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Undergraduates
Postgraduate education
Bachelor Program

Master Program


Russian Version

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

 

2

 

3

 

4

 

Disciplines

H

 

H

 

H

 

H

 

Federal component

 

 

 

 

 

 

 

 

Continuous mathematical models

 

 

 

 

2

exam

 

 

Discrete and probabilistic models in operations research

 

 

2

exam

 

 

 

 

Optimization and numerical methods

2

exam

 

 

 

 

 

 

Object-oriented languages and systems of programming

2

exam

 

 

 

 

 

 

Modern operating systems

 

 

2

exam

 

 

 

 

Network technologies

 

 

 

 

2

exam

 

 

History and methodology of applied mathematics and informatics

 

 

 

 

2

test

 

 

Foreign language

4

test

4

exam

 

 

 

 

National-regional ( institute ) component

 

 

 

 

 

 

 

 

Modern philosophy and methodology of science

2

test

2

exam

 

 

 

 

Game theory and operations research

 

 

 

 

2

exam

 

 

Optional course

 

 

 

 

2

exam

 

 

Special disciplines

 

 

 

 

 

 

 

 

Econometric theory

2

exam

 

 

 

 

 

 

Econometric applications

 

 

 

 

 

 

2

exam

Non-cooperative games in economics

 

 

4

exam

 

 

 

 

Macroeconomic analysis

2

exam

2

exam

 

 

 

 

Mathematical models of imperfect competition and tax optimization

 

 

2

test

 

 

 

 

Actuarial math I

2

test

 

 

 

 

 

 

The theory of interest

 

 

 

 

2

test

 

 

Risk theory

 

 

 

 

2

exam

 

 

Optimization theory

 

 

2

exam

 

 

 

 

Practical work in econometrics

2

test

 

 

 

 

 

 

Practical work in econometric applications

 

 

 

 

 

 

2

test

Numerical optimization

 

 

 

 

2

test

 

 

Optional course

 

 

 

 

2

exam

 

 

Optional courses

 

 

 

 

 

 

 

 

The econometric modeling of time series

 

 

 

 

2

exam

 

 

Mathematical Methods of Econ Analysis II

 

 

 

 

2

exam

 

 

Actuarial math II

 

 

 

 

2

exam

 

 

Option Pricing and Derivative Security Models

 

 

 

 

2

exam

 

 

Optimization III

 

 

 

 

2

exam

 

 

Expert systems

 

 

 

 

2

exam

 

 

Research Work

 

 

 

 

 

 

 

 

Research Essay

 

 

 

mark

 

 

 

 

Research Seminar

2

test

2

test

2

test

2

test

Master Thesis

 

 

 

 

 

 

 

mark

Master Exam

 

 

 

 

 

 

 

mark

 

 

 

 

 

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Кафедра Исследования Операций