sp18

Spring 2018

Archived: 

Introduction to Probability and Statistics

This course is a problem oriented introduction to the basic concepts of probability and statistics, providing a foundation for applications and further study.

Applied Combinatorics

Elementary combinatorial techniques used in discrete problem solving: counting methods, solving linear recurrences, graph and network models, related algorithms, and combinatorial designs.

Advanced Graph Theory

Selection of topics vary with each offering.

Calculus of Variations

Minimization of functionals, Euler Lagrange equations, sufficient conditions for a minimum, geodesic, isoperimetric and time of transit problems, variational principles of mechanics, applications to control theory.

Introduction to Operator Theory

Theory of linear operators on Hilbert space; spectral theory of bounded and unbounded operators; applications

Stochastic Processes and Stochastic Calculus II

An introduction to the Ito stochastic calculus and stochastic differential equations through a development of continuous-time martingales and Markov processes. (2nd of two courses in sequence)

Probabilistic Methods in Combinatorics

Applications of probabilistic techniques in discrete mathematics, including classical ideas using expectation and variance as well as modern tools, such as martingale and correlation inequalities.

Statistical Techniques of Financial Data Analysis

Fundamentals of statistical inference are presented and developed for models used in the modern analysis of financial data. Techniques are motivated by examples and developed in the context of applications. Crosslisted with ISYE 6783.

Fixed Income Securities

Description, institutional features, and mathematical modeling of fixed income securities. Use of both deterministic and stochastic models. Crosslisted with ISYE 6769.

Algebraic Topology I

The fundamental group, covering spaces, core topics in homology and cohomology theory including CW complexes, universal coefficients, and Poincare duality.

Pages

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