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Electrical and Computer Engineering (Graduate) |
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ECE-GY 6523 Nanoelectronic Devices 3 Credits
Introduction to quantum mechanics (Schroedinger’s equation); energy-band diagrams in semiconductors, quantum effects in MOS transistors; analytical description of ultra-thin body (UTB) MOSFETs, FinFETs and tunnel FETs; introduction to mesoscopic transport; MIT virtual source model; novel channel materials for transistors (InGaAs, graphene, carbon nanotubes), alternate state variable devices (design in sub-nanometer nodes, spintronics).
Prerequisite(s): ECE-GY 6513 or has taken an undergraduate course in solid state devices. Undergraduate students must have a 3.0 cumulative GPA or higher.
Weekly Lecture Hours: 3 | Weekly Lab Hours: 0 | Weekly Recitation Hours: 0
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ECE-GY 6553 Quantum Mechanics I 3 Credits
Quantum mechanics with applications to atomic systems. The use of Schrodinger’s equations. Angular momentum and spin. Semi-classical theory of field-matter interaction.
Prerequisite(s): MA-UY 2122 and PH-UY 3234 or equivalents.
Also listed under: PH-GY 6673 .
Weekly Lecture Hours: 3 | Weekly Lab Hours: 0 | Weekly Recitation Hours: 0
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ECE-GY 6583 Fiber Optic Communications 3 Credits
This course deals with the operating principles of optical communications systems and fiber-optic communication technology. The main elements of systems are presented in block diagrams and discussed individually. The advantages and disadvantages and the applications of Fiber Optic Communications Systems are discussed. Topics include: overview of optical communication systems, review of optics, review of analog and digital communications, the characteristics of optical fibers, optical waveguides, optical sources and transmitters, optical detectors and receivers, optical amplifiers, noise and detection, impairment in optical communication systems and optical network design issues. Upon completion of this course, students are familiar with the principles and technology of optical communication systems, and are able to design a simple point-to-point optical communications link, including bandwidth, loss, signal to noise ratio (S/N) and bit error rate considerations.
Prerequisite(s): Graduate status or ECE-UY 3604
Weekly Lecture Hours: 3 | Weekly Lab Hours: 0 | Weekly Recitation Hours: 0
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ECE-GY 6603 Power Electronics 3 Credits
The course centers on principles of thyristor devices, GTOs, MOSFETs, IGBTs; dynamic characteristics of DC/DC converters; forced commutation circuits; switched-mode power supplies; full- wave and half-wave rectifiers; phase controlled converters; effect of the load characteristics; pulse-width modulated inverters.
Prerequisite(s): Graduate status and ECE-UY 3824 or equivalent.
Weekly Lecture Hours: 3 | Weekly Lab Hours: 0 | Weekly Recitation Hours: 0
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ECE-GY 6613 Electrical Transmission & Distribution Systems 3 Credits
Introduction to T&D systems. Choice of voltage and frequency. Radial and meshed networks. Aerial lines: construction, parameters and thermal rating. Cables: installations, impedance and thermal ring. Transformers and reactors: types, connections and parallel operation. Capacitors: construction and application to transmission, distribution and industrial systems. Grounding systems. Characteristics of loads: customer classes, voltage sensitivity, duty cycle, and load growth. Loss minimization by system reconfiguration and capacitor switching. Modern grids: nano-, micro-, mini-, smart-, and super-grid.
Prerequisite(s): and
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ECE-GY 6623 Smart Grids: Control, Economics, Planning and Regulation 3 Credits
This course teaches multi-disciplinary fundamentals of power engineering, economics, optimization, and policy analysis that constitute modern power system economics and planning. These fundamentals make it possible to understand and study the concept of smart grids as a particular case of large-scale, network-constrained infrastructure that can be simulated by using various optimization techniques. The course also provides knowledge to pursue advanced work on transmission- and distribution-level smart grid technologies, e.g. renewable generation, demand response, energy storage.
Prerequisite(s): Graduate status and ECE-GY 5613 or equivalent.
Weekly Lecture Hours: 3 | Weekly Lab Hours: 0 | Weekly Recitation Hours: 0
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ECE-GY 6633 Electromagnetic Transients in Power Systems 3 Credits
Analysis of lumped-circuit, normal and abnormal transients in power equipment and systems. Short-circuit fault analysis and transient recovery of three-phase circuits. Analysis of traveling-wave surges on transmission lines, windings and integrated systems.
Prerequisite(s): Graduate status and ECE-GY 5613 or equivalent.
Weekly Lecture Hours: 3 | Weekly Lab Hours: 0 | Weekly Recitation Hours: 0
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ECE-GY 6653 Power System Operation and Control 3 Credits
This course deals with modern power system operational and control problems and solution techniques. The primary focus is on the application of control, optimization, and machine learning methods to power system stability analysis, contingency analysis, load-frequency control, automatic generation control, and state estimation.
Prerequisite(s): ECE-GY 6623 or permission of instructor
Weekly Lecture Hours: 3 | Weekly Lab Hours: 0 | Weekly Recitation Hours: 0
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ECE-GY 6663 Distributed Generation Systems 3 Credits
Benefits and limitations and classification of small generating systems; principles of operation and electrical equivalent circuits of fuel cells, solar cells, micro-turbines, reciprocating engines, wind turbines and gas turbines; fault conditions; reactive power support; power quality issues.
Prerequisite(s): ECE-UY 3824 and ECE-GY 5613 or equivalent.
Weekly Lecture Hours: 3 | Weekly Lab Hours: 0 | Weekly Recitation Hours: 0
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ECE-GY 6673 Resonant Power Converters 3 Credits
Class D and E rectifiers. Class D inverters. Class E inverters. Phase-controlled resonant inverters. Class DE inverters. Resonant dc-dc converters. Soft switching. Quasiresonant and multiresonant converters. Control and modeling of resonant converters.
Prerequisite(s): ECE-UY 3824 or an approved equivalent
Weekly Lecture Hours: 3
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ECE-GY 6683 Electric Drives 3 Credits
Reduction of load performance characteristics to the motor shaft. Electromechanical energy conversion. Acceleration and deceleration time. Construction of load diagram. Choice of motor type and size for different duty cycles. Four quadrant operation. Basics of Direct-Current and Induction motor drives. Permanent magnet and synchronous drives. Electrical braking. Conventional and modern speed control of DC and AC drives. Also included are many worked examples taken from practical electric drive systems.
Prerequisite(s): Graduate status and ECE-UY 3824 or equivalent.
Weekly Lecture Hours: 3 | Weekly Lab Hours: 0 | Weekly Recitation Hours: 0
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ECE-GY 6693 Electronic Power Supplies 3 Credits
This course covers following topics: Review of power relationships. Power semiconductor switching devices. Rectifiers. Basic PWM dc-dc switching cells. Non-isolated and isolated PWM dc-dc converters. Control of PWM converters. Resonant and softswitching converters. Low drop-out (LDO) voltage regulators. Switched capacitor charge pumps. PWM inverters. Applications to computer equipment, portable units, distributed power systems, uninterruptible power supplies and electric drives. Power quality and EMI issues. American and International power-supply standards.
Prerequisite(s): ECE-UY 3824 or equivalent.
Note: Online version available.
