Applied Mathematics for Finance

  • Keywords
    Modelling and simulation of complex systems, Data processing, EDP and scientific computing, Simulation and Virtual reality, Mathematics for finance and insurance, Information processing, Life sciences, Image processing for medicine, Emerging Technologies.
  • Aims
    To prepare new engineers in the use of mathematical and information technology tools for solving complex problems based on four points:
    • Theorical basis and technical know-how in applied mathematics,
    • Work methodology with the development of responsibility and innovation capabilities,
    • Methodology to study complex systems, in collaboration with industrial partners,
    • Stimulation of initiative and innovation mind for the resolution of real scientific and industrial problems.
  • Tuition
    • Initiation to research: project one day per week from September to March,
    • Taught course divided into four topics:
      • Scientific computing,
      • Optimization,
      • Stochastic systems,
      • Advanced computer sciences.
    • Advanced modules,
    • Specialised conferences and supervised work.
  • Course structure
    Co-existence of three teaching structures - Seminar for the initiation to research - Teaching courses and advanced modules:
    • Seminar:
      • Free choice of a concrete, not academic, subject in collaboration with experts from the professional world. During 5 months, experience of the complete resolution of a problem, for modelling of the final solution.
    • Teaching courses:
      • Basis of necessary mathematical know-how for engineers.
    • Advanced modules:
      • These aim to provide the basis of an overall view of the key areas of applied mathematics. They allow the students to choose and acquire in-depth knowledge of new technical fields in four applications areas: scientific engineering, mathematics for finance, life sciences and future emerging technologies.
  • Teaching staff
  • rss


Admissions Service École Centrale Paris Phone : +33 1 41 13 11 29 or +33 1 41 13 11 96 Email : +33 1 41 13 15 13 Study Information Lionel GABET Phone : +33 1 41 13 12 89 Email :