Programmes in Mathematics

1

• Programmes in Mathematics LMD system
• Paris Dauphine University
• Logroño, 25-27 October 2007
• Universidad de la Rioja
• Conferencia de decanos y directores de
  matemáticas

2

• A brief background MASS degrees
• In the early seventies, the mathematics
  department at Paris Dauphine launched a new
  programme combining mathematics and economics,
  on the same model as mathematics and physics
  which is more usual.
• This combination created a surprise and some
  scepticism among the academics but then the idea
  had been admitted and adopted by other French
  universities.
• These programmes were referred as MASS degrees
• Mathématiques Appliquées aux Sciences Sociales
  (Applied Mathematics and Social Sciences)

3

• The LMD reform
• The old system of the first two years of
  undergraduate study (recognized by a DEUG
  diploma), plus one year for the Bachelors degree
  licence is being replaced by the new
  licence, described as L1, L2, L3
• The one year course after the old licence called
  maîtrise, followed by the one year DEA or DESS
  have been replaced by a research master or a
  professional master, referred to as M1, M2.
• Many degrees names have changed.

4
doctorat
doctorat
DESS
DEA
M2 M1
Maîtrise
Licence
L3
DEUG
L2 DU MI2E L1
Until 2004-2005
Since 2005-2006
5
The LMD reform at Dauphine Since October
2005, at Dauphine all programmes have been
designed following the LMD scheme. Basicaly
this means semester based programmes, each
semester being validated for 30 ECTS.
6

• The LMD reform at Dauphine
• Furthermore in October 2005, the mathematics and
  computer science departments merged in a new
  department MIDO
• Mathématiques, Informatique, Decision et
  Organisation
• The programmes in mathematics and computer
  science remain quite distinct.

7
Licence MI2E Mention Mathématiques
appliquées Mathématiques et Modélisation des
Problèmes Economiques ECTS
4
4
L3
28 to 40
0 to 18
0 to 15
32
12 to 16
4 to 8
L2
8
16
12
4
28
L1
Maths
C.S.
Eco
En
8
DUMI2E L1Mathematics 28 ECTS
9
DUMI2E L2Mathematics 32 ECTS
10
DUMI2E L3Mathematics 28 to 40 ECTS
11

• The students
• At the end of the second year students have a
  choice to opt for Economics or Business, or
  leave Dauphine to enter Business schools mostly.
  These students represent about 20 to 25 of the
  second year population
• But new students apply to enter at level L3,
  coming from other universities or preparatory
  classes (intensive classes for competitive
  entrance) to engineering schools, so the number
  of students stays stable (around 180-200).

12

• What about computer science courses content ?
• First year
• S1 Info1 (6ECTS, 301515) architecture and Java
  (first level)
• S2 Info2 (5ECTS, 2020) algorithmic
• S2 Practical tools (internet and web, excel and
  OR, access and data bases)
• Second year
• S3 Info 3 (4ECTS, 202020) Java second level
  introduction to object oriented programming
• S4 Info 4 (4ECTS, 202020) advanced algorithmic
  and Java

13

• What about economics?
• S1 An introduction to macroeconomics(4ECTS,
  2020) basic notions in macroeconomics.
• S2 Microeconomics 1 (4ECTS, 2020) The consumer
  choice, the producer choice, introduction to
  general equilibrium and Pareto optimum
• S3 Macroeconomics 1 (4ECTS, 2020) Short run
  macroeconomics. Equilibrium. Analysis in a closed
  economy.
• S3 Ecomomic policies (4ECTS, 2020) Issues in
  contemporary economies.
• S4 Microeconomics 2 (4ECTS, 2020) imperfect
  competition. Market failures. The welfare
  theorems.
• S4 Macroeconomics 2 (4ECTS, 2020) Open economy.

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Master MIDO Mention Mathématiques de la
Modélisation et de la Décision (MMD) First year
M1 4 choices
Economics Finance
Actuarial sciences
Applied probabilities and analysis
Statistics

A common core (28 ECTS) Electives modules (12
ECTS) Optional modules (24 ECTS) the above
modules or game theory, wavelets, marketing,
microeconomics, C,
15

• Master MIDO Mention MMD
• First year M1
• Common core (28 ECTS)
• Discrete stochastic processes
• Functional analysis and dynamical programming
• Generalised linear models
• Continuous stochastic processes
• Numerical analysis or signal processing
• English

16
Master MIDO Mention MMDFirst year M1elective
courses

• Economy Finance
• (12 ECTS)
• Portfolio management
• Asset pricing (mathematical modelling)
• Risk economy

• Actuarial sciences
• (20 ECTS)
• Portfolio management
• Asset pricing (mathematical modelling)
• Dynamical variables econometrics
• Mathematics for insurance 1
• Mathematics for insurance 2

17
Master MIDO Mention MMDFirst year M1elective
courses

• Statistics
• (12ECTS)
• Data analysis
• Non parametric statistics
• Dynamical variables econometrics

• Applied probabilities analysis
• (12 ECTS)
• Functional analysis and non linear analysis
• Markov chains control
• Distributions, PDE, Black Sholes model

18

• Master MIDO Mention MMD
• Second year M2
• Insurance, Economy Finance
• (Mathématiques de lAssurance, de lEconomie et
  de la Finance
• Statistical financial engineering
• (Ingénierie Statistique et Financière )
• Actuarial sciences
• (Actuariat)
• Statistical information processing
• (Traitement Statistique de lInformation)
• PDE stochastic and deterministic modelling
• (EDP-MAD Modélisation aléatoire et déterministe
  )

19

• Master MIDO Mention MMD
• Second year M2
• Insurance, Economy Finance
• Co-diploma with ENSAE
• Statistical financial engineering
• Both classical training and vocational training
• Actuarial sciences
• Validated by the chamber of actuaries
• Statistical information processing
• with participation in the European master in
  Bayesian statistics and Decision Analysis
• PDE stochastic and deterministic modelling
• (EDP-MAD Modélisation aléatoire et déterministe
  )

20

• Third cycle Doctoral studies
• About 15 PhD thesis are defended each year.
• 3 major fields
• Mathematical microeconomics and finance
• Probabilities and statistics (Bayesian
  statistics, data analysis)
• PDE

21
Research center CEREMADE Centre de Recherche
de Mathématiques de la Décision Website
www.ceremade.dauphine.fr
22
Carreer opportunities for students. (MIDO
department Mathematics Master and computer
science Master)
23
Carreer opportunities for students. (MIDO
department Mathematics Master and computer
science Master)
24

• Double diploma
• Autonoma- Madrid Paris-Dauphine
• In 2000, an agreement has been signed
• leading to a joint degree.

25

• The LMD reform
• Main advantages
• Adoption and generalisation of the credits system
• Presentation of courses in term of objectives
• Drawbacks
• Funny diploma names
• Too many courses units
• Too much time spent in student assessment

26

• University website
• www.dauphine.fr
• coming soon in English and in Spanish.

27

• Martine Bellec
• Vice Présidente
• Université Paris Dauphine
• Paris France
• Martine.Bellec_at_dauphine.fr