INSTITUTE OF APPLIED MATHEMATICS

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 3rd semester. Each MSc degree candidate is recommended to follow one of the following specialized areas:

It is expected that at least 2 of elective courses should be taken from followed specialized area. The list of elective courses is not limited to the list given, and the list is expanded on a continuing basis; courses outside the list can be accepted as electives subject to approval by the student's adviser.

Semester I Semester II
  • IAM541 Probability Theory
  • Elective Course (IAM 521)
  • Elective Course (IAM 530)
  • IAM520 Financial Derivatives
  • IAM522 Stochastic Calculus for Finance
  • IAM524 Financial Economics
  • IAM698 Research Methods and Ethics (0-Credit)
Semester III Semester IV
  • IAM500 MSc Thesis (Advisor Appointment)*
  • IAM590 Graduate Seminar (0-Credit)
  • Elective Course
  • IAM500 MSc Thesis

For students who take scientific preparation program (SP) in Mathematics, we suggest the following curriculum: 

Semester I Semester II
  • IAM527 Advanced Calculus and Integration
  • Elective Course (NI) (IAM 521)
  • Elective Course (NI) (IAM 530)
  • MATH260 Linear Algebra
  • IAM520 Financial Derivatives (NI)
  • IAM524 Financial Economics  (NI)
Semester III Semester IV
  • IAM541 Probability Theory
  • IAM590 Graduate Seminar (0-Credit)
  • Elective Course
  • IAM522 Stochastic Calculus for Finance
  • IAM698 Research Methods and Ethics (0-Credit)
Semester V Semester VI
  • IAM500 MSc Thesis (Advisor Appointment)*
  • IAM 500: MSc Thesis

  • Advisor appointment has to be made at the third semester (after successful completion of scientific preparation when required).
  •   NI: Not Included (During SP, student should take Program courses in NI status)


Last Updated:
21/11/2018 - 14:00