COM-401: Cryptography and securityThis course introduces the basics of cryptography. We review several types of cryptographic primitives, when it is safe to use them and how to select the appropriate security parameters. We detail how
FIN-415: Probability and stochastic calculusThis course gives an introduction to probability theory and stochastic calculus in discrete and continuous time. The fundamental notions and techniques introduced in this course have many applicatio
MATH-512: Optimization on manifoldsWe develop, analyze and implement numerical algorithms to solve optimization problems of the form min f(x) where x is a point on a smooth manifold. To this end, we first study differential and Riemann
MATH-414: Stochastic simulationThe student who follows this course will get acquainted with computational tools used to analyze systems with uncertainty arising in engineering, physics, chemistry, and economics. Focus will be on s
