The following courses are part of study year two.

The course application codes and study periods are valid for the academic year 2010/2011. 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.kth.se/sci/institutioner/math/utb/master/2.23165

Recommended courses

Course code and name Appl.code Scope P1 P2 P3 P4
DN2260 The Finite Element Method 6.0 hp 6.0
DN2266 Mathematical Models, Analysis and Simulation Part 1 7.5 hp 3.7 3.8
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
SF2702 Wavelets 6.0 hp

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
DN2280 Computational Methods from Micro to Macro Scales 7.5 hp 3.7 3.8
DN2275 Advanced Computation in Fluid Mechanics 7.5 hp 7.5
DN2265 Parallel Computations for Large-Scale Problems, Part 2 3.0 hp 3.0

Discrete Mathematics and Theoretical Computer Science (DM)

Courses (DM)

For information about more courses at advanced level see http://www.kth.se/sci/institutioner/math/utb/master/2.23165

Recommended courses

Course code and name Appl.code Scope P1 P2 P3 P4
DD2354 Algorithms and Complexity 6.0 hp 2.0 4.0
SF2735 Homological Algebra and Algebraic Topology 7.5 hp

Mathematics (MAMA)

Courses (MAMA)

For information about more courses at advanced level see  http://www.kth.se/sci/institutioner/math/utb/master/2.23165

Recommended courses

Course code and name Appl.code Scope P1 P2 P3 P4
SF2709 Integration Theory 7.5 hp
SF2720 Chaotic Dynamical Systems 7.5 hp
SF2721 Topology 7.5 hp 3.5 4.0
SF2704 Topics in Mathematics I 7.5 hp
SF2722 Differential Geometry 7.5 hp
SF2731 Elementary Algebraic Geometry 7.5 hp
SF2732 Galois Theory 7.5 hp
SF2734 Analytic Functions II 7.5 hp
SF2735 Homological Algebra and Algebraic Topology 7.5 hp

Mathematical Statistics and Financial Mathematics (MSFI)

Courses (MSFI)

For information about more courses at advanced level see http://www.kth.se/sci/institutioner/math/utb/master/2.23165

Recommended courses

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

Optional courses

Course code and name Appl.code Scope P1 P2 P3 P4
SF2970 Martingales and Stochastic Integrals 6.0 hp 6.0
SF2976 Portfolio Theory, Advanced Course 7.5 hp 7.5
SF2980 Risk Management 7.5 hp 7.5
SF2975 Financial Derivatives 7.5 hp 3.7 3.8
SF2960 Statistical Theory 6.0 hp

Optimisation and Systems Theory (OS)

Courses (OS)

For information about more courses at advanced level see http://www.kth.se/sci/institutioner/math/utb/master/2.23165

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

Optional courses

Course code and name Appl.code Scope P1 P2 P3 P4
SF2970 Martingales and Stochastic Integrals 6.0 hp 6.0
SF2974 Portfolio Theory and Risk Management 6.0 hp 6.0
SF2945 Time Series Analysis 6.0 hp 6.0