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Probabilities and Finance Specialization (M2) – (M.Sc.)

Université Pierre et Marie Curie (UPMC)

Mathematics and Applications
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Disciplines:
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Application Deadline: June 30
Location: Paris / France / View location on map ▾ Hide location on map ▴
Duration: 12 months Start Date: September
Educational Form:
  • Taught
Education Variants:
  • Fulltime
Languages: French 
2.281388,48.853306

Location of Université Pierre et Marie Curie (UPMC)

This major is an advanced course in pure or applied mathematics, which leads directly to various professions in research or industrial. The M1 is also a necessary step towards the agrégation (civil service competitive examination for higher education teaching staff).

The major covers the essentials of the mathematics field, with a wide choice of papers in M1 and an in-depth specialization in M2 chosen from the 6 options offered.
Pure mathematics is strongly represented, but there is also a choice of specializations in applied mathematics: statistics, probabilities, numerical analysis, game theory, mathematics-biology, mathematics-computer science and engineering. These specializations accept a large number of students.This specialization teaches students advanced probabilistic mathematical finance, including derivatives, the study of interest rates, risk analysis and numerical methods.

Opportunities
Graduates of this degree lean primarily towards the research departments of financial establishments in France, Europe (London) and the rest of the World (USA, Asia). A small proportion of graduates pursue academic careers after completion of their PhD.


Contents

The year is divided between a semester of intensive classes (from September 15 to March 31) and a semester-long internship in a financial establishment (from April 1 to September 30).

Requirements

Students having completed their M1 in applied mathematics and 3rd year engineering school students.

Prerequisites:

* an excellent general level in applied mathematics
* a strong probabilities background and scientific computing skills (C and C++ programming)

Ask a Question

You can contact Besseddik Faouzia to ask a question about Probabilities and Finance Specialization (M2) at Université Pierre et Marie Curie (UPMC).

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