Master in Mathematics
- First year: Essential modern mathematical skills. Specialization via optional activities. - Second year: Exclusively specialized courses matching the individual student’s professional project - 60 ECTS can be acquired within the following directions: |
Semestre 1 (Winter 2020-2021)
Semestre 2 (Summer 2020-2021)
Semestre 3 (Winter 2020-2021)
option Financial Mathematics (2020-2021)
CM (hours)![]() | TD (hours)![]() | ECTS![]() | ||
---|---|---|---|---|
TOTAL (mandatory / optional)![]() | 0 / 0 | 0 / 0 | 0 / 0 | |
Advanced Stochastic Modeling and Financial Applications [MAMATH-89] |
Module 3.1 | 30 | 5 | |
American options: Optimal Stopping Theory and numerical methods [MAMATH-75] |
Module 3.1 | 30 | 5 | |
Continuous-Time Stochastic Calculus and Interest Rate Models [MAMATH-90] (optionnel) |
Module 3.1 | 30 | 5 | |
Gaussian processes and applications [MAMATH-93] |
Module 3.1 | 30 | 5 | |
Numerical Methods in Finance [MAMATH-39] |
Module 3.1 | 22 | 5 | |
Data Science [MAMATH-80] (optionnel) |
Module 3.2 | 30 | 5 | |
Numerical solution of partial differential equations and
applications [MAMATH-141] (optionnel) |
Module 3.2 | 30 | 5 | |
Linear Optimization [MAMATH-103] (optionnel) |
Module 3.2 | 30 | 5 | |
Internship in a financial instituation [MAMATH-115] (optionnel) |
Module 3.2 | 1 | 5 | |
Advanced Mathematical Statistics [MAMATH-131] (optionnel) |
Module 3.2 | 30 | 5 | |
Advanced Econometrics [MSFE-41] (optionnel) |
Module 3.2 | 45 | 15 | 6 |
option General Mathematics (Winter 2020-2021)
CM (hours)![]() | TD (hours)![]() | ECTS![]() | ||
---|---|---|---|---|
TOTAL (mandatory / optional)![]() | 0 / 0 | 0 / 0 | 0 / 0 | |
Introduction into Algebraic Geometry [MAMATH-130] (optionnel) |
Module 3.1 | 30 | 5 | |
Riemann Surfaces [MAMATH-129] (optionnel) |
Module 3.1 | 30 | 5 | |
Lie Algebras and Lie Groups [MAMATH-21] (optionnel) |
Module 3.1 | 30 | 5 | |
Combinatorial Geometry [MAMATH-120] (optionnel) |
Module 3.1 | 30 | 5 | |
Numerical solution of partial differential equations and
applications [MAMATH-141] (optionnel) |
Module 3.2 | 30 | 5 | |
Continuous-Time Stochastic Calculus and Interest Rate Models [MAMATH-90] (optionnel) |
Module 3.2 | 30 | 5 | |
Gaussian processes and applications [MAMATH-93] (optionnel) |
Module 3.2 | 30 | 5 | |
Advanced Mathematical Statistics [MAMATH-131] (optionnel) |
Module 3.2 | 30 | 5 | |
Reading course I (optional) [MAMATH-113] (optionnel) |
Module 3.2 | 30 | 5 | |
Reading course II (optional) [MAMATH-105] (optionnel) |
Module 3.2 | 30 | 5 |
option Industrial Mathematics (Winter 2020-2021)
CM (hours)![]() | TD (hours)![]() | ECTS![]() | ||
---|---|---|---|---|
TOTAL (mandatory / optional)![]() | 0 / 0 | 0 / 0 | 0 / 0 | |
Advanced Discretization Methods [MAMATH-99] (optionnel) |
Module 3.1 | 30 | 5 | |
Numerical solution of partial differential equations and
applications [MAMATH-141] (optionnel) |
Module 3.1 | 30 | 5 | |
Data Science [MAMATH-80] (optionnel) |
Module 3.1 | 30 | 5 | |
Linear Optimization [MAMATH-103] (optionnel) |
Module 3.1 | 30 | 5 | |
Advanced Mathematical Statistics [MAMATH-131] (optionnel) |
Module 3.1 | 30 | 5 | |
Advanced Stochastic Modeling and Financial Applications [MAMATH-89] (optionnel) |
Module 3.2 | 30 | 5 | |
American options: Optimal Stopping Theory and numerical methods [MAMATH-75] (optionnel) |
Module 3.2 | 30 | 5 | |
Continuous-Time Stochastic Calculus and Interest Rate Models [MAMATH-90] (optionnel) |
Module 3.2 | 30 | 5 | |
Gaussian processes and applications [MAMATH-93] (optionnel) |
Module 3.2 | 30 | 5 | |
Numerical Methods in Finance [MAMATH-39] (optionnel) |
Module 3.2 | 22 | 5 |
Semestre 4 (Summer 2020-2021)
option Financial Mathematics (2020-2021)
CM (hours)![]() | TD (hours)![]() | ECTS![]() | ||
---|---|---|---|---|
TOTAL (mandatory / optional)![]() | 0 / 0 | 0 / 0 | 0 / 0 | |
Internship in a financial institution [MAMATH-114] |
Module 4.1 | 1 | 5 | |
Stochastic calculus of variations in finance & statistics [MAMATH-108] |
Module 4.1 | 30 | 5 | |
SDE and PDE (Solving PDE by Running a Brownian Motion) [MAMATH-42] |
Module 4.1 | 30 | 5 | |
Master Thesis [MAMATH-7] |
Module 4.2 | 1 | 20 |
option General Mathematics (Summer 2020-2021)
CM (hours)![]() | TD (hours)![]() | ECTS![]() | ||
---|---|---|---|---|
TOTAL (mandatory / optional)![]() | 0 / 0 | 0 / 0 | 0 / 0 | |
Complex geometry [MAMATH-136] |
Module 4.1 | 30 | 5 | |
K3 Surfaces [MAMATH-135] |
Module 4.1 | 30 | 5 | |
SDE and PDE (Solving PDE by Running a Brownian Motion) [MAMATH-42] (optionnel) |
Module 4.1 | 30 | 5 | |
Master Thesis [MAMATH-30] |
Module 4.2 | 20 |
option Industrial Mathematics (Summer 2020-2021)
CM (hours)![]() | TD (hours)![]() | ECTS![]() | ||
---|---|---|---|---|
TOTAL (mandatory / optional)![]() | 0 / 0 | 0 / 0 | 0 / 0 | |
Internship in Industry including a Master Thesis [MAMATH-117] (optionnel) |
Internship in Industry including a Master Thesis | 30 | ||
Reading course I: Statistics [MAMATH-118] (optionnel) |
Reading course I: Statistics | 30 | 1 | |
Reading course II: Probability theory [MAMATH-119] (optionnel) |
Reading course II: Probability theory | 30 | 5 |