Mälardalen University

MÄlArdAlen
uniVersity
A greAt study
destinAtion
in the heart
of sweden
one hour froM
stockholM
in the
heart of sweden
13 000 studenTS
from
30 countries
1 000 EMPLOYEES
A Work plAce of
innoVAtive thinking
educAtion Within
Social sciences|MUSIC|DESIGN
education & teacher training|
Humanities|technology|theatre|
caring sciences|Natural sciences|
68 PROGRAMMES
900 COURSES
close links to
excellent research
educAtion thAt
leAds to eMployMent
creative relations
with future employers
close cooperAtion
With society
for the benefit
of everyone
RESEARCH WITH
FOCUS ON USE
World-class
research
reseArch in:
innovation & product
development
sustainable development,
working life & management
environment, energy- &
resource optimization
Didactics & intercultural
communication
embedded systems
Health & welfare
exchAnge AgreeMents
With 50 countries
international
environment
Modern cAMpuses
neAr the city centre
one hour
from stockholm
HOUSING FOR
ALL STUDENTS
A good life
As A student
greAt Atmosphere
A good life
As A student
Guiding principles and vision Guiding principles •  Scien2fic and Educa2onal Exper2se •  Interna2onaliza2on •  Regional Benefit Vision Mälardalen University is to be a modern, flexible university that focuses on programs which lead to employment and provide useful solu2ons at the cuGng edge of research on the basis of unique global-­‐local collabora2on and academic excellence. MDU in numbers 1977
Mälardalen University is founded 65
Study programs on basic and advanced level 12
Interna2onal Master Degree Programs (MIMA) 750
Courses 1000
Employees 50
Full professors 13 000 Students Priori2zed areas in research and educa2on • Embedded Systems • Innova2on and Product Realiza2on • Environment, Energy and Resource Op2miza2on • Sustainable Development and Working Life • Didac2cs and Inter-­‐Cultural Communica2on • Health and Welfare The co-­‐produc2on university •  The study programmes are developed and evaluated with representa2ves from trade, industry and the public sector. •  The students have prac2cal elements in their educa2on. •  MDU has an Idealab where students, teachers and staff get support to create their own companies •  MDU works closely with the regional Technology Parks •  Regional benefit is one of the guiding principle when it comes to research. •  The Campus ci2es and MDU cooperate within the areas of educa2on, welfare and the future´s labor. A researching university that has… •  about 200 doctoral students •  about 50 full professors •  a large propor2on of external research funding •  some ten research teams in technology of interna2onally recognized quality •  close, extensive co-­‐opera2on with trade and industry and the public sector Environmentally cer2fied university •  Environmentally cer2fied since 1999 • Work environmentally cer2fied since 2006 • The University promotes sustainable development in: –  educa2on and research –  community and enterprise rela2ons –  day-­‐to-­‐day work • In 2010, the first university in Sweden to receive the grade A for its internal quality systems The interna2onal university • Mälardalen Interna2onal Master Academy (MIMA) • 1000 interna2onal students come to MDH each year, of which 40 procent come from the partner universi2es of MDU • Teacher and student exchanges over the world, through approx. 300 agreements • Coordinator of 3 Erasmus Mundus programmes • Interna2onal collaborate research projects and an increasing number of EU-­‐projects. To be a student at Mälardalen University • Crea2ve study environment • Library at both campuses • Special support services for students with disabili2es • The Student Union • Guaranteed accomoda2on • Free travel between the campuses School of Innovation, Design
and Engineering – IDT
Damir Isovic
Vice Dean of IDT
Associate professor in computer science
IDT is one of the fours schools at MDH
IDT
IDT surroundings
Mälaren Lake area
Main campus
MDU is located in the expansive Mälardalen
region with many large international
companies around, such as:
3
Industry oriented applied research and education
Coordination
group
Bombardier Transportation
The
s
es
& in
IDT
tern
Industry stays
C
our
Meetings &
seminars
ses
s
Students
Equipment
PhD-students
Researchers
Teachers
Industrial
PhD-students
Gues
t
Researchprojects
lectu
res
Industrial labs at IDT
● IRIL – Industrial Research and Innovation Lab (Ericsson)
● Robotic Lab (Robotdalen)
IDT research profiles
Västerås
Embedded Systems
(Computer Science)
●  Intelligent sensor systems
●  Software Engineering
●  Real-Time Systems
Eskilstuna
Innovation and Product Realization
●  Product development
●  Information Design
●  Innovation
6
Research – Academic Excellence
Academic
Cooperation
”World Leading”
2010 Multiproject grant + 2 project grants
2009 Multiproject grant (best evaluation)
2008 the highest number of grants in CS
Best in Computer Science
National Strategic Research Centre
for Embedded Systems
Stiftelsen för Strategisk Forskning
”Outstanding”
Academic strength
ICSE Vancouver
2009
”Best in Sweden”
Evaluation of KKS profiles
The Winner
Software engineering
Master student contest
2008-20011 17 EU Projects
Well established in ARTEMIS Joint Undertaking (2 new projects 2010)
High citation index and high number of publications
MIT
CMU
Cornell
UCI
U. of York
Manchester U
Supélec
Grenoble
Vrije Univ.
