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Master in Mathematics (académique)

The number at the end of every module line in the ECTS column corresponds to the minimum number of ECTS required for each module. Chosen optional courses must meet this minimum number of ECTS.

Contact the Master in Mathematics for further information.

Semestre 1 (Winter 2018-2019)

CM (hours)TD (hours)ECTS
TOTAL (mandatory / optional) 0 / 0 0 / 0 0 / 0
Commutative Algebra
[MAMATH-1]
Module 1.130 15 5
Differential Geometry
[MAMATH-2]
Module 1.145 5
Student Project
[MAMATH-109]
Module 1.1 2
Partial Differential Equations I
[MAMATH-3]
Module 1.245 5
Probability (Martingale Theory)
[MAMATH-4]
Module 1.245 5
Algorithmic Number Theory
[MAMATH-104]
  (optionnel)
Module 1.330 4
Basics of Discrete Mathematics
[MAMATH-6]
  (optionnel)
Module 1.330 4
Discrete and Polyhedral Geometry
[MAMATH-84]
  (optionnel)
Module 1.330 4
Introduction to Programming
[MAMATH-100]
  (optionnel)
Module 1.330 4
Probabilistic Models in Finance
[MAMATH-9]
  (optionnel)
Module 1.330 4

Semestre 2 (Summer 2018-2019)

CM (hours)TD (hours)ECTS
TOTAL (mandatory / optional) 0 / 0 0 / 0 0 / 0
Homological Algebra
[MAMATH-50]
Module 2.145 5
Partial Differential Equations II
[MAMATH-22]
Module 2.141 4 5
Student Seminar
[MAMATH-32]
Module 2.1 60 2
Complex Geometry
[MAMATH-20]
Module 2.245 5
Probability (Stochastic Analysis)
[MAMATH-23]
Module 2.245 5
Algebraic Number Theory
[MAMATH-24]
  (optionnel)
Module 2.330 4
Introduction to Continuous Time Models in Mathematical Finance
[MAMATH-26]
  (optionnel)
Module 2.330 4
Introduction to Graph Theory
[MAMATH-27]
  (optionnel)
Module 2.330 4
Software Technologies
[MAMATH-94]
  (optionnel)
Module 2.330 4

Semestre 3 (Winter 2018-2019)

option Financial Mathematics (2018-2019)

CM (hours)TD (hours)ECTS
TOTAL (mandatory / optional) 0 / 0 0 / 0 0 / 0
Advanced Stochastic Modeling and Financial Applications
[MAMATH-89]
Module 3.130 5
American options: Optimal Stopping Theory and numerical methods
[MAMATH-75]
Module 3.130 5
Continuous-Time Stochastic Calculus and Interest Rate Models
[MAMATH-90]
Module 3.130 5
Gaussian processes and applications
[MAMATH-93]
Module 3.130 5
Numerical Methods in Finance
[MAMATH-39]
Module 3.130 5
Advanced Econometrics
[MSFE-41]
  (optionnel)
Module 3.245 15 6
Data Science
[MAMATH-80]
  (optionnel)
Module 3.230 5
Finite Element Method
[MAMATH-81]
  (optionnel)
Module 3.2 30 5
Linear Optimization
[MAMATH-103]
  (optionnel)
Module 3.230 5

option General Mathematics (Winter 2018-2019)

CM (hours)TD (hours)ECTS
TOTAL (mandatory / optional) 0 / 0 0 / 0 0 / 0
Algebraic Geometry and Number Theory
[MAMATH-97]
Module 3.130 5
Geometric Methods in Mathematical Physics
[MAMATH-98]
Module 3.130 5
Lie Algebras and Lie Groups
[MAMATH-21]
Module 3.130 5
Riemann Surfaces
[MAMATH-44]
Module 3.130 5
Finite Element Method
[MAMATH-81]
  (optionnel)
Module 3.2 30 5
Continuous-Time Stochastic Calculus and Interest Rate Models
[MAMATH-90]
  (optionnel)
Module 3.230 5
Gaussian processes and applications
[MAMATH-93]
  (optionnel)
Module 3.230 5
Reading course I
[MAMATH-105]
  (optionnel)
Module 3.230 5
Reading course II
[MAMATH-113]
  (optionnel)
Module 3.230 5

option Industrial Mathematics (Winter 2018-2019)

CM (hours)TD (hours)ECTS
TOTAL (mandatory / optional) 0 / 0 0 / 0 0 / 0
Advanced Discretization Methods
[MAMATH-99]
Module 3.130 5
Data Science
[MAMATH-80]
Module 3.130 5
Finite Element Method
[MAMATH-81]
Module 3.1 30 5
Linear Optimization
[MAMATH-103]
Module 3.130 5
Advanced Stochastic Modeling and Financial Applications
[MAMATH-89]
  (optionnel)
Module 3.230 5
American options: Optimal Stopping Theory and numerical methods
[MAMATH-75]
  (optionnel)
Module 3.230 5
Continuous-Time Stochastic Calculus and Interest Rate Models
[MAMATH-90]
  (optionnel)
Module 3.230 5
Gaussian processes and applications
[MAMATH-93]
  (optionnel)
Module 3.230 5
Numerical Methods in Finance
[MAMATH-39]
  (optionnel)
Module 3.230 5

Semestre 4 (Summer 2018-2019)

option Financial Mathematics (2018-2019)

CM (hours)TD (hours)ECTS
TOTAL (mandatory / optional) 0 / 0 0 / 0 0 / 0
Stochastic calculus of variations in finance & statistics
[MAMATH-108]
Module 4.130 5
SDE and PDE (Solving PDE by Running a Brownian Motion)
[MAMATH-42]
Module 4.130 5

option General Mathematics (Summer 2018-2019)

CM (hours)TD (hours)ECTS
TOTAL (mandatory / optional) 0 / 0 0 / 0 0 / 0
Infinite-dimensional Lie Algebras
[MAMATH-58]
  (optionnel)
Module 4.148 5
Abelian Varieties
[MAMATH-107]
  (optionnel)
Module 4.130 5
SDE and PDE (Solving PDE by Running a Brownian Motion)
[MAMATH-42]
  (optionnel)
Module 4.130 5