Weekly Lecture Hours: 3 | Weekly Lab Hours: 0 | Weekly Recitation Hours: 0
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ECE-GY 6713 Electromagnetic Theory and Applications 3 Credits
This course introduces Maxwell’s equations, wave equation, vector potentials, boundary conditions and Poynting vector. Time-harmonic fields and phasor approach are introduced. The properties of freely propagating plane waves in uniform and layered media are derived, as well as waves guided by structures, including various transmission lines, hollow waveguides and dielectric waveguides. A unified treatment of wave propagation is given with general theorems and examples drawn from microwaves, integrated circuits and optics.
Prerequisite(s): Graduate status and ECE-UY 3604 .
Weekly Lecture Hours: 3 | Weekly Lab Hours: 0 | Weekly Recitation Hours: 0
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ECE-GY 6723 Electromagnetic Radiation and Antennas 3 Credits
The electromagnetic fields radiated by current elements are derived from Maxwell’s equations. From these results, the fields radiated by many types of antennas are derived, including various types of dipoles, arrays, aperture, and frequency independent and traveling wave antennas. Concepts introduced include radiation resistance and pattern, directivity, gain, effective area, reciprocity, bandwidth, noise temperature, mutual coupling and array scanning impedance.
Prerequisite(s): Graduate status and ECE-GY 6713 , or with grade B or better.
Weekly Lecture Hours: 3 | Weekly Lab Hours: 0 | Weekly Recitation Hours: 0
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ECE-GY 6813 Medical Imaging 3 Credits
This course introduces the physics, instrumentation and signal processing methods used in X-ray imaging (projection radiography), X-ray computed tomography, nuclear medicine (SPECT/PET), ultrasound imaging, magnetic resonance imaging and optical imaging. Co-listed with BE-GY 6203.
Prerequisite(s): Undergraduate level courses in multivariable calculus (MA-UY 2112 & MA-UY 2122 or MA-UY 2114 ), physics (PH-UY 2033 ), probability (MA-UY 3012 ), signals and systems (ECE-UY 3054 ). Students who do not have prior courses in signals ans systems must take ECE-GY 6113 / BE-GY 6403 - Digital Signal Processing I as a prerequisite or must obtain instructor’s approval; ECE-GY 6123 - Image and Video Processing is also recommended but not required.
Also listed under: BE-GY 6203 .
Weekly Lecture Hours: 3 | Weekly Lab Hours: 0 | Weekly Recitation Hours: 0
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ECE-GY 6913 Computing Systems Architecture 3 Credits
This course provides students with an understanding of computer systems architectures and fundamental computer- performance and capacity-improvement techniques. An assembly language and an instruction set are presented and a uniprocessor computer is built to implement the instruction set. Processor implementation with a data path and hardwired and microprogrammed control is introduced, and pipelining is described as a strategy to improve throughput. Memory-hierarchy alternatives are introduced to improve the capacity of the computing system. The concept of virtual memory and its hardware implementation is introduced. Out-of-order processors, and associated instruction scheduling algorithms and techniques are described and evaluated. Branch prediction is introduced. The main memory system is described and pre-fetching is discussed as a technique to improve main memory access latency. The course concludes with an introduction to single chip multi-core computing technology. Hands-on programming exercises to illustrate the concepts are inter-woven throughout the course.
Prerequisite(s): Undergraduate degree in EE/CE/CS
Note: Cannot earn credits for both CS-GY 6133 and EL-GY 6913.
Weekly Lecture Hours: 3
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ECE-GY 7133 Digital Signal Processing II 3 Credits
Filter design via optimization. Spectral factorization. Minimum-phase FIR filter design. Multirate systems. Interpolation. Short-time Fourier transform (STFT). Filter banks. Wavelet transforms (in one and two dimensions). Lattice filters for filter banks. Sparse signal processing (optimization algorithms and applications). Signal/image models (mixture models, non-Gaussian, etc.). Inverse problems (de-blurring, missing data estimation). Matlab programming exercises.
Prerequisite(s): ECE-GY 6113 or equivalent.
Note: Online version available.
Weekly Lecture Hours: 3 | Weekly Lab Hours: 0 | Weekly Recitation Hours: 0
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ECE-GY 7143 Advanced Machine Learning 3 Credits
This course presents the main concepts, techniques, algorithms, and state-of-the-art approaches in modern machine learning from both theoretical and practical perspective. Students will be exposed to new mathematical proof techniques and up-to-date machine learning coding environments and benchmark datasets. The program of the course includes empirical risk minimization, support vector machines, kernels, optimization techniques for machine learning, clustering, principal component analysis, Expectation-Maximization, online learning algorithms, boosting, decision trees, graphical models, and deep learning. The course contains tutorials on selected most popular machine learning software environments. The course finally emphasizes interesting and important open problems in the field. Mathematical maturity (https://en.wikipedia.org/wiki/Mathematical_maturity) is required from students registering for the course.
Prerequisite(s): CS-GY 6923 Machine Learning with minimum grade B+ or ECE-GY 6143 Machine Learning with minimum grade B+ and ECE-GY 6303 .
Weekly Lecture Hours: 3
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ECE-GY 7213 Robot Localization and Navigation 3 Credits
This course presents the concepts, techniques, algorithms, and state-of-the-art approaches for robot perception, localization, and mapping. The course will show the theoretical foundations and will also have a substantial experimental component based on Matlab/ROS. The course will start from basic concepts in probability and then introduce probabilistic approaches for data fusion such as Bayes Filters, Kalman Filter, Extended Kalman Filter, Unscented Kalman Filter, and Particle Filter. Then, the course will introduce the SLAM problem showing how this has recently been solved using batch optimization and graph methods. Finally, mapping algorithms will also be briefly discussed.
Prerequisite(s): ECE-GY 6253 or instructor’s approval
Weekly Lecture Hours: 3
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ECE-GY 7233 Optimal and Stochastic Control and Applications 3 Credits
This course focuses on optimal control problem for deterministic and stochastic systems with various constraints. Topics: solution for both continuous and discrete-time systems using the maximum principle and dynamic programming. Fuel and time optimal control problems. Optimal filtering and estimation. Stochastic and hybrid optimal control problems. Computational methods. Multidisciplinary applications of optimal control.
Prerequisite(s): Graduate status, ECE-GY 6233 and ECE-GY 6253 , or permission of instructor
Weekly Lecture Hours: 3 | Weekly Lab Hours: 0 | Weekly Recitation Hours: 0
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ECE-GY 7253 State Space Design for Linear Control Systems 3 Credits
Topics covered in this course include canonical forms; control system design objectives; feedback system design by MIMO pole placement; MIMO linear observers; the separation principle; linear quadratic optimum control; random processes; Kalman filters as optimum observers; the separation theorem; LQG; Sampled-data systems; microprocessor-based digital control; robust control and the servocompensator problem.
Prerequisite(s): Graduate status and ECE-GY 6253 .
Weekly Lecture Hours: 3 | Weekly Lab Hours: 0 | Weekly Recitation Hours: 0
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ECE-GY 7353 Network Modeling and Analysis 3 Credits
The course introduces the analytical techniques used in the design and performance analysis of networks. Building on their knowledge of networking technology and applied mathematics, especially probability, students learn basic queuing theory, to be applied to performance analysis of multiplexers, switches and multiple access networks. Newer techniques such as the network calculus, the study of non-Poissonian long range dependent traffic sources and applications to TCP, admission control, advanced packet switches and IEEE 802.11 networks are introduced.
Prerequisite(s): ECE-UY 3613 or ECE-GY 6353 (or equivalent) and ECE-GY 6303 (acceptable as a co-requisite)
Note: Online version available.
