor
Siddhi KrishnaMatrices, vector spaces, linear transformations, eigenvalues and eigenvectors, canonical forms, applications. (SC)
Course Number
MATH2010V004Format
In-PersonPoints
3 ptsFall 2024
Times/Location
Th 10:10-11:25Tu 10:10-11:25Section/Call Number
004/11868Enrollment
100 of 100Instructor
Amadou BahMatrices, vector spaces, linear transformations, eigenvalues and eigenvectors, canonical forms, applications. (SC)
Course Number
MATH2010V005Format
In-PersonPoints
3 ptsFall 2024
Times/Location
Tu 13:10-14:25Th 13:10-14:25Section/Call Number
005/11869Enrollment
43 of 100Instructor
Amadou BahLinear algebra with a focus on probability and statistics. The course covers the standard linear algebra topics: systems of linear equations, matrices, determinants, vector spaces, bases, dimension, eigenvalues and eigenvectors, the Spectral Theorem and singular value decompositions. It also teaches applications of linear algebra to probability, statistics and dynamical systems giving a background sufficient for higher level courses in probability and statistics. The topics covered in the probability theory part include conditional probability, discrete and continuous random variables, probability distributions and the limit theorems, as well as Markov chains, curve fitting, regression, and pattern analysis. The course contains applications to life sciences, chemistry, and environmental life sciences. No a prior i background in the life sciences is assumed.
This course is best suited for students who wish to focus on applications and practical approaches to problem solving. It is recommended to students majoring in engineering, technology, life sciences, social sciences, and economics. Math majors, joint majors, and math concentrators must take MATH UN2010 Linear Algebra, which focuses on linear algebra concepts and foundations that are needed for upper-level math courses. MATH UN2015 (Linear Algebra and Probability) does NOT replace MATH UN2010 (Linear Algebra) as prerequisite requirements of math courses. Students may not receive full credit for both courses MATH UN2010 and MATH UN2015.
Course Number
MATH2015W001Format
In-PersonPoints
3 ptsFall 2024
Times/Location
Tu 11:40-12:55Th 11:40-12:55Section/Call Number
001/11870Enrollment
76 of 100Instructor
Evan SorensenLinear algebra with a focus on probability and statistics. The course covers the standard linear algebra topics: systems of linear equations, matrices, determinants, vector spaces, bases, dimension, eigenvalues and eigenvectors, the Spectral Theorem and singular value decompositions. It also teaches applications of linear algebra to probability, statistics and dynamical systems giving a background sufficient for higher level courses in probability and statistics. The topics covered in the probability theory part include conditional probability, discrete and continuous random variables, probability distributions and the limit theorems, as well as Markov chains, curve fitting, regression, and pattern analysis. The course contains applications to life sciences, chemistry, and environmental life sciences. No a prior i background in the life sciences is assumed.
This course is best suited for students who wish to focus on applications and practical approaches to problem solving. It is recommended to students majoring in engineering, technology, life sciences, social sciences, and economics. Math majors, joint majors, and math concentrators must take MATH UN2010 Linear Algebra, which focuses on linear algebra concepts and foundations that are needed for upper-level math courses. MATH UN2015 (Linear Algebra and Probability) does NOT replace MATH UN2010 (Linear Algebra) as prerequisite requirements of math courses. Students may not receive full credit for both courses MATH UN2010 and MATH UN2015.
Course Number
MATH2015W002Format
In-PersonPoints
3 ptsFall 2024
Times/Location
Tu 13:10-14:25Th 13:10-14:25Section/Call Number
002/11871Enrollment
61 of 100Instructor
Evan SorensenPrerequisites: MATH UN1102 and MATH UN1201 or the equivalent. Special differential equations of order one. Linear differential equations with constant and variable coefficients. Systems of such equations. Transform and series solution techniques. Emphasis on applications.
Course Number
MATH2030V001Format
In-PersonPoints
3 ptsFall 2024
Times/Location
Mo 13:10-14:25We 13:10-14:25Section/Call Number
001/11872Enrollment
100 of 100Instructor
Panagiota DaskalopoulosPrerequisites: MATH UN1102 and MATH UN1201 or the equivalent. Special differential equations of order one. Linear differential equations with constant and variable coefficients. Systems of such equations. Transform and series solution techniques. Emphasis on applications.