TUe
TU Wien
SSSAP
Polit. Milano
U. Bologna
UP Madrid
Karlsruhe Univ.
U. Saarbrücken
Fraunhofer
Charles Univ.
U. of Tokyo
Shanghai U.
IIT Bombay
IIT Kanpur
RMIT Melbourne
UNICAMP
Research – example of results
Number of projects from different
foundations and agencies 2010
● 
● 
● 
● 
● 
● 
● 
VR
VINNOVA
SSF
EU
KKS
private
Other gov’l
8
15
4
10 (7 FP7)
13
7
3
Research education
●  Licentiate degrees 2001-2010: 79
●  PhD degrees 2001-2010: 50
●  Current PhD students: 93
Graduate Schools:
●  CUGS 2001-2006 (LiU/Govmnt)
●  SAVE IT 2004-2011 - 20,8 MSEK (KKS) 21 PhD studs, 16
PhD degrees, 12 Licentiate degrees, 14 companies, 7
universities, MDH coord.
●  RAP (ÖrU/KKS)
●  SWELL (LTH; BTH/VINNPRO)
●  Hi5 2007-2011 - 10 MSEK (VINNPRO) – only MDH
●  ITS EASY 2011-2017 – 27 MSEK (KKS) 15 PhD studs, 9
companies, only MDH
Available
for IDEAS
scholars
IDT Education
Bachelor Programs (in Swedish):
• 
Aeronautical Engineering
• 
Computer Engineering
• 
Computer Science
• 
Information Design
• 
Innovation
• 
Innovation and Product Design
• 
Innovation, Production and Logistics
Master Programs (in English)
• 
Intelligent Embedded Systems
• 
Software Engineering
• 
Product and Process Development
About 50 courses given in English,
where international students
attend classes together with
Swedish students
Master in Software Engineering
University partners
•  VU University Amsterdam, The
Netherlands (VUA)
•  L Aquila University, Italy (UDA)
Students spend
•  One year at home university
•  One year at partner university
They get a Double Master
Degree!
07/10/2008
C
B
Master in Intelligent Embedded Systems
Problem-Based Learning
•  All program courses contain both theory and practice
•  Large part of the program implemented as student project
in collaboration with industry
Semester 1
Project
Embedded Systems
Methodolo
gy
Semester 2
Intelligent
systems
Hardware
Project 2
Project 1
Semester 3
Project 3
State-of-the art
research/industry
project
Semester 4
Thesis work
8-10 sharp
industrial
projects Some student projects
Sprinter robot Dasher
Innovation and Producs design
– Sport wheelchair Spider
ECOBUS
Roony – a house on the Moon
Dying Swan robot
Orwar- the energy
monster
Education – Quality indicators
Programs
●  Both master programs are funded Swedish
Knowledge Foundation
●  Bayer Teaching Excellence Award in Engineering
●  State-of-the-art student project covered by media
Student achievements
●  1st prize at the international SCORE competition in
Software Engineering
●  1st prize at the Design Open national competition
●  2nd and 3rd prize at Robot-SM national competition
●  Best MSc thesis Award
●  Nominated for Swedish Embedded Award 2011
●  Publications at prime conferences
●  Recruitment from master to PhD studies
●  …
15
Some other initiatives...