Weekly Lecture Hours: 3 | Weekly Lab Hours: 0 | Weekly Recitation Hours: 0
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ECE-GY 7363 Network Design and Algorithms 3 Credits
The course covers network design, which consists of topology design and traffic routing taking into account dynamics in network states, such as link/node failures and traffic demand variations. Efficient design models and optimization methods are crucial to simultaneously achieve good network user performance and high savings in network deployment and maintenance. This course introduces mathematical models, design problems and optimization algorithms that can be used to guide network design practice. Subjects include: Network Design Problem Modeling, Optimization Methods, Multi- Commodity Flow Routing, Location and Topological Design, Fair Networks, Resilient Network Design, Robust Network Design, Multi-Layer Networks.
Prerequisite(s): ECE-UY 3613 or ECE-GY 6353 or equivalent.
Weekly Lecture Hours: 3 | Weekly Lab Hours: 0 | Weekly Recitation Hours: 0
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ECE-GY 7373 High Performance Switches and Routers 3 Credits
This course addresses the basics, the theory, architectures and technologies to implement high-performance high-speed large-scale routers and switches. The fundamental concepts and technologies of packet forwarding, classification and switching learned in the class are useful and practical when designing IP routers, Ethernet switches and optical switches. Topics: IP Route Lookup, Packet Classification, Packet Scheduling, Buffer Management, Basics of Packet Switching, Output-buffered Switches, Shared-memory Switches, Crosspointbuffered Switches, Input-buffered Switches, Clos-network Switches, Multi-Stage Buffered Switches, Two-Stage Load-Balanced Switches, Optical Packet Switches and ASIC for IP Routers.
Prerequisite(s): ECE-UY 3613 or ECE-GY 6353 or equivalent.
Note: Online version available.
Weekly Lecture Hours: 3 | Weekly Lab Hours: 0 | Weekly Recitation Hours: 0
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ECE-GY 8223 Applied Nonlinear Control 3 Credits
Stability and stabilization for nonlinear systems; Lyapunov stability and functions, input-output stability and control Lyapunov functions. Differential geometric approaches for analysis and control of nonlinear systems: controllability, observability, feedback linearization, normal form, inverse dynamics, stabilization, tracking and disturbance attenuation. Analytical approaches: recursive back stepping, input-to-state stability, nonlinear small-gain methods and passivity. Output feedback designs. Various application examples for nonlinear systems including robotic and communication systems.
Prerequisite(s): Graduate status and ECE-GY 6253 or ECE-GY 7253 .
Weekly Lecture Hours: 3 | Weekly Lab Hours: 0 | Weekly Recitation Hours: 0
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ECE-GY 8253 Large-Scale Systems and Decentralized Control 3 Credits
This course introduces analysis and synthesis of large-scale systems. Topics: systemorder reduction algorithms, interconnected system stability, series expansion and singular perturbation. Lyapunov designs. Applications to traffic networks, power systems and transportation networks. Decentralized control: decentralized fixed-mode, LQR, frequency-shaped cost functional and overlapping decompositions. Stability of interconnected systems and Vector Lyapunov analysis.
Prerequisite(s): Graduate status and ECE-GY 7253 or instructor’s permission.
Weekly Lecture Hours: 3 | Weekly Lab Hours: 0 | Weekly Recitation Hours: 0
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ECE-GY 9473 Sel Tpcs in Computer Electronic Devices & Systems
Special topics of current interest to staff in the field of electronic devices, circuits and systems. (See departmental mailing for detailed description of each particular offering.) Prerequisite: Specified when offered.
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ECE-GY 9900 Seminar in Electrical and Computer Engineering 0 Credits
This course consists of seminar presentations on recent developments in electrical and computer engineering by speakers from industry, research and education institutions. to receive a satisfactory grade, a student must attend at least two thirds of the seminars during the semester registered. A PhD student must register and obtain satisfactory grade for at least four semesters.
Weekly Lecture Hours: 0 | Weekly Lab Hours: 0 | Weekly Recitation Hours: 0
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ECE-GY 9933 Readings in Electrical and Computer Engineering I 3 Credits
This course requires a student to read advanced literature in a research field relevant to electrical and computer engineering, under guidance of a faculty member who is expert in the field. Oral presentation and a written report is required. Not more than 3 credits may be taken toward the master’s degree. A student must secure a project adviser before registration.
Prerequisite(s): Degree status.
Weekly Lecture Hours: 3 | Weekly Lab Hours: 0 | Weekly Recitation Hours: 0
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ECE-GY 9941 Advanced Projects III 1.5 Credits
Theoretical and/or experimental projects in various research areas in electrical and computer engineering. Projects assigned on basis of specialized interest and preparation of the student and conducted under guidance of a faculty member who is expert in the chosen subject. Oral presentation and/or a written report is required at the discretion of the adviser.
Prerequisite(s): Graduate degree status
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ECE-GY 9943 Readings in Electrical and Computer Engineering II 3 Credits
This course requires a student to read advanced literature in a research field relevant to electrical and computer engineering, under guidance of a faculty member who is expert in the field. Oral presentation and a written report are required. No more than 3 credits may be taken toward the master’s degree. A student must secure a project adviser before registration.
Prerequisite(s): Degree status.
Weekly Lecture Hours: 3 | Weekly Lab Hours: 0 | Weekly Recitation Hours: 0
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ECE-GY 9953 Advanced Projects I 3 Credits
This course requires a student to conduct a theoretical and/or experimental project in a research area in electrical and computer engineering. The project is chosen based on the student’s specialized interest and preparation and is guided by a faculty member who is expert in the chosen subject. Oral presentation or a written report is required at the adviser’s discretion. A student must secure a project adviser before registration.
Prerequisite(s): Degree status.
Weekly Lecture Hours: 3 | Weekly Lab Hours: 0 | Weekly Recitation Hours: 0
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ECE-GY 9963 Advanced Projects II 3 Credits
This course requires a student to conduct a theoretical and/or experimental project in a research area in electrical and computer engineering. The project is chosen based on the student’s specialized interest and preparation and is guided by a faculty member who is expert in the chosen subject. Oral presentation or a written report is required at the adviser’s discretion. A student must secure a project adviser before registration.
Prerequisite(s): Degree status.
Weekly Lecture Hours: 3 | Weekly Lab Hours: 0 | Weekly Recitation Hours: 0
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ECE-GY 9980 Electrical Engineering Area Exam
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EN-UY 2114W Poetry as Structure and Design 4 Credits
Following and challenging William Carlos Williams’ definition of a poem as “a machine made of words,” this course examines how poems are made. The course explores questions of invention and innovation in poetic form and how “form” and “content” interact in a wide range of poetry - from the earliest English ballads to contemporary work.
Prerequisite(s): Completion of EXPOS-UA 1 or EXPOS-UA 4
Note: Satisfies a humanities and social sciences elective.
Weekly Lecture Hours: 4
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EN-UY 2124W The Short Story 4 Credits
This course fulfills the requirements for a writing-intensive course. It is an introduction to the themes, structures, and techniques of the short story. Objectives: to introduce the short story as a literary form; promote research and critical reading and thinking skills; to promote written and oral communication skills; and to enhance cultural, social, and aesthetic understanding through intensive reading of and writing about short fictional texts written by American authors and by authors from other countries.
Prerequisite(s): Completion of EXPOS-UA 1 or EXPOS-UA 4
Note: Satisfies a humanities and social sciences elective.
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EN-UY 2134W The Novella: Between the Short Story and the Novel 4 Credits
This course introduces the origins, characteristics and innovative qualities of the novella from several countries and historical periods. The course compares this genre with the novel and short story. Students discuss and write about assigned works.
