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 courses

Mandatory courses

Course code and name Appl.code Scope P1 P2 P3 P4
AK2036 Theory and Methodology of Science with Applications (Natural and Technological Science) 7.5 hp 7.5

Specialisations

Computational Mathematics (COMP)

Courses (COMP)

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

Recommended courses

Course code and name Appl.code Scope P1 P2 P3 P4
DN2260 The Finite Element Method 6.0 hp 6.0
SF2702 Wavelets 6.0 hp 3.0 3.0
DN2230 Fast Numerical Algorithms for Large-Scale Problems 7.5 hp 7.5
DN2264 Parallel Computations for Large-Scale Problems, Part 1 6.0 hp 3.0 3.0

Optional courses

Course code and name Appl.code Scope P1 P2 P3 P4
DN2258 Introduction to High Performance Computing 7.5 hp
SF2812 Applied Linear Optimization 7.5 hp 7.5
DN2266 Mathematical Models, Analysis and Simulation Part 1 7.5 hp 3.0 4.5

Discrete Mathematics and Theoretical Computer Science (DM)

Courses (DM)

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

Recommended courses

Course code and name Appl.code Scope P1 P2 P3 P4
DD2354 Algorithms and Complexity 6.0 hp 2.0 4.0
SF2706 Algebra 7.5 hp

Mathematics (MAMA)

Courses (MAMA)

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 courses

Course code and name Appl.code Scope P1 P2 P3 P4
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

Mathematical Statistics and Financial Mathematics (MSFI)

Courses (MSFI)

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 courses

Course code and name Appl.code Scope P1 P2 P3 P4
SF2945 Time Series Analysis 6.0 hp
SF2974 Portfolio Theory and Risk Management 6.0 hp

Optional courses

Course code and name Appl.code Scope P1 P2 P3 P4
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

Optimisation and Systems Theory (OS)

Courses (OS)

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

Recommended courses

Course code and name Appl.code Scope P1 P2 P3 P4
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 courses

Course code and name Appl.code Scope P1 P2 P3 P4
SF2945 Time Series Analysis 6.0 hp
SF2974 Portfolio Theory and Risk Management 6.0 hp