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Till KTH:s startsida

Study year 1

The following courses are part of study year one.

The course application codes and study periods are valid for the academic year 2018/2019. For other academic years, different application codes and study periods may apply

General Courses

General Courses

Mandatory courses

Course code Course name Scope Educational level
AK2036 Theory and Methodology of Science with Applications (Natural and Technological Science) 7.5 hp Second cycle
SF2520 Applied Numerical Methods 7.5 hp Second cycle
SF2940 Probability Theory 7.5 hp Second cycle

Conditionally elective courses

Course code Course name Scope Educational level
SF2812 Applied Linear Optimization 7.5 hp Second cycle
SF2832 Mathematical Systems Theory 7.5 hp Second cycle
SF2863 Systems Engineering 7.5 hp Second cycle

Optional courses

Course code Course name Scope Educational level
BB2280 Molecular Modeling 7.5 hp Second cycle
BB2300 Computational Chemistry 7.5 hp Second cycle
BB2441 Bioinformatics 7.5 hp Second cycle
DD2257 Visualization 7.5 hp Second cycle
DD2358 Introduction to High Performance Computing 7.5 hp Second cycle
DD2365 Advanced Computation in Fluid Mechanics 7.5 hp Second cycle
DD2421 Machine Learning 7.5 hp Second cycle
DD2435 Mathematical Modelling of Biological Systems 9 hp Second cycle
SF1811 Optimization 6 hp First cycle
SF2521 Numerical Solutions of Differential Equations 7.5 hp Second cycle
SF2522 Computational Methods for Stochastic Differential Equations 7.5 hp Second cycle
SF2524 Matrix Computations for Large-scale Systems 7.5 hp Second cycle
SF2561 The Finite Element Method 7.5 hp Second cycle
SF2565 Program Construction in C++ for Scientific Computing 7.5 hp Second cycle
SF2566 Advanced Individual Course in Scientific Computing 6 hp Second cycle
SF2567 Project Course in Scientific Computing 7.5 hp Second cycle
SF2568 Parallel Computations for Large- Scale Problems 7.5 hp Second cycle
SF2701 Financial Mathematics, Basic Course 7.5 hp Second cycle
SF2822 Applied Nonlinear Optimization 7.5 hp Second cycle
SF2842 Geometric Control Theory 7.5 hp Second cycle
SF2866 Applied Systems Engineering 7.5 hp Second cycle
SF2930 Regression Analysis 7.5 hp Second cycle
SF2935 Modern Methods of Statistical Learning 7.5 hp Second cycle
SF2942 Portfolio Theory and Risk Management 7.5 hp Second cycle
SF2943 Time Series Analysis 7.5 hp Second cycle
SF2955 Computer Intensive Methods in Mathematical Statistics 7.5 hp Second cycle
SF2956 Topological Data Analysis 7.5 hp Second cycle
SF2957 Statistical Machine Learning 7.5 hp Second cycle
SF2971 Martingales and Stochastic Integrals 7.5 hp Second cycle
SF2972 Game Theory 7.5 hp Second cycle
SF2975 Financial Derivatives 7.5 hp Second cycle
SF2980 Risk Management 7.5 hp Second cycle
SG2212 Computational Fluid Dynamics 7.5 hp Second cycle
SG2224 Applied Computational Fluid Dynamics 5 hp Second cycle

Supplementary information

At least one of the conditionally elective courses has to be studied. The course/courses can be studies either during year one or two.

Note that due to overlap it is not possible to select both SF2935 and DD2421.

Specialisations: Track, Computational Mathematics (COMA)

Mandatory courses

Course code Course name Scope Educational level
SF2521 Numerical Solutions of Differential Equations 7.5 hp Second cycle
SF2568 Parallel Computations for Large- Scale Problems 7.5 hp Second cycle

Specialisations: Track, Financial Mathematics (FMIA)

Mandatory courses

Course code Course name Scope Educational level
SF2701 Financial Mathematics, Basic Course 7.5 hp Second cycle

Conditionally elective courses

Course code Course name Scope Educational level
SF2930 Regression Analysis 7.5 hp Second cycle
SF2943 Time Series Analysis 7.5 hp Second cycle

Supplementary information

Among the conditionally elective courses at least one course from each year has to be studied: SF2943 or SF2930 and SF2975 or SF2980.

Specialisations: Track, Optimization and Systems Theory (OPSA)

Conditionally elective courses

Course code Course name Scope Educational level
SF2812 Applied Linear Optimization 7.5 hp Second cycle
SF2822 Applied Nonlinear Optimization 7.5 hp Second cycle
SF2832 Mathematical Systems Theory 7.5 hp Second cycle
SF2842 Geometric Control Theory 7.5 hp Second cycle
SF2863 Systems Engineering 7.5 hp Second cycle
SF2866 Applied Systems Engineering 7.5 hp Second cycle

Supplementary information

At least 3 of the conditionally elective courses on the track has to be studied in addition to the already choosen conditionally elective course in the base block.

Specialisations: Track, Statistical Learning and Data Analytics (SIDA)

Mandatory courses

Course code Course name Scope Educational level
SF2930 Regression Analysis 7.5 hp Second cycle
SF2955 Computer Intensive Methods in Mathematical Statistics 7.5 hp Second cycle

Supplementary information

This track replaces the track in Mathematical Statistics for students starting HT17.