Prerequisite(s): Completion of first year writing requirements
Note: Satisfies a humanities and social sciences elective.
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EN-UY 2174W The World’s Greatest Journeys 4 Credits
In this introduction to the literature of the journey, from several countries and historical periods, the focus is on the place of science, innovation and invention in these works. This writing-intensive course emphasizes revision.
Prerequisite(s): Completion of EXPOS-UA 1 or EXPOS-UA 4 .
Note: Satisfies a humanities and social sciences elective.
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EN-UY 2194W The Rise of the Graphic Novel 4 Credits
This course explores the recent emergence of the graphic narrative as a literary genre. How has the comic book, once exclusively identified with popular culture, developed into a mode for sophisticated literary and artistic creation?
Prerequisite(s): Completion of first year writing requirements
Note: Satisfies a humanities and social sciences elective.
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EN-UY 2204W Science Journalism 4 Credits
Introduction to a field of specialized writing that includes science and technology articles geared to an informed lay audience and published in newspapers, business magazines, niche publications, and online journals and blogs. Students will read and comment on classic pieces written since the field began to take shape as a major sector of the media following World War II. Students will research and write news and feature articles on science, technology, and medical issues, with the clear purpose of publishing their work in the school newspaper. Emphasis will be on research, development of interviewing skills, accuracy and clarity in reporting, and writing style. Each student will also compose a major “think” piece that explores and interprets a complex, controversial public-policy issue besetting one of the science/technology disciplines today.
Prerequisite(s): Completion of EXPOS-UA 1 or EXPOS-UA 4
Note: Satisfies a humanities and social sciences elective.
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EN-UY 2244 Shakespeare and the Creative Imagination 4 Credits
In this course, students learn how Shakespeare’s writings were influenced by his literary forebears and how he has inspired artists since his own time. Through this approach, the course explores the author’s particular creative genius and his legacy.
Prerequisite(s): Completion of EXPOS-UA 1 or EXPOS-UA 4 .
Note: Satisfies a humanities and social sciences elective.
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EN-UY 2254W Literature and War 4 Credits
This course explores how literary depictions of war have changed over time. We begin with early examples such as Virgil’s “Aeneid,” “Beowulf,” and Shakespeare’s “Henry” plays, in which war is closely identified with heroism and coming of age and move onto later examples such as Vonnegut’s “Slaughterhouse-Five” and O’Brien’s “The Things They Carried,” in which participating in war is portrayed as a more troubling activity. In addition to literature, we will address theoretical readings on the impact of new technology on the language of war.
Prerequisite(s): Completion of first year writing requirements
Note: Satisfies a humanities and social sciences elective.
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EN-UY 2324W Technologies of Literary Production 4 Credits
This course examines how the changing status and technologies of written language have shaped and continue to transform literary culture. Beginning with works first conceived and transmitted as part of rich oral traditions, the course will end with works of literature produced primarily for online readers.
Prerequisite(s): Completion of first year writing requirements
Note: Satisfies a humanities and social sciences elective.
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EN-UY 2334W Literary Inventiveness 4 Credits
This course explores not the subject of “innovation” in literature, but the fact of it. Students read a range of literary texts that invented utterly new ways of writing: new forms and new approaches to consciousness and language itself. The course focuses on two clusters of literary and linguistic innovation: (1) writing in the ancient world, where narrative, drama and lyric-and indeed, the technology of writing itself-were first invented, and (2) works by pioneering literary modernists who radically reinvented the forms forged by their earliest predecessors.
Prerequisite(s): Completion of EXPOS-UA 1 or EXPOS-UA 4
Note: Satisfies a humanities and social sciences elective.
Weekly Lecture Hours: 4
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EN-UY 2354W Inventing America: Nation, Culture, Self 4 Credits
This course explores the ways American writers have imagined-and participated in- the invention of nation, culture and self, from the Colonial period through the Civil Rights era. Special attention is paid to how American writers have engaged with questions surrounding the “newness” of American culture and how literature has reflected and affected “change” in American culture.
Prerequisite(s): Completion of first year writing requirements
Note: Satisfies a humanities and social sciences elective.
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EN-UY 2414W The City and Literature 4 Credits
This course examines the role of a major international city in works of poetry, drama, and fiction. By way of contrast, we will take a brief look at what happens in works set outside of a city. Attention will be paid to historical context.
Prerequisite(s): Completion of EXPOS-UA 1 or EXPOS-UA 4
Note: Satisfied a HuSS elective
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EN-UY 2424 Medicine and Literature 4 Credits
This course examines the implications of medicine, mental or physical illness, and death in works of poetry, drama and fiction. Some attention will be paid to historical context. This course satisfies HUSS elective requirements.
Prerequisite(s): Completion of first year writing requirements
Note: Satisfies a humanities and social sciences elective.
Weekly Lecture Hours: 4 | Weekly Lab Hours: 0 | Weekly Recitation Hours: 0
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EN-UY 2424W Medicine and Literature 4 Credits
This course examines the implications of medicine, mental or physical illness, and death in works of poetry, drama and fiction. Some attention will be paid to historical context.
Prerequisite(s): Completion of first year writing requirements
Note: This course satisfies HUSS elective requirements and HUSS writing-intensive requirements
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EN-UY 3000W English Special Topics 4 Credits
An advanced course in English literature, open to all students, including those pursuing the cross-school English minor.
Prerequisite(s): EXPOS-UA 2
Weekly Lecture Hours: 4
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EN-UY 3104 Science Fiction Workshop 4 Credits
A workshop in writing Science Fiction, with extensive reading in the genre. | Prerequisites: Completion of first year writing requirements. Notes: Satisfies a HuSS elective.
Prerequisite(s): Completion of EXPOS-UA 1 or EXPOS-UA 4 .
Note: Satisfies a humanities and social sciences elective.
Weekly Lecture Hours: 4 | Weekly Lab Hours: 0 | Weekly Recitation Hours: 0
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EN-UY 3144W Analytical Approaches to Poetry and Art 4 Credits
The poems of John Ashbery and the art of Richard Serra confront the respective reader/viewer: find a methodology based upon the structural configuration of the poem and sculpture to enable a “reading” of the work. The works that will be addressed reject impressionistic, subjective commentary. The beauty of word or artifact is not applicable. Post-1900 non-referential sculptures and paintings will be juxtaposed with poems that disassociate themselves from narrative content, poems whose only subject matter is language configuration - even when there is apparent thematic material - poems of Robert Creeley, John Ashbery, Emily Dickinson, Robert Frost, Wallace Stevens, Amy Clampitt, Susan Howe, Michael Palmer, Clark Coolidge, and Louis Zukofsky. The poets so listed complement preoccupations of artists such as Mark di Suvero, David Smith, Richard Serra, Anthony Caro, Donald Judd, Carl Andre, Vito Acconci, Robert Smithson, and Marcel Duchamp.
Prerequisite(s): Completion of EXPOS-UA 1 or EXPOS-UA 4
Note: Satisfies a humanities and social sciences elective.
Weekly Lecture Hours: 4
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EN-UY 3154 Fantasy Workshop 4 Credits
A workshop in writing fantasy, with extensive reading in the genre.
Prerequisite(s): Completion of EXPOS-UA 1 or EXPOS-UA 4 .
Note: Satisfies a humanities and social sciences elective.
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EN-UY 3164W Special Topics in English Literature 4 Credits
An advanced course in English literature, open to all students, including those pursuing the cross-school English minor.
Prerequisite(s): Completion of EXPOS-UA 1 or EXPOS-UA 4 .
