Department of Mathematics

DEPARTMENT OF MATHEMATICS

I. LIST OF UNDERGRADUATE PROGRAMS

– APPLIED MATHEMATICS

– STATISTICS

 II. PROGRAM DETAILS

1. APPLIED MATHEMATICS

– Name of qualification: Bachelor of Science in Applied Mathematics;

– Official duration in credits and years: 4 years, 143 credits;

– Language of instruction: English;

– Assessment/Accreditation Status: The program achieved AUN-QA assessment in 2023

Course list

2. STATISTICS

– Name of qualification: Bachelor of Science in Statistics;

– Official duration in credits and years: 4 years, 139 credits;

– Language of instruction: English;

– Assessment/Accreditation Status: The program has been internally assessed by the Center for Testing and Quality Assessment of Education, VNU-HCM in 2024

Course list

III. COURSE DESCRIPTION

Writing AE1 – EN007IU

This course provides students with comprehensive instructions and practice in essay writing, including transforming ideas into different functions of writing such as process, cause-effect, comparison-contrast, and argumentative essays. 

Listening AE1 – EN008IU

The course is designed to prepare students for effective listening and note-taking skills, so that they can pursue the courses in their majors without considerable difficulty. The course is therefore lecture-based in that the teaching and learning procedure is built up on lectures on a variety of topics such as business, science, and humanities.

Analysis 1 – MAFE101IU

Analysis I is a foundational course for students of the Department of Mathematics. This introductory calculus course covers Mathematical logic, sequences of real numbers, limits, continuity and differentiation of functions of one variable, with applications.

General law – PE021IU

The course will introduce students to Vietnamese legal systems. In particular, students will understand their rights and obligations in the Constitution, Criminal law, administrative law, civil law, labor law and enterprise law of Vietnam. From this, students will raise awareness towards their responsibility to ensure justice, including ending corruption, in society.

Micro Economics – BA117IU

Knowledge in the subject would enable the students not only to understand economic concepts and scarce resources, markets and its elements but also to evaluate various types of market structures as well as the Government intervention into the market. The subject also provides the students with necessary abilities to evaluate economic variables of efficiency. All of this helps the students plan for a company’s short- run and long-run development more effectively with consideration of effects of the government’s policies.

Introduction to Python – MAFE109IU

This subject will provide a broad introduction to four key aspects of Python: programming; data structure; introduction to Numpy, Pandas, MatPlotlib; and object – oriented programming

Writing AE2 – EN011IU

This course introduces basic concepts in research paper writing, especially the role of generalizations, definitions, classifications, and the structure of a research paper to students who attend English- medium college or university. It also provides them with methods of developing and presenting an argument, a comparison or a contrast.

Speaking AE2 – EN012IU

Giving presentations today becomes a vital skill for students to succeed not only in university but also at work in the future. Speaking AE2, therefore, provides students with the knowledge and skills needed to deliver effective presentations (informative and persuasive presentations).

Analysis 2 – MAFE103IU

This course is a continuation of Analysis 1. Its aim is to equip students with basic concepts of sequences, series and integrals together with their applications.

Microeconomics – BA119IU

Knowledge in the subject would enable the students not only to understand various broad economic issues of a country or a region but also to evaluate macroeconomic policies as well as economic fluctuations both in a country and the world. The subject also provides the students with necessary abilities to evaluate economic variables as a whole. All of this helps the students plan for a company’s short- run and long-run development more effectively with consideration of effects of the government’s macroeconomic policies.

Financial Economics – MAFE105IU

The course provides students with fundamentals of financial knowledge. Especially, the course will focus on time value of money, basic models of savings and financial investment activities, financial risk management process.

Real Analysis – MAFE201IU

This course is a continuation of Analysis 2. After a short introduction to the theory of metric spaces, it concentrates on the fundamentals of measures and integrations.

