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Professional Master’s Degree in Mathematical Methods in Finance
The course
It is intended for the training of qualified professionals, with accurate knowledge in the area of mathematical and computational modeling, who seek to deepen themselves in quantitative finance, risk analysis and financial instruments. The focus of the program is on the practical aspects of finance and the utilization of mathematical and computational methods and cutting-edge technologies.
This program, developed in cooperation with the School of Applied Mathematics (EMAp) of the Getúlio Vargas Foundation (FGV), is stricto sensu and approved by the Coordination for the Improvement of Higher Education Personnel (CAPES).
Defended projects
Syllabus:
- Linear Algebra and Optimization
- Stochastic Commodity Calculation
- Statistics and Econometrics
- Elements of Real Analysis
- Partial Differential Equations in Finance
- Quantitative Finance
- Computational Methods in Finance
- Mathematical Methods in Finance I and II
- Probability and Stochastic Processes Fixed Income and Risk
- Advanced Topics in Finance