Note: Satisfies a HuSS elective.
Weekly Lecture Hours: 4
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EN-UY 3194W Ethical Questions in Literature 4 Credits
This course examines the implications of ethical questions posed in works of poetry, drama, and fiction. Attention will be paid to historical context.
Prerequisite(s): Completion of EXPOS-UA 1 or EXPOS-UA 4 .
Note: Satisfies a HUSS elective
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EN-UY 3434W Machines Made of Words II: Designing Poetry 4 Credits
In this seminar/workshop, students read a wide range of poetic forms or structures and practice making poems, focusing on the reading and composition of poems as forms of design.
Prerequisite(s): Completion of EXPOS-UA 1 or EXPOS-UA 4 .
Note: Satisfies a humanities and social sciences elective.
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EN-UY 3814W The Environment and Literature 4 Credits
Nature as an inspiration for writers is not new. Concern for the environment, both indoors and out-of-doors, is not new. Recently, however, the critical discipline of ecocriticism has emerged as a way to study the relation between the environment and poetry, drama, fiction, and non-fiction drawn from the traditional literary canon. This course will study some of those works and the many implications of this relationship. Works of art may supplement the readings.
Prerequisite(s): Completion of EXPOS-UA 1 or EXPOS-UA 4
Note: Satisfies a humanities and social sciences elective.
Weekly Lecture Hours: 4 | Weekly Lab Hours: 0 | Weekly Recitation Hours: 0
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EXPOS-UA 1 Writing the Essay 4 Credits
This is the foundational writing course. It provides instruction and practice in critical reading, creative thinking, and clear writing. It provides additional instruction in analyzing and interpreting written texts, the use of written texts as evidence, the development of ideas, and the writing of both exploratory and argumentative essays. The course stresses exploration, inquiry, reflection, analysis, revision, and collaborative learning.
Weekly Lecture Hours: 4
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EXPOS-UA 2 The Advanced College Essay 4 Credits
This course follows EXPOS-UA 1 and provides advanced instruction in analyzing and interpreting written texts from a variety of academic disciplines, using written texts as evidence, developing ideas, and writing argumentative essays. It stresses analysis, argument, reflection, revision, and collaborative learning.
Prerequisite(s): EXPOS-UA 1 .
Weekly Lecture Hours: 4
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EXPOS-UA 3 International Writing Workshop: Introduction 4 Credits
A preliminary course in college writing for undergraduates for whom English is another language. Permission to register for this course is based on NYU admissions criteria and EWP assessment of reading, writing, listening, and speaking proficiency. Cannot substitute for EXPOS-UA 4 or EXPOS-UA 9 . The course meets twice weekly for 150 minutes each session.
Provides preparation in reading, writing, listening and speaking for academic purposes while increasing fluency, sentence control, and confidence. Emphasizes pre-writing strategies (exploratory writing, outlining, reflective writing, paraphrase, synthesis, analysis) and provides practice in multi-modal presentation. Students learn to make us of inquiry, evidence, and the incorporation of texts as they read texts from various genres (journals, newspapers, books, visual and moving arts) and draft and revise essays of their own. Instructor feedback includes discussion of appropriate conventions in standard English grammar and style.
Prerequisite(s): EWP Permission
Note: Credit for this course may not be used to satisfy the minimum credit requirement for graduation.
Weekly Lecture Hours: 4
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EXPOS-UA 4 International Workshop Writing I 4 Credits
The first of two courses for students for whom English is a second language. The Core Curriculum requirement for NYU undergraduates is fulfilled with this course and International Writing Workshop II. Provides instruction in critical reading, textual analysis, exploration of experience, the development of ideas, and revision. Stresses the importance of inquiry and reflection in the use of texts and experience as evidence for essays. Reading and writing assignments lead to essays in which students analyze and raise questions about written texts and experience, and reflect upon text, experience, and idea in a collaborative learning environment. Discusses appropriate conventions in English grammar and style as part of instructor feedback.
Prerequisite(s): EWP permission
Weekly Lecture Hours: 4
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EXPOS-UA 9 International Workshop Writing II 4 Credits
The second of two courses for students for whom English is a second language. The Core Curriculum requirement for NYU undergraduates is fulfilled with this course and International Writing Workshop 1. Provides advanced instruction in analyzing and interpreting written texts from a variety of academic disciplines, the use of written texts as evidence, the development of ideas, and the writing of argumentative essays through a process of inquiry and reflection. Stresses analysis, revision, inquiry, and collaborative learning. Discusses appropriate conventions in English grammar and style as part of instructor feedback.
Prerequisite(s): EXPOS-UA 4 International Workshop Writing I
Weekly Lecture Hours: 4
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EXPOS-UA 13 Writing Tutorial 4 Credits
Offers intensive individual and group work in the practice of expository writing for those students whose competency examination reveals the need for additional, foundational writing instruction. The course aims to better prepare admitted transfer students for the rigorous work they will have to complete in either EXPOS-UA 1 or EXPOS-UA 4 . The course concentrates on foundational work (grammar, syntax, paragraph development) leading to the creation of compelling essays (idea conception and development, effective use of evidence, understanding basic forms, and the art of persuasion).
Prerequisite(s): EWP Permission
Note: Credit for this course may not be used to satisfy the minimum credit requirement for graduation.
Weekly Lecture Hours: 4
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Finance Undergraduates in Graduate FRE Courses
The Department of Finance and Risk Engineering does not permit undergraduates to take courses with the prefix “FRE”; these are graduate courses reserved for graduate students. Exceptions are made only for sub-matriculated undergraduates; undergraduates who have applied to and been accepted to the MS FE program at NYU Tandon in their Senior year of undergraduate studies. No other exceptions are made.
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FIN-UY 2003 Economic Foundations of Finance 3 Credits
This course focuses on the fundamental economic concepts underpinning modern financial theory. Material includes consumer behavior; utility theory; analysis of production and costs; competitive markets; monopolistic and monopsonistic markets; time value of money; game theoretic analysis of oligopoly; asymmetric information in markets; externalities; market efficiency and more. The calculus is used to develop these concepts.
Prerequisite(s): MA-UY 1124 or MA-UY 1154 or MA-UY 1424 and Sophomore Standing or higher.
Note: This course fulfills 3 credits of Tandon HuSS elective requirements.
Weekly Lecture Hours: 3 | Weekly Lab Hours: 0 | Weekly Recitation Hours: 0
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FIN-UY 2103 Creating and Understanding Financial Statements 3 Credits
This course provides a solid understanding of the creation and interpretation of modern financial statements. Topics include the compelling reasons for financial statements, Sarbanes- Oxley, U.S. accounting principles and how they differ abroad, quality of financial information, financial ratios and their uses, cash-flow analysis, measurement of corporate performance, credit analysis and introduction to managing financial risk.
Prerequisite(s): MA-UY 1124 or MA-UY 1154 or MA-UY 1424 and Sophomore Standing or higher.
Weekly Lecture Hours: 3 | Weekly Lab Hours: 0 | Weekly Recitation Hours: 0
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FIN-UY 2203 Corporate Finance and Financial Markets 3 Credits
This course covers the fundamentals of corporate finance, valuation, risk, capital budgeting and market efficiency. Students who complete this class acquire a solid foundation needed for intermediate and advanced topics in finance. This class is a prerequisite for all FIN classes at the 3000 level.
Prerequisite(s): MA-UY 2054 or MA-UY 2212 (or MA-UY 2224 ) or MA-UY 3012 , 8 credits of calculus, and Sophomore Standing or higher.
