Georgia Institute of Technology College of Sciences

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.

Spectral theory of bounded and unbounded operators, major theorems of functional analysis, additional topics.

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)

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.

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.

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)