fa20

Fall 2020

Archived: 

Introduction to Graph Theory

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

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.

Functional Analysis

Topics include the Hahn-Banach theorems, the Baire Category theorem and its consequences, duality in Banach spaces, locally convex spaces, additional topics.

Stochastic Processes and Stochastic Calculus I

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)

The Practice of Quantitative and Computational Finance

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.

Design and Implementation of Systems to Support Computational Finance

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

Advanced Linear Algebra

An advanced course in Linear Algebra and applications.

Enumerative Combinatorics

Fundamental methods of enumeration and asymptotic analysis, including the use of inclusion/exclusion, generating functions, and recurrence relations. Applications to strings over a finite alphabet and graphs.

Stochastic Processes I

Discrete time Markov chains, Poisson processes and renewal processes. Transient and limiting behavior. Average cost and utility measures of systems. Algorithm for computing performance measures. Modeling of inventories, and flows in manufacturing and computer networks. (Also listed as ISyE 6761)

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