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MScApplied Mathematics

More information



Program description:
The program gives a comprehensive knowledge of several areas in applied mathematics. The advanced courses present state of the art issues of the given area, e.g. in statistical methods, financial mathematics, code theory, numerical methods etc.
The goal of this program is to develop a student’s mathematical skills to solve industrial and other real-life problems and development tasks in innovative ways.

This program enables students to acquire fundamental capabilities such as:
- modelling and analytical skills,
- knowledge of numerical methods,
- skills in programming and simulation,
- experience with real-life mathematical models such as in industry or economy,
- ability to handle huge amounts of data by integrating mathematical, numerical and statistical methods.

Entry requirements:
BSc degree in Mathematics or in a related field (Physics, Computer Science, Engineering, etc.) in the latter case at least 65 credits in Mathematics is required.

Entrance exam:

Type of entrance exam:
written and oral

Entrance exam location:

Entrance exam description:
A written test will be sent (via e-mail) to the applicant, covering basic fields of mathematics. In a limited amount of time the applicant will have to send back the solutions. A Skype interview may follow.

Mr Péter Molnár
international coordinator

Preparatory year available:

Specialisation year available:

Programme structure

See the full listing here

Career opportunities

Our graduates will be able to continue their career in industrial development and research, such as high tech industries, telecommunication, software development, financial institutions or insurance companies. They may also apply for Ph.D. studies either at Eötvös Loránd University or anywhere in the world.

Job examples:

•system analyst in a financial institution (bank, investment, insurance)
•software development
•high tech industry
•research mathematician

Not available for applying at the moment
Not available for applying at the moment