# 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

MATH1003W001##### Format

In-Person##### Points

3 pts#### Spring 2025

##### Times/Location

Mo 11:40-12:55We 11:40-12:55

##### Section/Call Number

001/15269##### Enrollment

0 of 30Prerequisites: 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

MATH1003W002##### Format

In-Person##### Points

3 pts#### Spring 2025

##### Times/Location

Tu 18:10-19:25Th 18:10-19:25

##### Section/Call Number

002/15270##### Enrollment

0 of 30Prerequisites: (see Courses for First-Year Students). Functions, limits, derivatives, introduction to integrals, or an understanding of pre-calculus will be assumed. (SC)

##### Course Number

MATH1101V001##### Points

3 pts#### Spring 2025

##### Times/Location

Mo 13:10-14:25We 13:10-14:25

##### Section/Call Number

001/00472##### Enrollment

0 of 90##### Instructor

Dusa McDuffPrerequisites: (see Courses for First-Year Students). Functions, limits, derivatives, introduction to integrals, or an understanding of pre-calculus will be assumed. (SC)

##### Course Number

MATH1101V002##### Format

In-Person##### Points

3 pts#### Spring 2025

##### Times/Location

Mo 16:10-17:25We 16:10-17:25

##### Section/Call Number

002/15277##### Enrollment

0 of 30Prerequisites: (see Courses for First-Year Students). Functions, limits, derivatives, introduction to integrals, or an understanding of pre-calculus will be assumed. (SC)

##### Course Number

MATH1101V003##### Format

In-Person##### Points

3 pts#### Spring 2025

##### Times/Location

Mo 18:10-19:25We 18:10-19:25

##### Section/Call Number

003/15278##### Enrollment

0 of 100##### Instructor

Brian Harvie##### Course Number

MATH1101V004##### Format

In-Person##### Points

3 pts#### Spring 2025

##### Times/Location

Th 10:10-11:25Tu 10:10-11:25

##### Section/Call Number

004/15280##### Enrollment

0 of 100##### Instructor

Roger Van Peski##### Course Number

MATH1101V005##### Format

In-Person##### Points

3 pts#### Spring 2025

##### Times/Location

Tu 13:10-14:25Th 13:10-14:25

##### Section/Call Number

005/15281##### Enrollment

0 of 100##### Instructor

Roger Van Peski##### Course Number

MATH1101V006##### Format

In-Person##### Points

3 pts#### Spring 2025

##### Times/Location

Th 16:10-17:25Tu 16:10-17:25

##### Section/Call Number

006/15282##### Enrollment

0 of 30Prerequisites: MATH UN1101 or the equivalent. Methods of integration, applications of the integral, Taylors theorem, infinite series. (SC)

##### Course Number

MATH1102V001##### Points

3 pts#### Spring 2025

##### Times/Location

Tu 14:40-15:55Th 14:40-15:55

##### Section/Call Number

001/00477##### Enrollment

0 of 90##### Instructor

Lindsay PiechnikPrerequisites: MATH UN1101 or the equivalent. Methods of integration, applications of the integral, Taylors theorem, infinite series. (SC)

##### Course Number

MATH1102V002##### Format

In-Person##### Points

3 pts#### Spring 2025

##### Times/Location

Mo 10:10-11:25We 10:10-11:25

##### Section/Call Number

002/15285##### Enrollment

0 of 100##### Instructor

Evan SorensenPrerequisites: MATH UN1101 or the equivalent. Methods of integration, applications of the integral, Taylors theorem, infinite series. (SC)

##### Course Number

MATH1102V003##### Points

3 pts#### Spring 2025

##### Times/Location

Mo 11:40-12:55We 11:40-12:55

##### Section/Call Number

003/00493##### Enrollment

0 of 100##### Instructor

. FACULTY##### Course Number

MATH1102V004##### Format

In-Person##### Points

3 pts#### Spring 2025

##### Times/Location

Mo 16:10-17:25We 16:10-17:25

##### Section/Call Number

004/15287##### Enrollment

0 of 30##### Course Number

MATH1102V005##### Format

In-Person##### Points

3 pts#### Spring 2025

##### Times/Location

Th 10:10-11:25Tu 10:10-11:25

##### Section/Call Number

005/15289##### Enrollment

0 of 64##### Instructor

Peter Woit##### Course Number

MATH1102V006##### Format

In-Person##### Points

3 pts#### Spring 2025

##### Times/Location

Tu 11:40-12:55Th 11:40-12:55

##### Section/Call Number

006/15291##### Enrollment

0 of 30##### Instructor

Dawei Shen##### Course Number

MATH1102V007##### Format

In-Person##### Points

3 pts#### Spring 2025

##### Times/Location

Tu 13:10-14:25Th 13:10-14:25

##### Section/Call Number

007/15294##### Enrollment

0 of 100##### Instructor

Andres Ibanez NunezPrerequisites: 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