The course will help students master 4 main topics of real analysis:

1. Basic theory of metric spaces: convergence, compactness, completeness, continuous
2. Lebesgue measure theory: σ-algebras, outer measures, measures, Lebesgue measure on Rⁿ, Borel measure on the real line.
3. Lebesgue integration theory: measurable functions, converge almost everywhere and convergence in measure, integration of nonnegative and general measurable functions, convergence theorems, the Riemann Integral as a Lebesgue Integral, product measures and Fubini’s theorem.
4. Signed measures: Hahn and Jordan Decompositions, Radon-Nikodym

Analysis 3 – MAFE203IU

The purpose of this course is to provide students with an in-depth knowledge of vector functions and functions of several variables. Applications of these concepts form a major part of the course. The topics covered includes: Vector Functions: Space curves, Limit and Continuity, Derivative, Integral of vector functions, Length of space curves; Functions of Several Variables: Limits, Continuity, Partial Derivatives; Maximum, Minimum, and Optimizations; Lagrange multiplier; Multiple Integrals: Double Integrals, Triple Integrals, Techniques of Integration; Vector Fields; Line Integrals; Green theorem; Surface Integrals; Curl and Divergence; Surface integrals; Divergence theorem; Stokes’ Theorem.

Financial Accounting – MAFE212IU

This course develops a basic understanding on the theories, principles, and applications of accounting and financial reporting, essentials in the US standard, including topics such as the theory of debit and credit, accounts, special journals, the accounting cycle, notes and interest, accruals and deferrals, cash, receivables, inventory, fixed assets, and the preparation of financial statements. In general, its primary aim is to provide the basic knowledge in preparing and processing accounting transactions in order to present financial details in a relevant and effective manner, as well as interpreting the accounting information for different types of external and internal investors, management and other accounting information users.

Database management system – MAFE204IU

The course introduces an overview of database management systems. This course focuses on database design, development, and applications in practice with relational database management systems.

Philosophy of Marxism and Leninism – PE015IU

The course equips students with fundamental knowledge about Marxism and Leninism.

Financial markets – MAFE209IU

This course provides students with the knowledge and understanding of the roles of the intermediary financial institutions in the financial markets. It helps students to differentiate between financial institutions with deposits and ones without deposits, understand and analyze the operational structure of the financial markets. Distinguish the types of securities such as stocks, currencies, bonds and other financial instruments.

Functional Analysis – MAFE210IU

Main contents: important general spaces: topology spaces, metric spaces, normed spaces; functionals and linear operators, some important properties and theorems; some specific spaces and linear functions on them.

Web application programming – MAFE211IU

Basic concepts in web programming such as client-side programming, server-side programming. Introducing syntax of common web programming languages, tools, and development environments such as HTML, Java Server Page, Java Bean, MVC model, Java utilities and development environments, extended Java frameworks such as Ajax and Struts.

Probability – MAFE206IU

Probability theory is one of the central cores of applied mathematics. The students will learn about basic and advanced topics of Probability with a mixed perspective (both classical and measure-based Probability theories). This is a theoretical foundation for many courses such as Statistics, Regression Methods, Stochastics Modeling …

Differential Equations – MAFE202IU

This course introduces fundamental mathematical methods and analysis in ordinary differential equations and their applications and a short introduction to partial differential equations.

Financial Management – MAFE214IU

The knowledge of financial principles is advantageous to managers in virtually every discipline in business. This course is designed as an introduction to finance and is the primary Prerequisites to Corporate Finance which covers more in-depth topics. The content of this course integrates both conceptual and mathematical information.

The basic concepts of the time value of money, valuation and rates of return, cost of capital and capital budgeting are covered. Students will learn how capital markets function, about different types of securities and financing instruments that exist, and how to manage cash flow. Risk, working capital management, leverage, forecasting, and the analysis of financial statements and ratios are given particular attention. This course should provide students with basic financial math skills and an excellent introduction to financial management concepts.

Numerical Analysis – MAFE208IU

The aim of this course is to provide students with basic concepts and problem-solving skills in numerical analysis. The course includes the following topics: Accuracy and precision, errors, roots of nonlinear equations, solving systems of linear equations, curve fitting and interpolation, spline interpolation, numerical differentiation and integration, numerical methods for differential equations, numerical methods for partial differential equations

Introduction to Corporate Finance – MAFE305IU

The course examines advanced issues in corporate finance management, with a strong emphasis on capital structure, capital budgeting for the levered firm, dividend policy, and mergers and acquisitions in financial markets. Academic papers as well as practical cases will be provided and discussed in class to broaden students’ perspectives on related issues.

