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13- Applied mathematics and actuarial science (13-AMA)

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STUDY PROGRAM: 13- Applied mathematics and actuarial science (13-AMA)

Duration: 1 year

ECTS points: 60 ECTS

Degree: Master of Sciences of applied mathematics and actuarial science

The second cycle of studies in Applied Mathematics and Actuarial Science its educational content, forms and methods of teaching will enable acquisition of fundamental knowledge, abilities and skills in the field of applied mathematics and actuarial science. With knowledge gained from successfully completed second cycle the students will be able to work in research and development departments of the companies in technical industries, banks and insurance companies.

After finishing the second cycle of studies, the students can make consulting in this companies, can give and implement innovative solutions in the technological process, which would reduce the risk of operation and will increase the company's revenue.

This program creates staff who all of these sectors recognize as fundamentally important for their successful development. The master of Applied Mathematics and Actuarial Science can contribute to the research and teaching work of universities, scientific institutes, research centers and others, and successfully continue the study of the third cycle.

Mandatory courses

Code

Title

ECTS

No of classes per week

Total necessary time (hour)

Elective courses group 1

6

3+0+0+3

180

If first course of group 1 is chosen

Elective courses group 2

6

3+0+0+3

180

Elective courses group 2

6

3+0+0+3

180

Elective courses group 2

6

3+0+0+3

180

Elective courses group 2

6

3+0+0+3

180

If second course of group 1 is chosen

Elective courses group 3

6

3+0+0+3

180

Elective courses group 3

6

3+0+0+3

180

Elective courses group 3

6

3+0+0+3

180

Elective courses group 3

6

3+0+0+3

180

Total

30

15+0+0+15

900

Elective courses

Code

Title

ECTS

No of classes per week

Total necessary time (hour)

Elective courses group 1

ФЕИТ08021

Selected parts of analysis

6

3+0+0+3

180

ФЕИТ08027

Stochastic Processes

6

3+0+0+3

180

Elective courses group 2

ФЕИТ08037

Numerical methods

6

3+0+0+3

180

ФЕИТ08007

Integral transforms and their application in electrical engineering

6

3+0+0+3

180

ФЕИТ08001

Wavelet methods

6

3+0+0+3

180

ФЕИТ08014

Modeling with differential equations

6

3+0+0+3

180

ФЕИТ08029

Stochastic differential equations in engineering

6

3+0+0+3

180

ФЕИТ08006

Dynamical systems

6

3+0+0+3

180

ФЕИТ08004

Geometric modeling

6

3+0+0+3

180

ФЕИТ08019

Fractals and Fractal Geometry

6

3+0+0+3

180

ФЕИТ08012

Applied Matrix Analisys in electrical engineering

6

3+0+0+3

180

ФЕИТ08009

Linear Operators and spectrum

6

3+0+0+3

180

ФЕИТ08018

Numerical Linear Algebra in Electrical Engineering

6

3+0+0+3

180

ФЕИТ08005

Applied Graph Theory in engeneering

6

3+0+0+3

180

ФЕИТ08030

Graph Theory

6

3+0+0+3

180

Elective courses group 3

ФЕИТ08002

Probability and Statistics

6

3+0+0+3

180

ФЕИТ08035

Financial and Actuarial Mathematics

6

3+0+0+3

180

ФЕИТ08015

Modelling with Stochastic Processes

6

3+0+0+3

180

ФЕИТ08036

Financial modeling

6

3+0+0+3

180

ФЕИТ00028

Risk Management and Insurance

6

3+0+0+3

180

ФЕИТ08026

Monte Carlo Simulations

6

3+0+0+3

180

ФЕИТ00006

Econometrics

6

3+0+0+3

180

ФЕИТ08020

Numerical methods in actuarial science and finances

6

3+0+0+3

180

ФЕИТ08023

Partial differential equations with application in engineering and finance

6

3+0+0+3

180

ФЕИТ08028

Statistical Data Analysis with R

6

3+0+0+3

180

Mandatory courses

Code

Title

ECTS

No of classes per week

Total necessary time (hour)

Master thesys

20

0+0+0+20

600

 

 

 

Elective courses

Research project in the field of interest

6

0+0+0+6

180

Elective course from the UKIM list of available courses

4

2+0+0+2

120

Total

30

2+0+0+28

900