MATH1201V001##### Points

3 pts#### Spring 2025

##### Times/Location

Mo 10:10-11:25We 10:10-11:25

##### Section/Call Number

001/00494##### Enrollment

0 of 90##### Instructor

Chris IvanovPrerequisites: 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

MATH1201V002##### Points

3 pts#### Spring 2025

##### Times/Location

Mo 11:40-12:55We 11:40-12:55

##### Section/Call Number

002/00496##### Enrollment

0 of 90##### Instructor

Chris IvanovPrerequisites: 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

MATH1201V003##### Format

In-Person##### Points

3 pts#### Spring 2025

##### Times/Location

Mo 14:40-15:55We 14:40-15:55

##### Section/Call Number

003/15298##### Enrollment

0 of 100##### Instructor

Deeparaj Bhat##### Course Number

MATH1201V004##### Format

In-Person##### Points

3 pts#### Spring 2025

##### Times/Location

Tu 13:10-14:25Th 13:10-14:25

##### Section/Call Number

004/15300##### Enrollment

0 of 100##### Instructor

Deeparaj Bhat##### Course Number

MATH1201V005##### Format

In-Person##### Points

3 pts#### Spring 2025

##### Times/Location

Th 16:10-17:25Tu 16:10-17:25

##### Section/Call Number

005/15301##### Enrollment

0 of 100##### Instructor

Rostislav Akhmechet##### Course Number

MATH1201V006##### Format

In-Person##### Points

3 pts#### Spring 2025

##### Times/Location

Tu 18:10-19:25Th 18:10-19:25

##### Section/Call Number

006/15302##### Enrollment

0 of 100##### Instructor

Rostislav AkhmechetPrerequisites: 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

MATH1202V001##### Format

In-Person##### Points

3 pts#### Spring 2025

##### Times/Location

Mo 16:10-17:25We 16:10-17:25

##### Section/Call Number

001/15304##### Enrollment

0 of 64##### Instructor

Ovidiu SavinPrerequisites: 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

MATH1202V002##### Format

In-Person##### Points

3 pts#### Spring 2025

##### Times/Location

Tu 14:40-15:55Th 14:40-15:55

##### Section/Call Number

002/15306##### Enrollment

0 of 64##### Instructor

Marco Sangiovanni Vincentelli##### Course Number

MATH1205W001##### Format

In-Person##### Points

4 pts#### Spring 2025

##### Times/Location

Tu 11:40-12:55Th 11:40-12:55

##### Section/Call Number

001/15308##### Enrollment

0 of 64##### Instructor

Marco CastronovoPrerequisites: (see Courses for First-Year Students). The second term of this course may not be taken without the first. Multivariable calculus and linear algebra from a rigorous point of view. Recommended for mathematics majors. Fulfills the linear algebra requirement for the major. (SC)

##### Course Number

MATH1208V001##### Format

In-Person##### Points

4 pts#### Spring 2025

##### Times/Location

Tu 13:10-14:25Th 13:10-14:25

##### Section/Call Number

001/15314##### Enrollment

0 of 64##### Instructor

Jeanne BoursierIntroduction 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

MATH2000V001##### Format

In-Person##### Points

3 pts#### Spring 2025

##### Times/Location

Tu 13:10-14:25Th 13:10-14:25

##### Section/Call Number

001/15319##### Enrollment

0 of 49##### Instructor

Giulia SaccaThis 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

MATH2005W001##### Format

In-Person##### Points

0 pts#### Spring 2025

##### Times/Location

Fr 13:00-15:00##### Section/Call Number

001/15321##### Enrollment

0 of 50##### Instructor

Julien Dubedat##### Course Number

MATH2006X001##### Points

3 pts#### Spring 2025

##### Times/Location

Tu 10:10-11:25Th 10:10-11:25

##### Section/Call Number

001/00860##### Enrollment

0 of 60##### Instructor

Alisa KnizelMatrices, vector spaces, linear transformations, eigenvalues and eigenvectors, canonical forms, applications. (SC)

