Study year 2

Master's Programme, Mathematics, 120 credits (TMTHM), Programme syllabus for studies starting in autumn 2008

The following courses are part of study year two.

The course application codes and study periods are valid for the academic year 2009/2010. For other academic years, different application codes and study periods may apply.

General

Specialisations

For information about more courses at advanced level see http://www.math.kth.se/master/spec/eng-compmat.html#spec

For information about more courses at advanced level see http://www.math.kth.se/master/spec/eng-discmat.html#spec

Recommended Appl.code Scope Study period
 1   2   3   4 
DD2354 Algorithms and Complexity 6.0 hp 2.0 4.0
SF2706 Algebra 7.5 hp

For information about more courses at advanced level see

http://www.math.kth.se/math/avkurs09/

http://www.math.kth.se/master/spec/eng-math.html#spec

Recommended Appl.code Scope Study period
 1   2   3   4 
SF2704 Topics in Mathematics I 7.5 hp 3.8 3.7
SF2709 Integration Theory 7.5 hp 3.8 3.7
SF2706 Algebra 7.5 hp
SF2720 Chaotic Dynamical Systems 7.5 hp
SF2721 Topology 7.5 hp
SF2722 Differential Geometry 7.5 hp

For information about more courses at advanced level see

http://www.math.kth.se/matstat/finance/financecourses.htm

http://www.math.kth.se/master/spec/eng-matstat.html#spec

Recommended Appl.code Scope Study period
 1   2   3   4 
SF2945 Time Series Analysis 6.0 hp
SF2974 Portfolio Theory and Risk Management 6.0 hp
Optional Appl.code Scope Study period
 1   2   3   4 
SF2960 Statistical Theory 6.0 hp
SF2970 Martingales and Stochastic Integrals 6.0 hp
SF2976 Portfolio Theory, Advanced Course 7.5 hp
SF2980 Risk Management 7.5 hp
SF2975 Financial Derivatives 7.5 hp 3.7 3.8

For information about more courses at advanced level see http://www.math.kth.se/master/spec/eng-optsyst.html#spec

Recommended Appl.code Scope Study period
 1   2   3   4 
SF2812 Applied Linear Optimization 7.5 hp 7.5
SF2832 Mathematical Systems Theory 7.5 hp 7.5
SF2822 Applied Nonlinear Optimization 7.5 hp 7.5
SF2842 Geometric Control Theory 7.5 hp 7.5
Optional Appl.code Scope Study period
 1   2   3   4 
SF2945 Time Series Analysis 6.0 hp
SF2974 Portfolio Theory and Risk Management 6.0 hp