Faculty of Computational Mathematics and Cybernetics
The Department of Operations Research
Master program: 510250 Applied Mathematics and Informatics
Specialization: Decision Engineering in Economics and Finance
This program aims to prepare high-qualified professionals for the commercial and government organizations in economics and finance, including:
• specialists in actuarial calculations and risk management for insurance companies and pension funds
• experts in financial analysis and investment decisions
• managers of economic projects
• researchers specialized in mathematical models and methods of economic regulations
Graduates, awarded an MSc Degree:
• possess a profound knowledge in the field of e со nometrics, risk theory, actuarial and financial mathematics, the theory of games, operations research, economic regulation on micro and macro levels
• are able to create theorical models of economic interactions and processes
• can use modern computer technologies in order to construct models and solve optimization problems
• are skillful in calculation of insurance premiums, risks and reserves
as well as in analysis of financial flows and investment decision making
Education on this program lasts 2 years.
Curriculum:
Semester |
1 |
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2 |
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3 |
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4 |
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Disciplines |
H |
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H |
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H |
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H |
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Federal component |
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Continuous mathematical models |
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2 |
exam |
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Discrete and probabilistic models in operations research |
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2 |
exam |
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Optimization and numerical methods |
2 |
exam |
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Object-oriented languages and systems of programming |
2 |
exam |
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Modern operating systems |
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2 |
exam |
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Network technologies |
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2 |
exam |
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History and methodology of applied mathematics and informatics |
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2 |
test |
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Foreign language |
4 |
test |
4 |
exam |
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National-regional ( institute ) component |
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Modern philosophy and methodology of science |
2 |
test |
2 |
exam |
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2 |
exam |
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Optional course |
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2 |
exam |
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Special disciplines |
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2 |
exam |
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Econometric applications |
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2 |
exam |
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4 |
exam |
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2 |
exam |
2 |
exam |
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Mathematical models of imperfect competition and tax optimization |
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2 |
test |
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2 |
test |
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2 |
test |
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2 |
exam |
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2 |
exam |
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Practical work in econometrics |
2 |
test |
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Practical work in econometric applications |
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2 |
test |
Numerical optimization |
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2 |
test |
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Optional course |
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2 |
exam |
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Optional courses |
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2 |
exam |
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Mathematical Methods of Econ Analysis II |
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2 |
exam |
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2 |
exam |
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Option Pricing and Derivative Security Models |
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2 |
exam |
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2 |
exam |
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Expert systems |
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2 |
exam |
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Research Work |
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Research Essay |
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mark |
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Research Seminar |
2 |
test |
2 |
test |
2 |
test |
2 |
test |
Master Thesis |
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mark |
Master Exam |
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mark |