Course Number
MATH2030V002Format
In-PersonPoints
3 ptsFall 2024
Times/Location
Th 10:10-11:25Tu 10:10-11:25Section/Call Number
002/11873Enrollment
36 of 100Instructor
Jeanne BoursierPrerequisites: MATH UN1102 and MATH UN1201 or the equivalent. Special differential equations of order one. Linear differential equations with constant and variable coefficients. Systems of such equations. Transform and series solution techniques. Emphasis on applications.
Course Number
MATH2030V003Format
In-PersonPoints
3 ptsFall 2024
Times/Location
Tu 13:10-14:25Th 13:10-14:25Section/Call Number
003/11874Enrollment
44 of 49Instructor
Jeanne BoursierPrerequisites: MATH UN1102 and MATH UN1201 or the equivalent and MATH UN2010. Mathematical methods for economics. Quadratic forms, Hessian, implicit functions. Convex sets, convex functions. Optimization, constrained optimization, Kuhn-Tucker conditions. Elements of the calculus of variations and optimal control. (SC)
Course Number
MATH2500V001Format
In-PersonPoints
3 ptsFall 2024
Times/Location
Mo 16:10-17:25We 16:10-17:25Section/Call Number
001/11875Enrollment
64 of 64Instructor
Qiao HePrerequisites: MATH UN1102 and MATH UN1201 or the equivalent and MATH UN2010. Mathematical methods for economics. Quadratic forms, Hessian, implicit functions. Convex sets, convex functions. Optimization, constrained optimization, Kuhn-Tucker conditions. Elements of the calculus of variations and optimal control. (SC)
Course Number
MATH2500V002Format
In-PersonPoints
3 ptsFall 2024
Times/Location
Th 10:10-11:25Tu 10:10-11:25Section/Call Number
002/11876Enrollment
64 of 75Instructor
Roger Van PeskiCourse Number
MATH3007V001Format
In-PersonPoints
3 ptsFall 2024
Times/Location
Tu 11:40-12:55Th 11:40-12:55Section/Call Number
001/11877Enrollment
76 of 100Instructor
Ovidiu SavinCourse Number
MATH3025V001Format
In-PersonPoints
3 ptsFall 2024
Times/Location
Tu 13:10-14:25Th 13:10-14:25Section/Call Number
001/11878Enrollment
95 of 100Instructor
Dorian GoldfeldPrerequisites: The written permission of the faculty member who agrees to act as sponsor (sponsorship limited to full-time instructors on the staff list), as well as the permission of the Director of Undergraduate Studies. The written permission must be deposited with the Director of Undergraduate Studies before registration is completed. Guided reading and study in mathematics. A student who wishes to undertake individual study under this program must present a specific project to a member of the staff and secure his or her willingness to act as sponsor. Written reports and periodic conferences with the instructor.
Supervising Readings do NOT count towards major requirements, with the exception of an advanced written approval by the DUS.
Course Number
MATH3901V001Points
3 ptsFall 2024
Section/Call Number
001/00790Enrollment
0 of 5Instructor
Dusa McDuffPrerequisites: The written permission of the faculty member who agrees to act as sponsor (sponsorship limited to full-time instructors on the staff list), as well as the permission of the Director of Undergraduate Studies. The written permission must be deposited with the Director of Undergraduate Studies before registration is completed. Guided reading and study in mathematics. A student who wishes to undertake individual study under this program must present a specific project to a member of the staff and secure his or her willingness to act as sponsor. Written reports and periodic conferences with the instructor.
Supervising Readings do NOT count towards major requirements, with the exception of an advanced written approval by the DUS.
Course Number
MATH3901V002Points
3 ptsFall 2024
Section/Call Number
002/00791Enrollment
0 of 5Instructor
Daniela De SilvaCourse Number
MATH3951V001Points
3 ptsFall 2024
Section/Call Number
001/00078Enrollment
47 of 64Instructor
Cristian IovanovCourse Number
MATH4032W001Format
In-PersonPoints
3 ptsFall 2024
Times/Location
Th 10:10-11:25Tu 10:10-11:25Section/Call Number
001/11879Enrollment
43 of 49Instructor
Simon BrendlePrerequisites: MATH UN1102 and MATH UN1202 and MATH UN2010 or the equivalent. The second term of this course may not be taken without the first. Groups, homomorphisms, normal subgroups, the isomorphism theorems, symmetric groups, group actions, the Sylow theorems, finitely generated abelian groups.
Course Number
MATH4041W001Format
In-PersonPoints
3 ptsFall 2024
Times/Location
Mo 13:10-14:25We 13:10-14:25Section/Call Number
001/11904Enrollment
88 of 100Instructor
Robert FriedmanPrerequisites: MATH UN1102 and MATH UN1202 and MATH UN2010 or the equivalent. The second term of this course may not be taken without the first. Rings, homomorphisms, ideals, integral and Euclidean domains, the division algorithm, principal ideal and unique factorization domains, fields, algebraic and transcendental extensions, splitting fields, finite fields, Galois theory.
Course Number
MATH4042W001Format
In-PersonPoints
3 ptsFall 2024
Times/Location
Mo 10:10-11:25We 10:10-11:25Section/Call Number
001/11846Enrollment
30 of 49Instructor
Michael ThaddeusCourse Number
MATH4044W001Format
In-PersonPoints
3 ptsFall 2024
Times/Location
Tu 13:10-14:25Th 13:10-14:25Section/Call Number
001/11880Enrollment
26 of 30Instructor
Andrei OkounkovCourse Number
MATH4051W001Format
In-PersonPoints
3 ptsFall 2024
Times/Location
Tu 18:10-19:25Th 18:10-19:25Section/Call Number
001/11881Enrollment
35 of 49Instructor
Rostislav AkhmechetCourse Number
MATH4052W001Format
In-PersonPoints
3 ptsFall 2024
Times/Location
Mo 11:40-12:55We 11:40-12:55Section/Call Number
001/11882Enrollment
9 of 20Instructor
Siddhi KrishnaPrerequisites: MATH UN1202 or the equivalent, and MATH UN2010. The second term of this course may not be taken without the first. Real numbers, metric spaces, elements of general topology, sequences and series, continuity, differentiation, integration, uniform convergence, Ascoli-Arzela theorem, Stone-Weierstrass theorem.
Course Number
MATH4061W001Format
In-PersonPoints
3 ptsFall 2024
Times/Location
Tu 13:10-14:25Th 13:10-14:25Section/Call Number
001/11858Enrollment
49 of 64Instructor
Sven HirschPrerequisites: MATH UN1202 or the equivalent, and MATH UN2010. The second term of this course may not be taken without the first. Real numbers, metric spaces, elements of general topology, sequences and series, continuity, differentiation, integration, uniform convergence, Ascoli-Arzela theorem, Stone-Weierstrass theorem.
Course Number
MATH4061W002Format
In-PersonPoints
3 ptsFall 2024
Times/Location
Tu 14:40-15:55Th 14:40-15:55Section/Call Number
002/11859Enrollment
52 of 64Instructor
Sven HirschThe second term of this course may not be taken without the first. Power series, analytic functions, Implicit function theorem, Fubini theorem, change of variables formula, Lebesgue measure and integration, function spaces.
Course Number
MATH4062W001Format
In-PersonPoints
3 ptsFall 2024
Times/Location
Mo 11:40-12:55We 11:40-12:55Section/Call Number
001/11883Enrollment
24 of 49Instructor
Milind HegdeCourse Number
MATH4065W001Format
In-PersonPoints
3 ptsFall 2024
Times/Location
Tu 11:40-12:55Th 11:40-12:55Section/Call Number
001/11884Enrollment
37 of 45Instructor
Francesco LinCourse Number
MATH4155W001Format
In-PersonPoints
3 ptsFall 2024
Times/Location
Tu 14:40-15:55Th 14:40-15:55Section/Call Number
001/11860Enrollment
34 of 49Instructor
Ivan CorwinThis course will focus on quantum mechanics, paying attention to both the underlying mathematical structures as well as their physical motivations and consequences. It is meant to be accessible to students with no previous formal training in quantum theory. The role of symmetry, groups and representations will be stressed.
