INSTITUTE OF APPLIED MATHEMATICS

In addition to at least 21 credit units of course work, seminar, and  research methods and ethic units, the PhD degree candidate must prepare and successfully defend a PhD thesis. Expected duration to complete the PhD Program is 8 semesters; the maximum duration is 12 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 PhD degree candidate expected to follow  one of the following specialized areas:

It is expected that at least 4 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
  • BA5814 Investment Management
  • IAM615 Advanced Stochastic Calculus for Finance
  • Elective Course
  • IAM614 Methods of Computational Finance
  • IAM698 Research Methods and Ethics (0-Credit)**
  • Elective Course
  • Elective Course
Semester III Semester IV
  • IAM600 PhD Thesis (Advisor Appointment)*
  • IAM690 Graduate Seminar (0-Credit)
  • Elective Course
  • IAM600 PhD Thesis Exam (Qualification Exam)
Semester IV Semester V
  • IAM600 PhD Thesis (Thesis Proposal)
  • IAM600 PhD Thesis
Semester VII Semester VIII
  • IAM600 PhD Thesis
  • IAM600 PhD Thesis

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

Semester I Semester II
  • IAM521 Financial Management
  • IAM541 Probability Theory
  • Elective Course (NI)
  • IAM520 Financial Derivatives
  • IAM522 Stochastic Calculus for Finance
  • IAM524 Financial Economics
Semester III Semester IV
  • BA5814 Investment Management
  • IAM615 Advanced Stochastic Calculus for Finance
  • Elective Course
  • IAM614 Methods of Computational Finance
  • IAM698 Research Methods and Ethics (0-Credit)**
  • Elective Course
  • Elective Course
Semester V Semester VI
  • IAM600 PhD Thesis (Advisor Appointment)*
  • IAM690 Graduate Seminar (0-Credit)
  • IAM600 PhD Thesis (Qualification Exam)
Semester VII Semester VIII
  • IAM600 PhD Thesis (Thesis Proposal)
  • IAM600 PhD Thesis
Semester IX Semester X
  • IAM600 PhD Thesis
  • IAM600 PhD 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)

  • ** Exempt if the student takes the course during Master studies.


Last Updated:
21/11/2018 - 14:54