Applied Math, Computational Finance, Computational Science and MISI
Courses Fall 2003
Check the
UIC Timetable
for the latest changes.
Courses 04 April 2003:
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Fin 516 Theory and Structure of Options and Futures Markets
TimeTable: 51582 LECD 1230-0145 T R 00A5 LC
Instructor: Stanley R. Pliska, Dept. Finance
Text: Fundamentals of Futures and Options Markets (latest edition) by
John Hull, Prentice Hall, 2002
Web Page:
http://www.uic.edu/~srpliska/courses/fin516.htm
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Fin 551 Financial Decision Making
TimeTable: 51628 LECD 0200-0315 T R 0335 BSB
Instructor: Stanley R. Pliska, Dept. Finance
Text: Introduction to Mathematical Finance: Discrete Time Models by S. Pliska
Web Page:
http://www.uic.edu/~srpliska/courses/fin551.html
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Math 417 Complex Analysis with Applications
Timetable: 67393 LECD 0100-0150 M W F 0212 TH
Instructor: Knessl, Charles
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Math 419 Models in Applied Mathematics
TimeTable: 40400 LECD 0200-0250 M W F 0311 AH
Instructor: Tier, Charles
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Math 480 Applied Differential Equations
TimeTable: 7437 LECD 0100-0150 M W F 0311 AH
Instructor: Yau, Stephen S. T.
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Math 574 Applied Optimal Control.
TimeTable: 33540 LECD 0100-0150 M W F 0302 AH
Instructor: Hanson, Floyd B.
Text: F. B. Hanson and J. J. Westman, Applied Stochastic Processes and
Control for Jump-Diffusions: Modeling, Analysis and Computation,
Online Fall 2003, SIAM Books: Advances in Design and Control Series
Web Page:
http://www.math.uic.edu/~hanson/math574/
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Math 590 Advanced Topics in Applied Math. (OPTIONS & PRICING)
TimeTable: 67726 LECD 1200-1250 M W F 0307 AH
Instructor: Yau, Stephen S.T.
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MCS 471 Numerical Analysis
TimeTable: 68624 LECD 0100-0150 M W F 0308 BH
Instructor: Verschelde, Jan
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MCS 494 Special Topics in Computer Science (Industrial Math & Computation)
TimeTable: 68631 LECD 1100-1150 M W F B010 BH
Instructor: Verschelde, Jan
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MCS 504 Mathematics and Information Science for Industry Workshop.
TimeTable: 68739 LECD 0200-0450 F 0700 SEO
Instructor: Grossman, Robert Lee
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MCS 507 Mathematical, Statistical and Scientific Software.
TimeTable: 68742 LECD 0300-0430 M W 0216 TH
Instructor: Hanson, Floyd B.
Text: Numerical Recipes in F/C/C++, W. T. Vetterling, et al.
Web Page:
http://www.math.uic.edu/~hanson/mcs507/
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MCS 597 MISI Master's Project.
TimeTable: 68887 CONF ARR
Instructor: a MISI Advisor