##### Course Number

MATH2010V001##### Points

3 pts#### Spring 2025

##### Times/Location

Mo 08:40-09:55We 08:40-09:55

##### Section/Call Number

001/00487##### Enrollment

0 of 100##### Instructor

. FACULTYMatrices, vector spaces, linear transformations, eigenvalues and eigenvectors, canonical forms, applications. (SC)

##### Course Number

MATH2010V002##### Points

3 pts#### Spring 2025

##### Times/Location

Mo 14:40-15:55We 14:40-15:55

##### Section/Call Number

002/00491##### Enrollment

0 of 90##### Instructor

Lindsay PiechnikMatrices, vector spaces, linear transformations, eigenvalues and eigenvectors, canonical forms, applications. (SC)

##### Course Number

MATH2010V003##### Format

In-Person##### Points

3 pts#### Spring 2025

##### Times/Location

Th 10:10-11:25Tu 10:10-11:25

##### Section/Call Number

003/15325##### Enrollment

0 of 100##### Instructor

Qiao He##### Course Number

MATH2010V004##### Format

In-Person##### Points

3 pts#### Spring 2025

##### Times/Location

Tu 11:40-12:55Th 11:40-12:55

##### Section/Call Number

004/15328##### Enrollment

0 of 100##### Instructor

Qiao He##### Course Number

MATH2010V005##### Format

In-Person##### Points

3 pts#### Spring 2025

##### Times/Location

Th 16:10-17:25Tu 16:10-17:25

##### Section/Call Number

005/15331##### Enrollment

0 of 64##### Instructor

Elliott SteinLinear 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

MATH2015W001##### Format

In-Person##### Points

3 pts#### Spring 2025

##### Times/Location

Mo 14:40-15:55We 14:40-15:55

##### Section/Call Number

001/15339##### Enrollment

0 of 110##### Instructor

George DragomirPrerequisites: 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

MATH2030V001##### Format

In-Person##### Points

3 pts#### Spring 2025

##### Times/Location

Mo 10:10-11:25We 10:10-11:25

##### Section/Call Number

001/15344##### Enrollment

0 of 100##### Instructor

Dawei ShenPrerequisites: 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

MATH2030V002##### Format

In-Person##### Points

3 pts#### Spring 2025

##### Times/Location

Tu 11:40-12:55Th 11:40-12:55

##### Section/Call Number

002/15345##### Enrollment

0 of 100##### Instructor

Panagiota DaskalopoulosPrerequisites: 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

MATH2500V001##### Format

In-Person##### Points

3 pts#### Spring 2025

##### Times/Location

Th 10:10-11:25Tu 10:10-11:25

##### Section/Call Number

001/15346##### Enrollment

0 of 100##### Instructor

Xi Shen##### Course Number

MATH3020V001##### Format

In-Person##### Points

3 pts#### Spring 2025

##### Times/Location

Mo 10:10-11:25We 10:10-11:25

##### Section/Call Number

001/15349##### Enrollment

0 of 100##### Instructor

Siddhi KrishnaPrerequisites: (MATH UN2010 and MATH UN2030) or the equivalent introduction to partial differential equations. First-order equations. Linear second-order equations; separation of variables, solution by series expansions. Boundary value problems.

