Georgia Institute of Technology College of Sciences

Simple random walk and the theory of discrete time Markov chains

This course develops in the theme of "Arithmetic congruence, and abstract algebraic structures." There will be a very strong emphasis on theory and proofs.

The fundamentals of graph theory: trees, connectivity, Euler torus, Hamilton cycles, matchings, colorings and Ramsey theory.

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

MATH 3215, MATH 3235, MATH 3670, and MATH 3740 are mutually exclusive; students may not hold credit for more than one of these courses. 

Elementary combinatorial techniques and proof methods used in discrete problem solving.

Fourier analysis on the torus and Euclidean space.

An introduction to the Ito stochastic calculus and stochastic differential equations through a development of continuous-time martingales and Markov processes. (1st of two courses in sequence)

Case studies, visiting lecturers from financial institutions, student group projects of an advanced nature, and student reports, all centered around quantitative and computational finance. Crosslisted with ISYE and MGT 6785.

Introduction to large scale-system design to support computational finance for options, stocks, or other instruments.

An advanced course in Linear Algebra and applications.