Other courses given on Master Programmes

​The following are courses given by Mathematical Sciences owned by other Master's Programmes

MVE136 ​MPCOM, Random signal analysis
​EEN100 MPCOM​, Statistics and machine learning in high dimensions
MVE560 ​MPARC, Architectural geometry

Packages of master courses in mathematical sciences


These course packages are designed for students who want to strengthen and broaden their knowledge of mathematics to enrich and complete their master studies in a different topic.


Mathematical ideas and mathematical models are useful tools in many disciplines in engineering and science. The courses are selected to provide a general, broad mathematical basic skills suitable for many different specialisations in the Master's Programme as physics, chemistry, biotechnology, mechanics and electronics, but also others.



35 hp mathematics including
  • Single- and multivariable calculus (ca 22,5 hp)
  • Linear algebra (ca 7,5 hp)
  • Mathematical statistics (ca 7,5 hp)

The five packages

Four courses of 7.5 credits in one of the topics
  1. Computations.
  2. IT/Computer science
  3. Industrial statistics
  4. Financial mathematics and statistics
  5. Mathematics, general.
One general recommendation
  • Statistical inference (per 3)
1. Computations
  • Fourier Analysis (per 1), in case not already taken
  • Statistical Inference (per 3)
Two or three of
  • Numerical linear algebra (per 1)
  • Non-linear optimization (per 1)
  • Partial differential equationers, first course (per 3)
  • High performance computing (per 1)
2. IT / Computer science
  • Statistical Inference (per 3)
Three of
  • Numerical linear algebra (per 1)
  • Algebra (per 3)
  • High performance computing (per 1)
  • Linear and integer optimization with applications (per 4)
3. Industrial statistics
  • Statistical Inference (per 3)
  • Experimental Design (per 3)
Two of
  • Stochastic data processing and simulation (per 1)
  • Basic stochastic processes (per 2)
  • Statistical image analysis (per 4)
  • Statistical learning for big data (per 4)
4. Financial mathematics and statistics
  • Statistical Inference (per 3)
One of
  • Stochastic data processing and simulation (per 1)
  • Non-linear optimization (per 1)
Two of
  • Stochastic calculus (per 1)
  • Options and mathematics (per 2)
  • Financial risk (per 4)
  • Financial derivatives (per 3)
  • Financial time series (per 4)
5. Mathematics, general
  • Fourier Analysis (per 1), in case not already taken
  • Statistical Inference (per 3)
Two of
  • Non-linear optimization (per 1)
  • Partial differential equationers, first course (per 3)
  • Ordinary differential equations and mathematical modelling (per 4)

Short course descriptions

MVE150 Algebra
Provides an introduction to the most important structures in abstract algebra; homomorphisms, isomorphisms, quotients, groups, rings and fields with applications in physics and chemistry.

TMA285 Financial derivatives
Deals with the stochastic differential and integral calculus needed to develop financial derivatives.

TMS088 Financial time series
Introduces statistical models and statistical analysis of time series, with emphasis on applications in economy.

MVE220 Financial risk
Treats models for financial risks and methods to estimate and manage risks with applications in insurance and financial areas.

TMA362 Fourier analysis
The course covers the series and transform methods applicable to, among other things, ordinary and partial differential equations.

TMS032 Experimental design
A convenient, general purpose, statistical course with a focus on experimental design and analysis of complex multifactorial experiments. Also provides fundamental insight into the analysis of variance and multiple regression models.

TMA881 High performance computing
Provides insight on different computer architectures and its effect on the performance of computer programs and provides tools for code optimization and parallel programming.

MVE170 Basic stochastic processes
A broad introductory course for different types of stochastic processes, especially the theory of continuous and discrete stationary stochastic processes.

MVE162 Ordinary differential equations and mathematical modelling
Provides a deeper knowledge of ordinary differential equations and  training in how to apply some of the already studied mathematical tools of mathematical modeling of problems from physics, engineering, biology, finance, etc.

TMA265 Numerical linear algebra
Provides the theory and tools to deal with algorithms and numerical software for problems in numerical linear algebra and to draw relevant conclusions obtained by calculations.

TMA947 Non-linear optimization
Provides a sound theoretical basis, and tools for analysis of, convex optimization and nonlinear optimization.

MVE095 Options and mathematics
The course covers the concepts of arbitrage and the theoretical option price in the binomial model. In a limiting case, the Black-Scholes differential equations and option pricing appear.

TMA372 Partial Differential Equations, first course
Provides an introduction to the modern theory of partial differential equations with applications in science and technology as well as an introduction to the finite element method.

TMS016 Statistical image analysis
Focuses on statistical analysis of images, rather than image manipulations. A large part of the course consists of a project with individual adjustments taking into account students' educational profiles and interests. Quite often these link to the students' own master's project.

TMS150 Stochastic data processing and simulation
Provides a simultaneous widening of practical statistical modeling and analysis by the stochastic system. The course introduces the basic ideas and different application systems that are everyday tools for the statistical methods of various kinds

MVE155 Statistical inference
Provides students with insight into various techniques for the treatment of experimental data, how to set up study plans and how to perform relevant statistical experiments and draw conclusions.

TMS 150 Stochastic Calculus
Introduceras the special mathematical calculations needed to model continuous time stochastic processes with differential equations and integrals. Applications are available in many different areas of technology, and in recent years, particularly in financial mathematics.

MVE165 Linear and integer optimization with applications
Provides an overview of key application areas for mathematical optimization and realization of analysis and use of solution techniques for various optimization problems

Page manager Published: Thu 27 Jan 2022.