Languages

Master program "Decision Engineering in Economics and Finance"



Новая страница 8

Professor A.A. Vasin

The educational programme aims to prepare the graduates for activities requiring in-depth fundamental and professional knowledge, including research in applied mathematics and computer technology, development and use of mathematical models for processes and objects, development and application of advanced mathematical methods and software to address problems in science, technology, economics and management.The Mathematics and Information Technology for Economic Activity Master’s programme aims to prepare professionals in economics and finance. The programme provides training in skills of mathematical modelling for economic and financial processes, study and application of optimization techniques, actuarial mathematics, game theory and operations research, methods of modelling the market economy at micro and macro levels, the use of modern computer technologies to solve the problems of optimization and mathematical modelling, skills in actuarial calculation of insurance premiums, risks and reserves, analysis of financial flows for investment decision-making.

This program aims to prepare high-qualified professionals for the commercial and government organizations in economics and the finance, including:

  1. specialists in actuarial calculations and risk management for insurance companies and pension funds
  2. experts in financial analysis and investment decisions
  3. project managers of economic processes’ optimization
  4. researchers specialized in mathematical models and regulation methods of economics

This program provides an outstanding opportunity to obtain skills of mathematical modeling of economic and financial processes using modern computer technologies. Graduates are awarded an MSc Degree:

  1. possess a profound knowledge in the field of eсоnometrics, risk theory, actuarial and financial mathematics, the theory of games, operations research, economics regulation on micro and macro levels
  2. are able to create theorical models of economic interactions and processes
  3. can use modern computer technologies in order to construct models and solve optimization problems
  4. are skillful in calculation of insurance premiums, risks and reserves
  5. as well as in analysis of financial flows and investment decision making

Teaching is in English or in Russian.

  the 1st term the 2nd term the 3rd term the 4th term
Subject h/w   h/w   h/w   h/w  
Continious mathematical models 2 exam            
Discrete and probability models     2 exam        
Optimization and numerical methods         2 exam    
Object oriented programming languages and systems 2 exam            
Modern operating systems     2 exam        
Network technologies         2 exam    
Methodology and history of applied mathematics and informatics         2 test    
Foreign language 4 test 4 exam        
Modern philosophy and science methodology 2 test 2 exam        
Advanced chapters of operations research             2 exam
Advanced chapters of Actuarial Mathematics 2 test            
Optimization theory 2 exam            
The theory of interest 2 test            
Dynamic Macroeconomic Models 2 test 2 exam        
Econometric theory     2 exam        
Exercises in econometric theory     2 test        
Non-cooperative games in economics         2 exam    
Modern problems of numerical optimization         2 test    
Applications of econometric theory             2 exam
Exercises in applications of econometric theory             2 test
Selective course     2 exam 2 exam 2 exam
Special seminar 2 test 2 test 2 test 2 test
Term paper       grade        
Preliminary report on master thesis           test    
hours 20   20   24   10  
tests   5   3   4   2
exams   5   6   5   2
master thesis               grade
state exam               grade