Study year 2

Master's Programme, Mathematics, 120 credits (TMTHM), Programme syllabus for studies starting in autumn 2009

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

Specialisations

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

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

Recommended Appl.code Scope Study period
 1   2   3   4 
DD2354 Algorithms and Complexity 6.0 hp 2.0 4.0
SF2735 Homological Algebra and Algebraic Topology 7.5 hp

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

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

Recommended Appl.code Scope Study period
 1   2   3   4 
SF2974 Portfolio Theory and Risk Management 6.0 hp 6.0
SF2945 Time Series Analysis 6.0 hp 6.0
Optional Appl.code Scope Study period
 1   2   3   4 
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

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

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
Optional Appl.code Scope Study period
 1   2   3   4 
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