Engineering & Natural Sciences​

Master's

Financial Mathematics

Degree

Master of Science in Mathematics

Program length

1.5 years

ECTS

90

Pre-requsites

BSc in Mathematics

Program description

MSc in Financial Mathematics is an online full-time, three-semester, 90 academic credit program intended to postgraduate students wishing to gain important skills in applied financial mathematics, modeling, and data analysis. The program can be considered terminal for postgraduates planning to start their professional career right away. It is also suitable for those planning to pursue a PhD in applied mathematics. Program provides the students with the state of the art of modern methods in statistical modeling and data mining, machine learning, numerical methods, stochastic analysis, risk management on financial markets, and partial differential equations.

The program aims to enable graduates and professionals with 

  • A strong mathematical background to analyze real financial situations
  • Financial analytic expertise necessary to apply computational methods to risk management
  • Computer Science skills to develop and program data driven models using statistical and computational analysis tools and interpret the findings
  • Skills necessary to carry out independent research as a quantitative analyst

Learning outcomes

  • Demonstrating mastery of global concepts of theory and practice in modern financial mathematics
  • Demonstrate strong mathematical background to analyze real financial situations
  • Demonstrate advanced financial analytic expertise necessary to apply computational methods to risk management
  • Conducting independent inquiry and develop a creative work as a quantitative analyst, evidenced by a Master’s thesis and research publications
  • Demonstrating abilities in the critical analysis and quantitative reasoning of global problems arising in Mathematics
  • Demonstrating advanced computer science skills to develop and program data driven models using statistical and computational analysis tools and interpret the findings
  • Communicating mathematical ideas to a mathematics audience both in writing and presentation form.

Compulsory & elective modules (courses)

Compulsory courses

  • Advanced probability and statistics
  • Fundamentals of Finance
  • Economic theory for CFA
  • Quantitative finance
  • Financial markets and securities
  • Applied mathematical programming
  • Partial differential equations and its applications
  • Methods of mathematical modeling and computational technology
  • Master’s scientific research work
  • Psychology of Management
  • Foreign language (professional)
  • Experimental Research Work of Master Student
  • Registration and defense of master’s degree dissertation

 

Elective courses

  • Data Сollection, Wrangling, Analysis and Visualization
  • Fixed assets
  • Financial reporting
  • Neural networks
  • Machine Learning

Employability

Our graduates can be recruited in corporate sectors, financial institutions, insurance companies, investment banks, energy sectors and so on. They can be good candidates for PhD studies in Applied Mathematics.

Language of instruction

English

Program coordinator

Dr. Shirali Kadyrov
shirali.kadyrov@sdu.edu.kz

APPLY NOW

APPLY NOW

APPLY NOW

Spelling error report

The following text will be sent to our editors: