The MSc programme in Applications of Mathematics is no longer actively offered at CMI. The programme was active from 2010 to 2019.

There were two streams offered in the programme, Financial Mathematics and Analytics. A student had to complete 16 courses, comprising both core courses and electives, as described below, normally over a period of four semesters. 3 elective courses could be substituted by a thesis/project.

(Click on the course names to get the syllabus for each course.)

Course Details

Financial Mathematics

Core courses, second year (offered across two semesters)

• Probability and Statistics III
• Econometrics
• Mathematical Finance
• Financial Risk Managemenent

Analytics

Core courses, second year (offered across two semesters)

• Probability and Statistics III
• Regression and Classification
• Theory of Computation
• Data Mining and Machine Learning

Elective courses (both streams)

• Stochastic Processes I
• Stochastic Processes II
• Multivariate Statistics
• Measure Theoretic Probability
• Cryptography
• Differential Equations
• Computational Methods
• Simulation Methods
• Randomized Algorithms
• Algorithms on Strings, Trees and Sequences
• Security Protocols

In addition, any core course from another stream may be taken as an elective.