General outline

The master’s programme is a two-year programme. The programme is organized in semesters. Each semester contains 20 weeks, and is subdivided in quartiles. The unit of credit is the European Credits (EC). One EC stands for 28 hours of study-load. An academic year is 60 EC. The master’s programme is 120 EC.

Programme

The educational profile of the programme is characterized on the one hand by the four specializations within the programme and by the attention paid to mathematical modelling on the other. The four specializations are engrafted on the corresponding four fields of research of the Department of Applied Mathematics, which can be characterized by the following key words:

Mathematical Physics and Computational Mechanics (MPCM): Mathematical Modelling of Waves, Neurodynamics, Inverse Problems in Seismology, Integrated Optics, Numerical Analysis, Turbulent Flows, Computational Fluid Dynamics. The chairs of this specialization are Applied Analysis and Mathematical Physics (AAMP) and Numerical Analysis and Computational Mechanics (NACM);

2.	Financial Engineering (FE): - being phased out; no more new students -

Pricing and Hedging of Financial Derivatives, Financial Econometrics, Computational Finance, Optimal Asset Allocation, Insurance Mathematics. The chairs of this specialization are Stochastic System and Signal Theory (SST) and Statistics and Probability (SP);

Industrial Engineering and Operations Research (IEOR): Combinatorial Optimisation, Mathematical Programming, Supply Chain Management, Queuing Theory, Telecommunications Networks, Industrial Statistics. The chairs of this specialization are Stochastic Operations Research (SOR), Discrete Mathematics and Mathematical Programming (DMMP) and Statistics and Probability (SP);

Mathematics and Applications of Signals and Systems (MASS): Nonlinear and Robust Control, Hamiltonian Modelling of Open Physical Systems, Hybrid Systems, Distributed- Parameter Systems, Stochastic Filtering and Control. The chairs of this specialization are Stochastic System and Signal Theory (SST) and Mathematical System and Control Theory (MST);

Students choose a chair within a specialization. By including subjects from other chairs of the selected specialization, cohesion is created within the specializations.

During the final phase of the master’s programme, the students act as ‘junior members’ of the chair they have selected. It is during this phase that the students are given the greatest opportunity to demonstrate that they have acquired the qualities outlined in Article 4 of the Teaching and Examination Regulations by the time they complete their studies.