Centre of Product Realization
•  a centre with the aim of developing effective models
and processes to support the companies and other
actors in their development of the next generations
products and services , and
•  to give the prerequisites for innovation,
competitiveness and growth in our society.
Idélab
•  A centre to support realization of student and staff
ideas. It provides professional help to start up a
company (networks, industrial partners, facilities,…)
•  180 new companies started since 1999!
Within IDEAS we can host
● Students
●  Taking a set of individual courses
●  Taking 1-year masters
●  Taking 2-year masters
● PhD students / Researchers
●  Involved in our research projects
● Teachers
●  Involved in our courses
Analytical finance
at the Mälardalen
University
Analytical finance
at the Mälardalen University
Anatoliy Malyarenko
An Introduction
Education
Bachelor program Analytical
Finance, 180 ECTS credits
7th September 2011
Master program Financial
Engineering, 120 ECTS credits
PhD Program
Anatoliy Malyarenko
Division of Applied Mathematics
Mälardalen University
1
Bachelor program Analytical Finance, year 1
Analytical finance
at the Mälardalen
University
Anatoliy Malyarenko
Table: Study plan
Mathematics
Mathematics in economics and business, 7.5 ECTS credits
Algebra, 7.5 ECTS credits
Calculus I, 7.5 ECTS credits
Introduction to financial mathematics, 7.5 ECTS credits
Education
Bachelor program Analytical
Finance, 180 ECTS credits
Master program Financial
Engineering, 120 ECTS credits
PhD Program
Business Administration
Financial accounting I, 7.5 ECTS credits
Cost and management accounting I, 7.5 ECTS credits
Economics
Microeconomics, 7.5 ECTS credits
Environmental economics I, 7.5 ECTS credits
2
Bachelor program Analytical Finance, year 2
Analytical finance
at the Mälardalen
University
Anatoliy Malyarenko
Table: Study plan
Mathematics
Calculus II, 7.5 ECTS credits
Probability, 7.5 ECTS credits
Numerical methods with MATLAB, 7.5 ECTS credits
Methods of statistical Inference, 7.5 ECTS credits
Education
Bachelor program Analytical
Finance, 180 ECTS credits
Master program Financial
Engineering, 120 ECTS credits
PhD Program
Business Administration
Marketing basics, 7.5 ECTS credits
Organisation basics, 7.5 ECTS credits
Economics
Macroeconomics and international finance, 15 ECTS credits
3
Bachelor program Analytical Finance, year 3, Mathematics
Analytical finance
at the Mälardalen
University
Anatoliy Malyarenko
Table: Study plan
Education
Bachelor program Analytical
Finance, 180 ECTS credits
Analytical Finance with MATLAB, 7.5 ECTS credits
Stochastic processes, 7.5 ECTS credits
Portfolio theory I, 7.5 ECTS credits
Time series analysis, 7.5 ECTS credits
Operation research, 7.5 ECTS credits
Simulation, 7.5 ECTS credits
Degree project, 15 ECTS credits
Master program Financial
Engineering, 120 ECTS credits
PhD Program
4
Bachelor program Analytical Finance, year 3, Business
administration
Analytical finance
at the Mälardalen
University
Anatoliy Malyarenko
Table: Study plan
Education
Bachelor program Analytical
Finance, 180 ECTS credits
Master program Financial
Engineering, 120 ECTS credits
Management accounting II, 7.5 ECTS credits
Financial accounting II, 7.5 ECTS credits
Marketing and IS, 7.5 ECTS credits
Marketing of services, 7.5 ECTS credits
Managerial economics and financial theory, 7.5 ECTS credits
Organisation, innovation, and entrepreneurship, 15 ECTS credits
Degree project, 15 ECTS credits
PhD Program
5
Bachelor program Analytical Finance, year 3, Economics
Analytical finance
at the Mälardalen
University
Anatoliy Malyarenko
Education
Table: Study plan
Corporate Finance, 7.5 ECTS credits
Investment theory, 7.5 ECTS credits
Intermediate microeconomics, 7.5 ECTS credits
Macroeconomic theory, 7.5 ECTS credits
Industrial economics, 7.5 ECTS credits
Degree project, 15 ECTS credits
Bachelor program Analytical
Finance, 180 ECTS credits
Master program Financial
Engineering, 120 ECTS credits
PhD Program
6
Degrees
Analytical finance
at the Mälardalen
University
Anatoliy Malyarenko
1
Degree of Bachelor of Science with a major in
Mathematics/Applied Mathematics with Specialisation in
Financial Engineering.
