Mathematics and risk analysis

Lecturer(s): Marie-Christophette BLANCHET

Objectives

The third year specialization « Applied mathematics and risk engineering » is devoted to mathematical modeling and numerical simulation of problems arising in engineering.Students study a wide range of stochastic and deterministic methods concerning ordinary and partial differential equa-tions, optimization problems, discrete and time-continuous stochastic processes, statistics., together with the associated numerical methods.Opportunity is given to the best students to complete their formation with a master degree in one of the three following fields : applied mathematics, fInance / insurance, biomathematics / biostatistics.

Learning Outcomes

  • Up to date mathematical technics
  • Tools for scientific monitoring
  • Necessary background for an applied mathematics PhD