Course Number
MATH4391W001Format
In-PersonPoints
3 ptsFall 2024
Times/Location
Mo 14:40-15:55We 14:40-15:55Section/Call Number
001/11885Enrollment
37 of 64Instructor
Peter WoitCourse Number
MATH5010W001Format
In-PersonPoints
3 ptsFall 2024
Times/Location
Mo 19:40-20:55We 19:40-20:55Section/Call Number
001/11886Enrollment
0 of 150Instructor
Mikhail SmirnovCourse Number
MATH5220G001Format
In-PersonPoints
3 ptsFall 2024
Times/Location
Th 19:40-22:00Section/Call Number
001/11887Enrollment
0 of 50Instructor
Alberto BotterCourse Number
MATH5280G001Format
In-PersonPoints
3 ptsFall 2024
Times/Location
Sa 19:00-21:20Section/Call Number
001/11888Enrollment
22 of 116Instructor
Alexei ChekhlovCourse Number
MATH5300G001Format
In-PersonPoints
3 ptsFall 2024
Times/Location
Tu 20:10-22:00Section/Call Number
001/11889Enrollment
0 of 50Instructor
Eric YehCourse Number
MATH5340G001Format
In-PersonPoints
3 ptsFall 2024
Times/Location
Tu 10:10-12:00Section/Call Number
001/11890Enrollment
0 of 50Instructor
Rosanna PezzoCourse Number
MATH5400G001Format
In-PersonPoints
3 ptsFall 2024
Times/Location
Fr 18:00-20:10Section/Call Number
001/11891Enrollment
0 of 25Instructor
Julien GuyonRequired Prerequisite: Math GR5010 Intro to the Math of Finance (or equivalent). Recommended Prerequisite: Stat GR5264 Stochastic Processes – Applications I (or equivalent).
The objective of this course is to introduce students, from a practitioner’s perspective with formal derivations, to the advanced modeling, pricing and risk management techniques of vanilla and exotic options that are traded on derivatives desks, which goes beyond the classical option pricing courses focusing solely on the theory. It also presents the opportunity to design, implement and backtest vol trading strategies. The course is divided in four parts: Advanced Volatility Modeling; Vanilla and Exotic Options: Structuring, Pricing and Hedging; FX/Rates Components: Discounting, Forward Projection, Quanto and Compo Options; Designing and Backtesting Vol Trading Strategies in Python.
Course Number
MATH5420G001Format
In-PersonPoints
3 ptsFall 2024
Times/Location
Sa 10:10-12:00Section/Call Number
001/11892Enrollment
61 of 110Instructor
Amal MoussaThe application of Machine Learning (ML) algorithms in the Financial industry is now commonplace, but still nascent in its potential. This course provides an overview of ML applications for finance use cases including trading, investment management, and consumer banking.
Students will learn how to work with financial data and how to apply ML algorithms using the data. In addition to providing an overview of the most commonly used ML models, we will detail the regression, KNN, NLP, and time series deep learning ML models using desktop and cloud technologies.
The course is taught in Python using Numpy, Pandas, scikit-learn and other libraries. Basic programming knowledge in any language is required.
Course Number
MATH5430G001Format
In-PersonPoints
3 ptsFall 2024
Times/Location
Tu 12:10-14:00Section/Call Number
001/11893Enrollment
0 of 80Instructor
William RitterAt the end of the course, students are expected to understand how to design live trading experiments, fit price impact models and apply price impact models to a broad set of quantitative strategies. Special emphasis is placed on acquiring the ability to communicate precise assumptions and actionable results to a general audience within the finance community. The class is divided into three modules: (a) a quick primer on trading, the role of price impact in quantitative finance and the database language kdb+ (b) real-life applications of price impact models within trading teams, including optimal execution, statistical arbitrage, and liquidity risk management (c) the design and study of live trading experiments using causal inference with applications to Transaction Cost Analysis (TCA) and high frequency trading.
Course Number
MATH5440G001Format
In-PersonPoints
3 ptsFall 2024
Times/Location
Fr 18:10-20:40Section/Call Number
001/11894Enrollment
0 of 50Instructor
. FACULTYPrerequisites: all 6 MAFN core courses, at least 6 credits of approved electives, and the instructors permission. See the MAFN website for details. This course provides an opportunity for MAFN students to engage in off-campus internships for academic credit that counts towards the degree. Graded by letter grade. Students need to secure an internship and get it approved by the instructor.
Course Number
MATH5510G001Format
In-PersonPoints
3 ptsThis course helps the students understand the job search process and develop the professional skills necessary for career advancement. The students will not only learn the best practices in all aspects of job-seeking but will also have a chance to practice their skills. Each class will be divided into two parts: a lecture and a workshop.
In addition, the students will get support from Teaching Assistants who will be available to guide and prepare the students for technical interviews.