##### Course Number

MATH3028V001##### Format

In-Person##### Points

3 pts#### Spring 2025

##### Times/Location

Tu 13:10-14:25Th 13:10-14:25

##### Section/Call Number

001/15351##### Enrollment

0 of 64##### Instructor

Simon Brendle##### Course Number

MATH3050V001##### Format

In-Person##### Points

3 pts#### Spring 2025

##### Times/Location

Mo 18:10-19:25We 18:10-19:25

##### Section/Call Number

001/15353##### Enrollment

0 of 64##### Instructor

Mikhail Smirnov##### Course Number

MATH3952V001##### Points

3 pts#### Spring 2025

##### Section/Call Number

001/00804##### Enrollment

0 of 80##### Instructor

Alisa Knizel##### Course Number

MATH4007W001##### Format

In-Person##### Points

3 pts#### Spring 2025

##### Times/Location

Tu 14:40-15:55Th 14:40-15:55

##### Section/Call Number

001/15355##### Enrollment

0 of 20##### Instructor

Amadou BahPrerequisites: 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

MATH4041W001##### Format

In-Person##### Points

3 pts#### Spring 2025

##### Times/Location

Mo 14:40-15:55We 14:40-15:55

##### Section/Call Number

001/15358##### Enrollment

0 of 64##### Instructor

Michael ThaddeusPrerequisites: 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

MATH4042W001##### Format

In-Person##### Points

3 pts#### Spring 2025

##### Times/Location

Mo 14:40-15:55We 14:40-15:55

##### Section/Call Number

001/15360##### Enrollment

0 of 49##### Instructor

Robert Friedman##### Course Number

MATH4043W001##### Format

In-Person##### Points

3 pts#### Spring 2025

##### Times/Location

Th 16:10-17:25Tu 16:10-17:25

##### Section/Call Number

001/15362##### Enrollment

0 of 20##### Instructor

Yujie Xu##### Course Number

MATH4045W001##### Format

In-Person##### Points

3 pts#### Spring 2025

##### Times/Location

Mo 11:40-12:55We 11:40-12:55

##### Section/Call Number

001/15365##### Enrollment

0 of 20##### Instructor

Yoonjoo Kim##### Course Number

MATH4053W001##### Format

In-Person##### Points

3 pts#### Spring 2025

##### Times/Location

Tu 11:40-12:55Th 11:40-12:55

##### Section/Call Number

001/15367##### Enrollment

0 of 20##### Instructor

. FACULTYPrerequisites: 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

MATH4061W001##### Format

In-Person##### Points

3 pts#### Spring 2025

##### Times/Location

Mo 13:10-14:25We 13:10-14:25

##### Section/Call Number

001/15369##### Enrollment

0 of 100##### Instructor

Julien DubedatThe 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

MATH4062W001##### Format

In-Person##### Points

3 pts#### Spring 2025

##### Times/Location

Th 16:10-17:25Tu 16:10-17:25

##### Section/Call Number

001/15370##### Enrollment

0 of 49##### Instructor

Francesco Lin##### Course Number

MATH4081W001##### Format

In-Person##### Points

3 pts#### Spring 2025

##### Times/Location

Mo 10:10-11:25We 10:10-11:25

##### Section/Call Number

001/15373##### Enrollment

0 of 49##### Instructor

Sven HirschThis course will cover advance topics in probability, including: the theory of martingales in discrete and in continuous time; Brownian motion and its properties, stochastic integration, ordinary and partial stochastic differential equations; Applications to optimal filtering, stopping, control, and finance; Continuous-time Markov chains, systems of interacting particles, relative entropy dissipation, notions of information theory; Electrical networks, random walks on graphs and groups, percolation.

##### Course Number

MATH4156W001##### Format

In-Person##### Points

3 pts#### Spring 2025

##### Times/Location

Tu 14:40-15:55Th 14:40-15:55

##### Section/Call Number

001/15375##### Enrollment

0 of 49##### Instructor

Ioannis KaratzasThis course is being taught by two senior faculty members who are theorists and practitioners in disciplines as different as mathematics and literary criticism. The instructors believe that in today's world, the different ways in which theoretical mathematics and literary criticism mold the imaginations of students and scholars, should be brought together, so that the robust ethical imagination that is needed to combat the disintegration of our world can be produced. Except for the length of novels, the reading is no more than 100 pages a week.

Our general approach is to keep alive the disciplinary differences between literary/philosophical (humanities) reading and mathematical writing. Some preliminary questions we have considered are: the survival skills of the logicist school over against the Foundational Crisis of the early 20th century; by way of Wittgenstein and others, we ask, Are mathematical objects real? Or are they linguistic conventions? We will consider the literary/philosophical use of mathematics, often by imaginative analogy; and the role of the digital imagination in the humanities: Can so-called creative work as well as mathematics be written by machines? Guest faculty from other departments will teach with us to help students and instructors understand various topics. We will close with how a novel animates “science” in prose, stepping out of the silo of disciplinary mathematics to the arena where mathematics is considered a code-name for science: Christine Brooke-Rose’s novel *Subscript*.

