Academic Standards
1.
Courses
At most 12 credits obtained in other institutions may be recognized. In each case, recognition is subject to the approval of the Graduate Studies’ Comission, where all solicitations should be addressed, accompanied by a summary of the course taken in the other institution.
2. Required Courses
The major subjects for this program are:
- Partial Differential Equations in Finance
- Quantitative Finance
- Computational Methods: Linear Algebra
- Statistical Methods
- Mathematical Methods in Finance
- Optimization 1
- Estochastic Processes and Probability
- Fixed Income and Risk
3. End-of-course project
4. Conditions How to earn a degree
a) Obtain at least twenty-five Graduate credits;
b) Write the end-of-course project under the guidance of an IMPA professor or of a program collaborator, and have it approved by the committee designated by the Academic Commission;
c) Demonstrate reading skills in one of the following languages: French, English, German or Russian.;
d) Have been a student regularly enrolled at IMPA during at least two academic terms;
e) Be approved in all major subjects and obtain at least four B or A grades (see item 2).
5. Minimum Annual Course Offer
Term | 1st Year | 2nd Year |
Summer | ||
Second Term | ||
Third Term | ||
Four Term |
Projeto Final |
|
* |
Seminários e encontros com Orientador |
Obs.: ( * ): Scientific Initiation Course