MSc with Thesis in Financial Mathematics | INSTITUTE OF APPLIED MATHEMATICS

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In addition to at least 21 credit units of course work, seminar, and research methods and ethic units, the MSc degree candidate must prepare and successfully defend a MSc thesis. Expected duration to complete the MSc with Thesis Program is 4 semesters; the maximum duration is 6 semesters. However, students should complete course work including non-credit courses in 4 semesters. Advisor appointment has to be made at the 2nd semester. Recommended curriculum is as follows:


Semester I	Semester II
Elective Course (IAM 541) Elective Course (IAM 521) Elective Course	IAM500 MSc Thesis (Advisor Appointment) IAM520 Financial Derivatives IAM522 Stochastic Calculus for Finance *() IAM524** Financial Economics
Semester III	Semester IV
IAM500 MSc Thesis IAM590 Graduate Seminar (0-Credit) Elective Course	IAM500 MSc Thesis IAM698 Research Methods and Ethics

(*) IAM 541 Probability Theory is prerequisite course for IAM 522 (by January 2023).

For students who are required to take Scientific Preparation program (SP), the recommended curriculum is as follows:


Scientific Preparation I	Scientific Preparation II
Mathematics Graduates IAM530 Elements of Probability and Statistics Social Science Graduates IAM530 Elements of Probability and Statistics Economics and Other Department Graduates IAM591 Programming Techniques in Applied Mathematics I Elective Course (IAM 521) *(NI) Elective Course (NI)*	Mathematics Graduates The scientific preparation program is only one semester. The students can start their semester here. Social Science Graduates IAM527 Advanced Calculus and Integration Economics and Other Department Graduates IAM527 Advanced Calculus and Integration IAM520 Financial Derivatives *(NI) IAM524 Financial Economics (NI)*
Semester	Semester
Elective Course (IAM 541) IAM590 Graduate Seminar (0-Credit) Elective Course	IAM500 MSc Thesis (Advisor Appointment) IAM522 Stochastic Calculus for Finance () IAM698** Research Methods and Ethics
Semester	Semester
IAM500 MSc Thesis	IAM 500: MSc Thesis

NI*: Students may take these courses during scientific preparation program in Not Included status.
(**) IAM 541 Probability Theory is prerequisite course for IAM 522 (by January 2023).
To pass scientific preparation programme successfully students should get at least CB grade in all SP courses. To see more details of the rules and regulations follow this link.
Please, visit the webpage for recommended elective courses.

Last Updated:

24/02/2023 - 15:15