##### Course Number

MATH4200W001##### Format

In-Person##### Points

4 pts#### Spring 2025

##### Times/Location

Tu 16:10-18:00##### Section/Call Number

001/15379##### Enrollment

0 of 20##### Instructor

Michael HarrisJustin Clarke-Doane

##### Course Number

MATH5010W001##### Format

In-Person##### Points

3 pts#### Spring 2025

##### Times/Location

Mo 19:40-20:55We 19:40-20:55

##### Section/Call Number

001/15380##### Enrollment

0 of 150##### Instructor

Mikhail Smirnov##### Course Number

MATH5030G001##### Format

In-Person##### Points

3 pts#### Spring 2025

##### Times/Location

Mo 19:40-20:55We 19:40-20:55

##### Section/Call Number

001/15383##### Enrollment

0 of 64##### Instructor

Tat Sang Fung##### Course Number

MATH5030G002##### Format

In-Person##### Points

3 pts#### Spring 2025

##### Times/Location

Mo 17:25-18:40We 17:25-18:40

##### Section/Call Number

002/15386##### Enrollment

0 of 64##### Instructor

Luca Capriotti##### Course Number

MATH5050G001##### Format

In-Person##### Points

3 pts#### Spring 2025

##### Times/Location

Tu 19:40-20:55Th 19:40-20:55

##### Section/Call Number

001/15389##### Enrollment

0 of 150##### Instructor

Mikhail Smirnov##### Course Number

MATH5260G001##### Format

In-Person##### Points

3 pts#### Spring 2025

##### Times/Location

Fr 18:10-20:00##### Section/Call Number

001/15392##### Enrollment

0 of 35##### Instructor

Ka-Yi Ng##### Course Number

MATH5320G001##### Format

In-Person##### Points

3 pts#### Spring 2025

##### Times/Location

Th 19:40-21:30##### Section/Call Number

001/15394##### Enrollment

0 of 60##### Instructor

Harvey Stein##### Course Number

MATH5360G001##### Format

In-Person##### Points

3 pts#### Spring 2025

##### Times/Location

Sa 19:00-21:20##### Section/Call Number

001/15396##### Enrollment

0 of 100##### Instructor

Alexei Chekhlov##### Course Number

MATH5380G001##### Format

In-Person##### Points

3 pts#### Spring 2025

##### Times/Location

Mo 18:10-19:25We 18:10-19:25

##### Section/Call Number

001/15398##### Enrollment

0 of 120##### Instructor

Inna OkounkovaColm O'Cinneide

Irina Bogacheva

The 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

MATH5430G001##### Format

In-Person##### Points

3 pts#### Spring 2025

##### Times/Location

Sa 14:40-16:30##### Section/Call Number

001/15399##### Enrollment

0 of 80##### Instructor

Renzo SilvaThis course uses a combination of lectures and case studies to introduce students to the modern credit analytics. The objective for the course is to cover major analytic concepts, ideas with a focus on the underlying mathematics used in both credit risk management and credit valuation. We will start from an empirical analysis of default probabilities (or PD), recovery rates and rating transitions. Then we will introduce the essential concepts of survival analysis as a scientiﬁc way to study default. For credit portfolio we will study and compare diﬀerent approaches such as CreditPortfolio View, CreditRisk+ as well as copula function approach. For valuation we will cover both single name and portfolio models.

##### Course Number

MATH5450G001##### Format

In-Person##### Points

3 pts#### Spring 2025

##### Times/Location

Fr 13:10-15:40##### Section/Call Number

001/15401##### Enrollment

0 of 60##### Instructor

David LiThe objective of this course is to introduce students to interest rates models and to build step by step a coherent understanding of the interest rates world, from the stripping of a yield curve to the modern frameworks of option pricing. Adopting a practitioner’s perspective, it will put an emphasis on building a strong intuition on the products and models, and will adopt a balanced approach between formal derivation and concrete applications.

