Course listings 2011-2012

Course listing Applied Mathematics by code

		Quartile
Code	Course	1	2	3	4	EC	Chair
191506302	Applied functional analysis¹	23, 36¹				6	AAMP¹
191509103	Advanced modelling in science (2010)			2N		6	AAMP
191511151	Numerical linear algebra	2N				8	NACM
191511430	Seminar mathematical physics	X	X	X	X	5	AAMP
191515101	Introduction to risk theory			X		5	SP
191515201	Mathematical finance		X			5	SST
191515301	Continuous time finance	X				5	SST
191515401	Computational methods in finance	X				5	SST
191515501	Life insurance				X	5	SP
191515603	Introduction to investment theory	X				5	SST
191515900	Interest rate and credit derivatives		X			5	SST
191520751	Graph theory		X			5	DMMP
191521800	Game theory	X				5	DMMP, SOR
191531350	Statistical techniques	X				5	SP
191531400	Applied statistics			2N		6	SP
191531450	Linear statistical models				X	5	SP
191531550	Nonparametric statistical methods	X				5	SP
191531650	CS Statistics and Probability			X		5	SP
191531701	Introduction to stochastic processes	2N				4	SOR
191531750	Stochastic processes¹	23, 36¹				6	SOR¹
191531870	Queueing theory			2N		6	SOR
191531920	Markov decision theory and algorithmic methods		X			5	SOR
191531940	Network of queues				X	5	SOR
191531960	CS stochastic operations research				X	5	SOR
191536101	Mathematical theory of probability and statistics	X				6	SP
191550105	Theory of PDE		X			5	AAMP
191551091	Mathematical theory of finite element methods				X	6	NACM
191551150	Numerical techniques for partial differential equations		X			5	NACM
191551161	Applied finite element methods for partial differential equations			2N		6	NACM
191551200	Scientific computing¹			23, 36¹		6	NACM¹
191560371	Applied analytical methods				X	5	AAMP
191560430	Nonlinear dynamics			X		5	AAMP
191560671	Robust control			X		5	MSCT
191561560	Systems and control	2N				6	MSCT
191561620	Optimal control			X		5	MSCT
191561680	Nonlinear control	-	-	-	-	5	MSCT
191561750	Infinite dimensional linear systems	-	-	-	-	6	SST
191561770	Nonlinear system theory			2N		6	MSCT
191570300	Structured products				X	5	SST
191570350	Financial econometrics			X		5	SP
191570401	Measure and probability¹	36¹				6	SP¹
191571080	Random signals and systems			X		5	SST
191571090	Time series analysis	X				5	SST
191571160	Stochastic filtering and control				X	5	SST
191571200	Hybrid dynamical systems				X	5	MSCT
191571501	Stochastic differential equations			2N		6	SST
191580800	Scheduling			2N		6	DMMP
191581100	Discrete optimization	2N, 36¹				6	DMMP¹
191581200	Continuous optimization	2N, 36¹				6	DMMP¹
191581420	Optimization modelling			X		5	DMMP
191581500	CS discrete mathematics and mathematical programming			X		5	DMMP

¹ A subject cannot be chosen both as a common subject as well as a chair subject

23	choice of 2 out of 3 (3TU core programme)
36	choice of 3 out of 6 (Common subjects)
2N	choice of 2 from the national courses (to be found at http://www.mastermath.nl )
AAMP	Applied Analysis and Mathematical Physics
DMMP	Discrete Mathematics and Mathematical Programming
MSCT	Mathematical System and Control Theory
NACM	Numerical Analysis and Computational Mechanics
SOR	Stochastic Operations Research
SP	Statistics and Probability
SST	Stochastic System and Signal Theory