Applied Mathematics (Numerical Analysis)

 (Master’s Degree Program)

Total credits: 32

Course Name

No. of credits

Course type

Semester 1

Advanced Numerical Analysis

4

Obligatory

Real Analysis

4

Obligatory

Numerical Solution of Ordinary Differential Equations

3

Elective

Sum of credits

11

Semester 2

Numerical Methods in Linear Algebra

3

Elective

Numerical Solution of Stochastic Differential Equations

3

Elective

Markov Methods in Financial Markets

3

Elective

Sum of credits

9

Semester 3

Advanced Operations Research 1

4

Obligatory

Seminar

2

Obligatory

Sum of credits

6

Semester 4

Thesis

6

Obligatory