##### Course Number

MATH5460G001##### Format

In-Person##### Points

3 pts#### Spring 2025

##### Times/Location

Fr 18:10-20:00##### Section/Call Number

001/15403##### Enrollment

0 of 60##### Instructor

Paul-Guillaume FournieGenerative AI (“GenAI”) is projected to have a transformational impact to the ﬁnance industry and macro-economy at large. For this reason investment banks and hedge funds have established highly specialized GenAI Quant teams dedicated with the strategic rollout in all facets of the ﬁrm’s operations, from the business to control functions. We see an immense shift of focus and potential with applications across banking, asset management, client advisory, risk management, investment research and many more.

This Generative AI in Finance course is geared towards equipping students with the skills necessary to drive and lead the AI transformation in the ﬁnancial services sector. The course is focused on teaching students on three main pillars: 1) Introduction to GenAI with a solid mathematical foundations; 2) Practical experience; and 3) Risks, Regulatory and Ethical considerations.

##### Course Number

MATH5470G001##### Format

In-Person##### Points

3 pts#### Spring 2025

##### Times/Location

Sa 16:30-18:20##### Section/Call Number

001/15406##### Enrollment

0 of 60##### Instructor

. 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

MATH5510G001##### Format

In-Person##### Points

3 pts#### Spring 2025

##### Section/Call Number

001/15411##### Enrollment

0 of 99##### Instructor

Mikhail SmirnovThis 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.

##### Course Number

MATH5520G001##### Format

In-Person##### Points

0 pts#### Spring 2025

##### Times/Location

Mo 11:40-12:55We 11:40-12:55

##### Section/Call Number

001/15414##### Enrollment

0 of 64##### Instructor

Mikhail Smirnov##### Course Number

MATH6000G001##### Format

In-Person##### Points

0 pts#### Spring 2025

##### Times/Location

Tu 14:40-15:55##### Section/Call Number

001/15421##### Enrollment

0 of 15##### Instructor

George Dragomir##### Course Number

MATH6152G001##### Format

In-Person##### Points

5 pts#### Spring 2025

##### Times/Location

Th 10:10-11:25Tu 10:10-11:25

##### Section/Call Number

001/15423##### Enrollment

0 of 20##### Instructor

Daniela De Silva##### Course Number

MATH6153G001##### Format

In-Person##### Points

5 pts#### Spring 2025

##### Times/Location

Tu 11:40-12:55Th 11:40-12:55

##### Section/Call Number

001/15425##### Enrollment

0 of 20##### Instructor

Ivan Corwin##### Course Number

MATH6176G001##### Format

In-Person##### Points

5 pts#### Spring 2025

##### Times/Location

Tu 13:10-14:25Th 13:10-14:25

##### Section/Call Number

001/15431##### Enrollment

0 of 20##### Instructor

Duong Phong##### Course Number

MATH6262G001##### Format

In-Person##### Points

5 pts#### Spring 2025

##### Times/Location

Mo 10:10-11:25We 10:10-11:25

##### Section/Call Number

001/15435##### Enrollment

0 of 20##### Instructor

Aise Johan de JongContinuation of MATH GR6307x (see Fall listing).

##### Course Number

MATH6308G001##### Format

In-Person##### Points

5 pts#### Spring 2025

##### Times/Location

Mo 13:10-14:25We 13:10-14:25

##### Section/Call Number

001/15437##### Enrollment

0 of 20##### Instructor

Lucy Yang##### Course Number

MATH6344G001##### Format

In-Person##### Points

5 pts#### Spring 2025

##### Times/Location

Mo 14:40-15:55We 14:40-15:55

##### Section/Call Number

001/15441##### Enrollment

0 of 20##### Instructor

Andrei Okounkov##### Course Number

MATH6403G001##### Format

In-Person##### Points

5 pts#### Spring 2025

##### Times/Location

Mo 16:10-17:25We 16:10-17:25

##### Section/Call Number

001/15442##### Enrollment

0 of 20##### Instructor

Elena Giorgi##### Course Number

MATH6657G001##### Format

In-Person##### Points

5 pts#### Spring 2025

##### Times/Location

Mo 11:40-12:55We 11:40-12:55

##### Section/Call Number

001/15444##### Enrollment

0 of 20##### Instructor

Gyujin Oh##### Course Number

MATH8675G001##### Format

In-Person##### Points

4 pts#### Spring 2025

##### Times/Location

Tu 14:40-15:55Th 14:40-15:55