2
Degree of Bachelor of Social Science with a Major in
Business Administration.
3
Degree of Bachelor of Social Science with a Major in
Economics.
Education
Bachelor program Analytical
Finance, 180 ECTS credits
Master program Financial
Engineering, 120 ECTS credits
PhD Program
7
Master program Financial Engineering, year 1
Analytical finance
at the Mälardalen
University
Anatoliy Malyarenko
Table: Study plan
Analytical Finance I, 7.5 ECTS credits
Stochastic processes, 7.5 ECTS credits
Analytical Finance II, 7.5 ECTS credits
Time series analysis, 7.5 ECTS credits
Portfolio theory I, 7.5 ECTS credits
Financial and risk management software, 7.5 ECTS credits
Simulation, 7.5 ECTS credits
Operations research, 7.5 ECTS credits
Methods of statistical inference, 7.5 ECTS credits
Actuarial mathematics, 7.5 ECTS credits
Applied matrix analysis, 7.5 ECTS credits
Education
Bachelor program Analytical
Finance, 180 ECTS credits
Master program Financial
Engineering, 120 ECTS credits
PhD Program
8
Master program Financial Engineering, year 2
Analytical finance
at the Mälardalen
University
Anatoliy Malyarenko
Table: Study plan
Mathematics
Java in Analytical Finance, 15 ECTS credits
Differential equations in finance, 7.5 ECTS credits
Portfolio theory I, 7.5 ECTS credits
Optimisation in finance, 7.5 ECTS credits
Portfolio theory II, 7.5 ECTS credits
Degree project, 30 ECTS credits
Education
Bachelor program Analytical
Finance, 180 ECTS credits
Master program Financial
Engineering, 120 ECTS credits
PhD Program
Degree of Master of Science (Two Years) with a Major in
Mathematics/Applied Mathematics with Specialisation in
Financial Engineering.
9
Analytical finance
at the Mälardalen
University
1
Henrik Jönsson. Optimal stopping domains and reward
functions for discrete time American type options,
defended December 16, 2005.
2
Fredrik Stenberg. Semi-Markov models for insurance and
option rewards, defended January 26, 2007.
3
Myroslav Drozdenko. Weak convergence of first-rare-event
times for semi-Markov processes, defended November 23,
2007.
4
Robin Lundgren. Optimal stopping and convergence of
option rewards, defended November 12, 2010.
5
Ying Ni. Nonlinearly perturbed renewal equations, defends
October 28, 2011.
6
Oscar Schyberg. Analysis and comparison of reinsurance
contracts.
Anatoliy Malyarenko
Education
Bachelor program Analytical
Finance, 180 ECTS credits
Master program Financial
Engineering, 120 ECTS credits
PhD Program
10
Courses for exchange
Analytical finance
at the Mälardalen
University
Anatoliy Malyarenko
1
2
Dmitrii Silvestrov, Stochastic processes in Financial
Engineering, 10 hours.
Anatoliy Malyarenko, Lévy processes in finance, 10 hours,
text
3
Anatoliy Malyarenko, Malliavin calculus in finance, 10
hours, text
4
Anatoliy Malyarenko, cubature methods in Financial
Engineering, 10 hours, text
5
Anatoliy Malyarenko, probabilistic problems in cosmology,
10 hours, under construction.
Education
Bachelor program Analytical
Finance, 180 ECTS credits
Master program Financial
Engineering, 120 ECTS credits
PhD Program
11
Analytical finance
at the Mälardalen
University
Anatoliy Malyarenko
Education
Bachelor program Analytical
Finance, 180 ECTS credits
Thank you for your attention!
Master program Financial
Engineering, 120 ECTS credits
PhD Program
12