Weekly Lecture Hours: 3 | Weekly Lab Hours: 0 | Weekly Recitation Hours: 0
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FIN-UY 3213 Financial Management and Risk Engineering 3 Credits
The course introduces the elements and techniques of risk engineering spanning the following: Probabilities and their distributions and data analysis and statistics as well as Monte Carlo simulation. Throughout, these techniques are demonstrated through special problems and cases providing the necessary tools and concepts for dealing with major problems in risk engineering, decision-making under uncertainty, and financial management and pricing. The course is based on multiple sessions in a Financial Laboratory environment, using computational- risk software, statistical and financial econometric software, and simulation programs and software.
Prerequisite(s): FIN-UY 2203 . Corequisite(s): FIN-UY 2003 and FIN-UY 2103 .
Weekly Lecture Hours: 3 | Weekly Lab Hours: 0 | Weekly Recitation Hours: 0
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FIN-UY 3233 Derivatives and the Options Market 3 Credits
This course builds on mathematical models of bond and stock prices and covers two major areas of mathematical finance with significant impact on operating-model financial markets, namely, Black-Scholes arbitrage pricing of options, and other derivative securities and interest rates together with their term structure. The course makes significant use of probability and calculus, covering the material in a mathematically rigorous and complete manner.
Prerequisite(s): FIN-UY 2203 . Corequisite(s): FIN-UY 2003 and FIN-UY 2103 .
Weekly Lecture Hours: 3 | Weekly Lab Hours: 0 | Weekly Recitation Hours: 0
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FIN-UY 3403 Entrepreneurship and Financial Management 3 Credits
This course introduces the finance of entrepreneurship and venture capital. It considers the perspectives of the start-up firm and the venture capitalist and develops a framework for understanding the laws, contracts and issues involved in reaching mutually profitable contracts.
Prerequisite(s): FIN-UY 2203 .
Weekly Lecture Hours: 3 | Weekly Lab Hours: 0 | Weekly Recitation Hours: 0
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FIN-UY 3503 Financial Risk Modeling and Analytics 3 Credits
This course focuses on how to optimize business strategies, qualitatively and quantitatively with respect to financial risk. Financial risk can be thought of in two pieces: Operational Risk is cost-side risk and Sales Risk is revenue-side risk. The course is organized around the principle that risk analysis consists, in part, of data collection and the building of mathematical models to describe the risk of failures in human resources, processes and technology. Beginning with a foundation for financial risk modeling and a focus on the modeling process, the course discusses probabilistic tools for risk modeling and statistical methods to calibrate models of risk. The quantitative assessment of risk uses the tools of probability, statistics and actuarial science.
Prerequisite(s): FIN-UY 2203 Corequisite(s): FIN-UY 2003 and FIN-UY 2103 .
Weekly Lecture Hours: 3 | Weekly Lab Hours: 0 | Weekly Recitation Hours: 0
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FIN-UY 4903 Special Topics in Finance and Risk Engineering 3 Credits
The course considers unique topics of interest in Finance and Risk Engineering. It may feature a detailed look at a single topic or a series of focused topical presentations.
Prerequisite(s): , and
Weekly Lecture Hours: 3 | Weekly Lab Hours: 0 | Weekly Recitation Hours: 0
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RSK-UY 3593 Probabilistic Risk Assessment 3 Credits
This undergraduate course in probabilistic risk assessment (PRA) introduces students to a deep, comprehensive methodology for risk evaluation associated with complex engineered technological designs. Four fundamental questions are addressed: what can go wrong, what are the indications of potential failure, what is the potential magnitude of the failure, and with what probability will failure occur. We will also explore human reliability analysis and common-cause-failure analysis. This course can be applied towards the requirements for NYU-Poly’s minor in Nuclear Science and Engineering but not towards the minor in Finance.
Prerequisite(s): MA-UY 2054 or MA-UY 2212 or MA-UY 3012 .
Weekly Lecture Hours: 3 | Weekly Lab Hours: 0 | Weekly Recitation Hours: 0
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Finance and Risk Engineering Undergraduates in Graduate FRE Courses
The Department of Finance and Risk Engineering does not permit undergraduates to take courses with the prefix “FRE”; these are graduate courses reserved for graduate students. Exceptions are made only for sub-matriculated undergraduates; undergraduates who have applied to and been accepted to the MS FE program at NYU Tandon in their Senior year of undergraduate studies. No other exceptions are made.
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FRE-GY 5010 FRE Bootcamp I 0 Credits
This summer bootcamp online experience for the incoming MS Financial Engineering cohort prepares students for coursework in Financial Engineering and for summer internship interviews.
Prerequisite(s): Admission to MS Financial Engineering
Note: No fees or tuition for admitted, deposited incoming students.
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FRE-GY 5020 FRE Bootcamp II 0 Credits
This summer bootcamp online experience for the incoming MS Financial Engineering cohort prepares students for coursework in Financial Engineering and for summer internship interviews.
Prerequisite(s): Admission to MS Financial Engineering
Note: No fees or tuition for admitted, deposited incoming students.
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FRE-GY 5030 FRE Bootcamp III - From Brain Teasers to Black-Scholes 0 Credits
This summer bootcamp experience for the incoming MS Financial Engineering cohort prepares students for coursework in Financial Engineering and for summer internship interviews.
Prerequisite(s): Admission to MS Financial Engineering Corequisite(s): FRE-GY 5040
Note: No fees or tuition for admitted, deposited incoming students.
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FRE-GY 5040 FRE Bootcamp IV - Risk, Applied Statistics, and Probability 0 Credits
This summer bootcamp experience for the incoming MS Financial Engineering cohort prepares students for coursework in Financial Engineering and for summer internship interviews.
Prerequisite(s): Admission to MS Financial Engineering Corequisite(s): FRE-GY 5030
Note: No fees or tuition for admitted, deposited incoming students.
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FRE-GY 5500 Bloomberg Certification 0 Credits
This course tracks the requirement for the self-paced, self-taught Bloomberg certification to be completed through a Bloomberg terminal.
Prerequisite(s): Graduate Financial Risk Engineering students only.
Weekly Lecture Hours: 0 | Weekly Lab Hours: 0 | Weekly Recitation Hours: 0
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FRE-GY 5990 Capstone Assessment 0 Credits
The Master of Science in Financial Engineering program offers four types of Capstone experiences to its graduate students: theses, projects, special topics, and internships. This Capstone Assessment will serve as a centralized measure for the various types of Capstone experiences to identify whether students have successfully completed this experience and garner feedback about graduating students’ skills and professional readiness. Note: course should be completed during final semester of studies.
Prerequisite(s): FRE-GY 9973 or FRE-GY 7023 or FRE-GY 7043 or two special topics courses of 1.5 credits each, with a capstone paper submitted to the faculty.
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FRE-GY 6003 Financial Accounting 3 Credits
This course provides a solid foundation in the construction and interpretation of financial statements. Topics include accounting terminology; financial statement preparation and analysis; liquidity and credit risk ratios; depreciation calculations; revenue recognition; and accrued liabilities and asset valuation. Also covered are the effects of equity transactions; cash flows; and various accounting methods on financial statements.
Prerequisite(s): Matriculation into a graduate program sponsored by the Department of Finance & Risk Engineering, or permission of the Department.
