Mathematical modeling of financial markets, derivative securities pricing, and portfolio optimization. Concepts from probability and mathematics are introduced as needed. Crosslisted with ISYE 6759.
Introduction to the implementation and analysis of numerical algorithms for the numerical solution of the classic partial differential equations of science and engineering.
Applied mathematics techniques to solve real-world problems. Topics include mathematical modeling, asymptotic analysis, differential equations and scientific computation. Prepares the student for MATH 6515. (1st of two courses)
This sequence develops the qualitative theory for systems of ordinary differential equations. Topics include stability, Lyapunov functions, Floquet theory, attractors, invariant manifolds, bifurcation theory, normal forms. (1st of two courses)
Basic theories of testing statistical hypotheses, including a thorough treatment of testing in exponential class families. A careful mathematical treatment of the primary techniques of hypothesis testing utilized by statisticians.
Fundamentals, connectivity, matchings, colorings, extremal problems, Ramsey theory, planar graphs, perfect graphs. Applications to operations research and the design of efficient algorithms.