The technology we use in today's society is to an ever-increasing extent based on mathematical models and calculations.
This programme will suit anyone who is interested in mathematics and wants to apply his or her skills to problem-solving and for creating new mathematical models. It also gives you the possibility to start an academic career.
There are three specializations (all end with a master thesis work).
Mathematical Statistics and Financial Mathematics: You study courses in mathematics but you also train stochastic thinking and statistic skills. It contains courses in e.g. probability theory, stochastic analysis, insurance mathematics and financial modelling.
We also have an agreement with the University of Insubria in Como in Italy, where a corresponding programme is offered. This means that you have a large selection of courses to choose from. You also have the possibility to, without any study fees, study one or two semesters in Como in order to be conferred a so-called double degree i.e., a degree from two different universities, which may be an advantage if you are considering an international career.
General entry requirements for second-cycle studies and specific entry requirements:
- Bachelor Degree in Mathematics, Physics, Electronics, Computer Science, Economics or the equivalent, including 60 credits in Mathematics.
- English B/6 or the equivalent.
Alternative selection: The selection of students who have applied is based on academic excellence and individual assessment.
Click here for the programme syllabus.
Students will find work at companies needing knowledge of advanced mathematical modelling, for example within image processing, noise processing, information security, electric power, vehicle production, and construction. The specialization in Mathematical Statistics is especially interesting for banks and insurance companies. The programme also prepares for Ph.D. studies.
Master's degree in mathematics with a specialization in Mathematical Statistics and Financial Mathematics.
Program taught in: