Course Information & Syllabus
M.Sc :
The programme shall be of two years duration and shall consist of six terms each having at least sixty teaching days.
Course Structure :
1st Year
Term 1
| Course No. | Course Title | No.of Lectures | Practical | Credit |
| 111 | Introduction to probability | 3 | 0 | 3 |
| 112 | Mathematical Foundation | 4 | 0 | 4 |
| 113 |
Foundation of Finance
|
6 | 0 | 6 |
| 114 | Programming in C++ | 3 | 4 | 5 |
| Term 2 | ||||
| Course No. | Course Title | No.of Lectures | Practical | Credit
|
| 121 | Stochastic Process and Inference | 3 | 0 | 3 |
| 122 | Numerical Analysis | 3 | 2 | 4 |
| 123 |
Financial
Derivatives
|
3 | 0 | 3 |
| 124 | Corporate Finance | 3 | 0 | 3 |
| 125 | Object Oriented Programming in C ++ | 2 | 4 | 3 |
| 126 | Financial Modeling using excel | 0 | 4 | 2 |
| Term 3 | ||||
| Course No. | Course Title | No.of Lectures | Practical | Credit |
| 131 | Numerical Solution of Differential Equations. | 3 | 2 | 4 |
| 132 | Computational modeling of Financial derivatives | 3 | 2 | 4 |
| 133 | Financial risk Management and measurement | 3 | 2 | 4 |
| 134 | Stochastic Processes in Finance | 3 | 0 | 3 |
| 135 | Financial accounting and Regulation | 3 | 0 | 3 |
| Summer Training of at least Four Weeks duration. | ||||
| 2nd Year | ||||
| Term 4 | ||||
| Course No. | Course Title | No.of Lectures | Practical | Credit |
| 211 | Fixed Income security models | 2 | 2 | 3 |
| 212 | Credit derivative pricing model | 3 | 2 | 4 |
| 213 | Elective 1 | 3 | 0 | 3 |
| 214 | Elective 2 | 3 | 0 | 3 |
| 215 | Elective 3 | 3 | 0 | 3 |
| Term 5 | ||||
| Course No. | Course Title | No.of Lectures | Practical | Credit |
| 221 | Financial product design: Principles and case studies | 2 | 2 | 4 |
| 222 | Elective 4 | 3 | 0 | 3 |
| 223 | Elective 5 | 3 | 0 | 3 |
| 224 | Dissertation Preparatory Part | 6 | ||
| Term 6 | ||||
| Course No. | Course Title | No.of Lectures | Practical | Credit |
| 231 | Dissertation Final Part | 0 | 0 | 10 |
About the College
Institute Of Mathematics & Applications IMA, Bhubaneswar
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Master of Science (MSc)
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