MATHEMATICAL SCIENCES - Applied Mathematics - Master | EPFL

Master curriculum
http://master.epfl.ch/maths
contact: jean-marie.helbling@epfl.ch
SCHOOL OF BASIC SCIENCES
MATHEMATICAL SCIENCES - Applied Mathematics
Total of the Master: 120 ECTS
Core of Master 60 ECTS
2 semesters of optional courses
and projects.
Applied mathematics (operations
research, applied probability and
stochastic processes, statistics,
numerical analysis, scientific
computing).
Engineer’s internship 30 ECTS
4-6 months, to be done before the
Master’s thesis
Master’s thesis
30 ECTS
to be done in the field of applied
mathematics, at EPFL or partner
university
Optional courses: 36 ECTS – Projects: 24 ECTS
PROJECTS (24 ECTS) Faculty Credits Language
Project in mathematics III various 9 EN or FR
Project in mathematics IV various 9 EN or FR
Projects in human and social sciences various 6 EN or FR
OPTIONAL COURSES (36 ECTS)
Min 24 ECTS out of the following list:
An introduction to coding theory A. Shokrollahi 4 EN
Applied stochastic processes T. Mountford 4 EN
Advanced scientific computing M. Picasso 4 EN
Biostatistics S. Morgenthaler 4 EN
Calcul stochastique R. Dalang 4 FR
Combinatorial optimization F. Eisenbrand 4 EN
Équations différentielles non linéaires P. Metzener 4 FR
Geometrical mechanics T. Ratiu 4 EN
Introduction to combinatorics J. Pach 4 EN
Mathematical modeling of behavior M. Bierlaire 4 EN
Mathematical modelling of DNA J. Maddocks 4 EN
Mathématiques financières S. Scotti 4 FR
Modèles linéaires et plans d’expériences J.-M. Helbling 4 FR
Monte-Carlo methods A. Davison 4 EN
Numerical approximation of partial differential equations M. Discacciati 4 EN
Numerical integration of dynamical systems A. Abdulle 4 EN
Partial differential equations J. Krieger 4 EN
Quantitative risk management V. Chavez 4 EN
Scientific computing applied to linear algebra P. Caussignac 4 EN
Statistical theory V. Panaretos 4 EN
Statistics for genomic data analysis D. Goldstein 4 EN
Time series A. Davison 4 EN
4 to 8 ECTS out of the following list:
Biomedical signal processing J.-M. Vesin 6 EN
Informattion theory and coding R. Urbanke 7 EN
Neural networks and biological modeling W. Gerstner 4 EN
Relativity and cosmology I M. Chapochnikov 4 EN
Relativity and cosmology II M. Chapochnikov 4 EN
Signal processing for communications R. Urbanke 6 EN
Statistical signal processing and applications A. Ridolfi / TBA 5 EN
Choice of courses in HEC (University of Lausanne) various FR or EN
Document subject to changes at any time. Please refer to the official study plans and rules published by the Registrar’s Office (see http://sac.epfl.ch )
©EPFL / 01.2010

Master curriculum
http://master.epfl.ch/maths
contact: jean-marie.helbling@epfl.ch
SCHOOL OF BASIC SCIENCES
MATHEMATICAL SCIENCES - Statistics and Finance
Total of the Master: 120 ECTS
Core of Master 60 ECTS
2 semesters of optional courses &
projects
Statistics and Finance: mathematical
statistics, applied stochastic
processes, data analysis projects,
mathematical finance, risk management.
Engineer’s internship
30 ECTS
4-6 months, to be done before the
Master’s thesis
Master’s thesis
30 ECTS
to be done in the field of financial
or statistical mathematics, at EPFL
or partner university
Compulsory courses: 8 ECTS - Projects: 24 ECTS - Optional courses: 28 ECTS
Theoretical and practical knowledge of statistical methods and probability models are highly valued in the modern
job market. Among activities that rely heavily on statistical methodology are financial analysis and engineering, risk
management, implementation of efficient production lines, assessment of the viability of pharmaceutical products,
quality assurance for a mechanical component or an administrative procedure, and the analysis of societal trends.
A typical student entering the Applied Mathematics program has a Bachelor degree in Mathematics. The orientation
in Statistics and Finance will also accept students with an adequate mathematical training and ability from other
quantitative backgrounds, for example physics, computer science, or some fields of engineering. Students with
a good scientific background can also be admitted for this orientation; they will have to make up deficiencies
by taking additional mathematics courses, and so will complete the degree over a slightly extended period.
Students who successfully complete this degree should find an attractive, diverse, and growing job
market. For example, banks and small to medium firms specializing in financial services frequently look
for individuals who are simultaneously competent in stochastic modeling, in programming, and in basic
finance. There is a large job market for students having a background in biostatistics. A choice of more
theoretical courses will prepare students for research in statistics, applied probability, or related fields.
PROJECTS (24 ECTS) Faculty Credits Language
Project in mathematics III: analyse de données D. Goldstein 9 FR
Project in mathematics IV various 9 EN or FR
Projects in human and social sciences various 6 EN or FR
COMPULSORY COURSES (8 ECTS)
Applied stochastic processes T. Mountford 4 EN
Statistical theory V. Panaretos 4 EN
OPTIONAL COURSES (28 ECTS)
Min 16 ECTS out of the following list:
Applied stochastic processes T. Mountford 4 EN
Advanced scientific computing M. Picasso 4 EN
Biostatistics S. Morgenthaler 4 EN
Calcul stochastique R. Dalang 4 FR
Combinatorial optimization F. Eisenbrand 4 EN
Mathématiques financières S. Scotti 4 FR
Modèles linéaires et plans d’expériences J.-M. Helbling 4 FR
Monte-Carlo methods A. Davison 4 EN
Quantitative risk management V. Chavez 4 EN
Statistical theory V. Panaretos 4 EN
Statistics for genomic data analysis D. Goldstein 4 EN
Time series A. Davison 4 EN
The remaining credits (up to 12 ECTS) may be taken in the catalogue of courses of the Master in Applied
Mathematics (Mathematical Sciences) or in theoretical mathematics (Master in Mathematics).
Document subject to changes at any time. Please refer to the official study plans and rules published by the Registrar’s Office (see http://sac.epfl.ch )
©EPFL / 01.2010 - Picture © copyright Getty Images, Inc.