Weekly Lecture Hours: 3 | Weekly Lab Hours: 0 | Weekly Recitation Hours: 0
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FRE-GY 6021 Financial Insurance and Credit Derivatives 1.5 Credits
Financial insurance and Derivatives have moved to the center of modern corporate finance, investments and the management of financial institutions. Option pricing concepts are applied to price complex structured financial products and to price portfolios of equity-linked life insurance. This course also introduces modeling and the pricing of credit derivatives such as CDOs and the many other vehicles used to securitize portfolios of MBS, Loans, etc. Applications to Fixed Income problems, interest rates and bond derivatives, the management of portfolio risks and their like are considered.
Prerequisite(s): FRE-GY 6103 and matriculation into a graduate program sponsored by the Department of Finance & Risk Engineering, or permission of the Department.
Weekly Lecture Hours: 1.5 | Weekly Lab Hours: 0 | Weekly Recitation Hours: 0
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FRE-GY 6023 Financial Economics 3 Credits
This course provides a rigorous introduction to the principles and application of the theory of financial economics. Following a review of foundational theories of markets and competition, this course covers the following areas: certainty and perfect capital markets, the institutional setting of financial economics, risk and contingent claims theory, and capital market imperfections and the limits to arbitrage that these impose on financial systems.
Prerequisite(s): Graduate Standing.
Weekly Lecture Hours: 3 | Weekly Lab Hours: 0 | Weekly Recitation Hours: 0
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FRE-GY 6031 Money, Banking and Financial Markets 1.5 Credits
Studies how the interactions among money, the financial system and the economy determine interest rates and asset returns. It utilizes a consistent approach based in economics to explain the role of the financial system in matching savers and borrowers and in providing risk-sharing, liquidity and information services in efficient financial markets. Students study why and how financial markets and financial instruments evolve as a function of transactions and information costs, adverse selection and moral hazard problems, and summarize economic arguments for and against regulation. Finally, they examine the money supply process and monetary policy, in particular the link between monetary authorities and the macro-economy through a transmission mechanism involving banks and the non-financial public.
Prerequisite(s): Matriculation into a graduate program sponsored by the Department of Finance & Risk Engineering, or permission of the Department.
Weekly Lecture Hours: 1.5 | Weekly Lab Hours: 0 | Weekly Recitation Hours: 0
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FRE-GY 6041 Extreme Risk Analytics 1.5 Credits
The course covers failures of financial theory in risk management, deriving from fundamental definitions and assumptions in modeling, including pricing formulae; convexity; stochasticity and volatility; “fat tails”; and risk. Other topics: Portfolio robustness and extreme markets and moral hazard; datamining biases and decision error; and decision- making with incomplete information.
Prerequisite(s): Graduate Standing
Weekly Lecture Hours: 1.5 | Weekly Lab Hours: 0 | Weekly Recitation Hours: 0
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FRE-GY 6051 Insurance Finance and Actuarial Science 1.5 Credits
This course highlights essential facets of actuarial science, insurance and the finance-insurance convergence. The course assumes that students are familiar with basic notions of expected utility and stochastic processes, and options pricing. Topics include Insurance Business and Insurance Firms Management; Principles of Actuarial Science and Risk Pricing in Insurance and in Finance (Complete Markets); Expected Utility Approach to Insurance Risk Pricing and Management; Derivatives and the Financial Approach to Insurance Pricing; Insurance Products (Life Insurance, Casualty, Pension Funds and Defined Benefits); Principles of Insurance Management in a Dynamic and Global Setting. Throughout, the course uses numerous cases centered on actuarial and insurance problems and analyzes them from a financial perspective. Of particular interest are those related to insurance pricing, reserve policies, insurance pension funds, CATBOND and weather (insurance) derivatives and regulation.
Prerequisite(s):
Weekly Lecture Hours: 1.5 | Weekly Lab Hours: 0 | Weekly Recitation Hours: 0
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FRE-GY 6071 Derivatives, Financial Markets and Technology 1.5 Credits
This course covers basic derivatives, including futures contracts, forward contracts, option contracts and swap contracts. The principal focus is on the use of these instruments by financial institutions. Basic valuation concepts are discussed, as are the use of derivatives for speculation, hedging and arbitrage. The specifics of the contracts and the markets in which they trade are also discussed. The main focus gives students in the Financial Technology track a general understanding of the derivatives market and risk management.
Prerequisite(s): FRE-GY 6003 , FRE-GY 6023 and FRE-GY 6103 and matriculation into a graduate program sponsored by the Department of Finance & Risk Engineering, or permission of the Department.
Weekly Lecture Hours: 1.5 | Weekly Lab Hours: 0 | Weekly Recitation Hours: 0
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FRE-GY 6073 Introduction to Derivative Securities 3 Credits
This course explains in detail various models and methods for pricing and hedging derivatives including: European, American, exotic options, swaps, and convertible bonds. Presentation is done using equity, interest rate, and volatility derivative products. A short introduction to computational methods necessary for pricing derivatives is provided.
Prerequisite(s): Matriculation into MS Financial Engineering or permission of the department.
Weekly Lecture Hours: 3
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FRE-GY 6083 Quantitative Methods in Finance 3 Credits
This course focuses on quantitative methods and financial modeling. Probability theory, stochastic processes and optimization are studied and applied to a broad variety of financial problems and their derivatives. Topics include probability spaces; conditional probability; densities; distributions; density estimators; multivariate probability; moment generating functions; random walks; Markov processes; Poisson processes; and the Brownian-motion process.
Prerequisite(s): Students are expected to know calculus and elementary probability, and Graduate Standing.
Weekly Lecture Hours: 3 | Weekly Lab Hours: 0 | Weekly Recitation Hours: 0
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FRE-GY 6091 Financial Econometrics 1.5 Credits
Topics include a review of probability and statistical inference and linear regression models. The focus of the course is time series analysis with special attention to the modeling of financial stock prices and returns. Volatility modeling and estimation will be also addressed through the analysis of intra-day trading data.
Prerequisite(s): FRE-GY 6083 and a working knowledge of statistics. Matriculation into MS Financial Engineering or permission of the department.
Weekly Lecture Hours: 1.5 | Weekly Lab Hours: 0 | Weekly Recitation Hours: 0
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FRE-GY 6103 Valuation for Financial Engineering 3 Credits
This course introduces financial engineers to robust risk-based valuation methods in discrete and continuous time. This includes four major applications: cash flows, traded derivative contracts, nontraded and embedded derivatives, and corporate assets & liabilities.
- “Cash flows” refers to risk-free and risky payments or expenditures.
- “Traded derivatives” include a high level treatment of forward contracts and the most commonly traded option contracts.
- “Nontraded and embedded derivatives” refer to contingent cash flows created in the normal processes of contracting and asset management
- “Corporate assets” refer to claims to cash flows owned and managed by corporations
- “Corporate liabilities” refers to corporate-issued securities or other payment obligations incurred by corporations.
Prerequisite(s): Graduate Standing.
Weekly Lecture Hours: 3 | Weekly Lab Hours: 0 | Weekly Recitation Hours: 0
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FRE-GY 6111 Investment Banking and Brokerage 1.5 Credits
This course introduces an overview of Wall Street, the back office and general brokerage operations, investment banking and capital markets. The course covers subjects essential to understanding how products, once created, are distributed and sold. The course relies heavily on The Wall Street Journal, Financial Times and other trade publications. Topics include a brief history of Wall Street, an understanding of the major securities laws and how they have changed over time, basics of equity and debt securities, creation of debt and equity securities, and pricing and sale of debt and equity securities. The course seeks to understand how and where opportunities for creating new securities arise.
Prerequisite(s): Graduate Standing.
Weekly Lecture Hours: 1.5 | Weekly Lab Hours: 0 | Weekly Recitation Hours: 0
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FRE-GY 6123 Financial Risk Management 3 Credits
This course introduces the techniques and problems of Financial Risk Management and Asset Pricing. It emphasizes risk finance and attitudes; Value at Risk; risk measurement principles; valuation and expected utility and their relevance in the valuation and the pricing of financial investments; insurance; management of derivatives; and risk management. Throughout, risk-management application problems are explored. The course introduces and focuses on the fundamental principles of the Arrow-Debreu state preference theory used to price derivatives and other assets in complete markets. Risk neutral-Binomial models in option pricing; essential elements of Ito calculus; and the Black-Scholes model for pricing options are introduced and applied to practical financial decision making and risk management problems.
Prerequisite(s): Graduate Standing
Weekly Lecture Hours: 3 | Weekly Lab Hours: 0 | Weekly Recitation Hours: 0
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FRE-GY 6131 Clearing and Settlement and Operational Risk 1.5 Credits
This course focuses on issues involved in processing financial transactions-from order execution to final settlement of transactions-and operational risk in general. The course examines the procedures and market conventions for processing, verifying, and confirming completed transactions; resolving conflicts; decisions involved in developing clearing operations or purchasing clearing services; the role played by clearing houses; and numerous issues associated with cross-border transactions. The course also examines the effects of transaction processing, liquidity management, organizational structure, and personnel and compliance on the nature of operational risk. Qualitative and quantitative measures of operational risk are discussed.
Prerequisite(s): FRE-GY 6153 and Graduate Standing.
Weekly Lecture Hours: 1.5 | Weekly Lab Hours: 0 | Weekly Recitation Hours: 0
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FRE-GY 6141 Static and Dynamic Hedging 1.5 Credits
The course discusses advanced topics in hedging exposures, with emphasis on adaptation of the mathematics to the real world. Examines applications in quantitative finance. Methods in the hedging of cash flows and liabilities for corporations and for option traders are covered. A synthesis is made of both theory and historical hedges traded.
Prerequisite(s): Graduate Financial Risk Engineering students only.
Weekly Lecture Hours: 1.5 | Weekly Lab Hours: 0 | Weekly Recitation Hours: 0
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FRE-GY 6143 Life Insurance and Related Financial Products 1.5 Credits
This course begins with an introduction to the Mathematics of Life Insurance. Basic topics covered are survival distributions, time-of-death as a continuous random variable, life tables and their interpretation. Insurance applications include estate planning, tax ramifications and other specific issues related to the multiple uses of life insurance. Characteristics of life annuities are exhibited; the equivalence principle is introduced and used to evaluate future benefits. Prospective future loss on a contract already in force is investigated. An emphasis lies on the integration of life contingencies into a full risk-theory framework and the use of modern probabilistic and financial methods that are based on financial pricing.
Prerequisite(s): FRE-GY 6051 and matriculation into a graduate program sponsored by the Department of Finance & Risk Engineering, or permission of the Department.
Weekly Lecture Hours: 1.5 | Weekly Lab Hours: 0 | Weekly Recitation Hours: 0
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FRE-GY 6153 Foundations of Financial Technology 3 Credits
Financial Institutions spend billions per year to exploit the latest development in information technology. This course introduces a framework with which to understand and leverage information technology. The technology components covered include telecommunications, groupware, imaging and document processing, artificial intelligence, networks, protocols, risk, and object-oriented analysis and design. The course also covers the entire technological-planning process specifically for financial institutions.
Prerequisite(s): Graduate Standing.
Weekly Lecture Hours: 3 | Weekly Lab Hours: 0 | Weekly Recitation Hours: 0
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FRE-GY 6163 Life Contingencies II 3 Credits
The course investigates annuity and insurance contracts involving two lives. Subsequently, a more realistic model is introduced in which several causes of decrement are possible. An overview of risk-theory application to insurance is given. Also covered are an extension of the individual model to incorporate operational constraints such as acquisitions and administrative expenses, accounting requirements and the effects of contract termination.
Prerequisite(s): FRE-GY 6143 and matriculation into a graduate program sponsored by the Department of Finance & Risk Engineering, or permission of the Department.
Weekly Lecture Hours: 3 | Weekly Lab Hours: 0 | Weekly Recitation Hours: 0
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FRE-GY 6171 Management of Financial Institutions 1.5 Credits
This course focuses on managing institutions from a financial-management perspective. By analyzing the factors that define the dynamics of the rapidly changing financial services industry, the course explores the normative consequences of financial management decision-making to create shareholder value.
Prerequisite(s): FRE-GY 6031 and FRE-GY 6023 and matriculation into a graduate program sponsored by the Department of Finance & Risk Engineering, or permission of the Department.
Weekly Lecture Hours: 1.5 | Weekly Lab Hours: 0 | Weekly Recitation Hours: 0
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FRE-GY 6191 Advanced Topics in Financial Technology 1.5 Credits
This course complements the Foundations of Financial Technology by treating in-depth advanced topics in this rapidly changing field. Students prepare and present case studies applying the concepts covered in class.
Prerequisite(s): FRE-GY 6153 and matriculation into a graduate program sponsored by the Department of Finance & Risk Engineering, or permission of the Department.
Weekly Lecture Hours: 1.5 | Weekly Lab Hours: 0 | Weekly Recitation Hours: 0
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FRE-GY 6211 Financial Market Regulation 1.5 Credits
This course considers the role and forms of regulation in the U.S. financial markets, the role of the Securities and Exchange Commission (SEC), the Commodity Futures Trading Commission (CFTC), the Federal Reserve, the Office of the Controller of the Currency (OCC), and self-regulating organizations (SROs) such as the National Association of Securities Dealers and the National Futures Association. Also examined are the roles of the state insurance commissions and the STATE OR FEDERAL Department of Labor.
Prerequisite(s): FRE-GY 6031 and Graduate Standing.
Weekly Lecture Hours: 1.5 | Weekly Lab Hours: 0 | Weekly Recitation Hours: 0
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FRE-GY 6223 Actuarial Models 3 Credits
Many problems in actuarial science involve building a mathematical model to forecast or predict future insurance losses and revenues. Historical data guide the actuary in selecting the model and in calibrating its unknown parameters. The course introduces discrete and continuous actuarial models such as loss, frequency and severity models and their specific characteristics. It then studies aggregate loss models in which individual risks are pooled into a manageable aggregate risk. Finally, financial tools are used to market price theses losses and allow a securitization of insurance firms’ portfolios.
Prerequisite(s): FRE-GY 6051 Insurance Finance and Actuarial Science, and matriculation into a graduate program sponsored by the Department of Finance & Risk Engineering, or permission of the Department
Weekly Lecture Hours: 3 | Weekly Lab Hours: 0 | Weekly Recitation Hours: 0
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FRE-GY 6231 Stochastic Calculus in Finance 1.5 Credits
This course provides the mathematical foundations of option pricing and credit risk models. The techniques covered include filtrations, arithmetic and geometric Brownian motion, first passage time, the reflection principle, the stochastic Ito integral, Ito differential calculus, change of probability measure, martingales, Stochastic Differential Equations and the connection with Partial Differential Equations. Some financial applications to European options and bonds will be presented.
Prerequisite(s): Matriculation into a graduate program sponsored by the Department of Finance & Risk Engineering, or permission of the Department and FRE-GY 6083
Weekly Lecture Hours: 1.5 | Weekly Lab Hours: 0 | Weekly Recitation Hours: 0
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