Political economics of Marxism and Leninism – PE016IU

The course includes 6 chapters. Chapter 1 discusses subjects, research methods and functions of Political economics of Marxism and Leninism. Chapters 2 – 6 presents the core of Political economics of Marxism and Leninism according to the course objectives. The specific issues include the following: merchandise, market and roles in a market economy; producing surplus value in a market economy; competition and monopoly in a market economy; socialist-oriented market economy and economic interest relations in Vietnam; industrialization, modernization and international economic integration in Vietnam.

Statistics – MAFE316IU

Statistics is the art of learning from data and forecasting future outcomes.

This course provides the students following contents at the undergraduate level: Introduction to Statistics, Descriptive statistics, Distributions of Sampling Statistics, Parameter Estimation, Hypothesis Testing, Compare two normal populations, Regression, Analysis of Variance (ANOVA), Introduction to R, and Python, practice Statistics in R and Python.

Random processes – MAFE302IU

This subject will provide basic and advanced topics on Random Processes, Stochastic calculus and simulation approach to solve stochastic differential equations.

Optimization 1 – MAFE303IU

This is the first course on optimization for students of Financial Engineering and Risk management and Applied statistics. The course includes:

• Elements of convex analysis
• Linear programming problems: LP models from real problems (especially, problems from finance), properties of LP, simplex method, duality.
• Nonlinear programming, unconstrained problems: Karush-Kuhn-Tucker conditions, convex problems, some solution methods (steepest descent method, Newton’s method, conjugate direction method, Quasi-Newton Methods).
• Nonlinear programming, constrained problems: Karush-Kuhn-Tucker conditions, some solution methods (gradient projection method, penalty methods, barrier methods, dual methods).
• Models in finance and risk

Software Engineering – MAFE309IU

Fundamental software project management knowledge: plan-driven and agile methodologies, estimating techniques: wide-band, Delphi, parametric estimating; work-breakdown-structure, costs and budgeting, change management; risk management; earned value management, quality, monitoring and control; measurements and metrics, relationship and people issues, project close-out

Scientific Socialism – PE017IU

The course equips students with basic knowledge of scientific socialism.

Modeling and simulations – MAFE310IU

Modeling, simulating and analyzing the models in financial and risk management; Simulating continuous and discrete models/events at multiple levels in Matlab/R/Python and/or simulation software ARENA; Monte Carlo simulations; Analyzing statistical aspects of simulation, these including analysis of inputs, analysis of generating random states, analysis of outputs, and analysis of variance reduction techniques; Presenting a few models in Financial Engineering and Risk Management such as Jump-diffusion models, LIBOR market model dynamics, Pricing American options, Value at Risk models.

Asset pricing – MAFE311IU

Asset Pricing is a classic course since the inception of basic courses in finance and financial structure by Merton Miller and Franco Modigliani. Based on this model, we will develop popular and modern models of asset pricing and business valuation under different context and conditions. Specially, this course will focus on the models of Professor Alfred Rappaport and Joel Stern (Stern Stewart & Co..) and their practical applications.

Data Mining – MAFE312IU

This course provides student about data mining process, data warehouse and technique tools to mining data such as, classification algorithm, neural network. It helps students getting knowlege to explore data in finance and economics.

Financial Mathematics 1 – MAFE306IU

This course provides students fundamental tools in Mathematics corresponding to the ones in finance: profit, interest, money/cash flow, bonds, portfolios, asset pricing, and fundamental principles of finance.

Optimization 2 – MAFE307IU

Following Optimization 1, this course mainly aims to supply students with higher level knowledge of optimization. Topics include applications of linear programming in management such as network flow problems, transportation problems, multi-objective linear programming problems. Some optimization models in finance are also studied.

Financial Risk Management 1 – MAFE308IU

This course provides students basic concepts, and mathematical tools for quantitative risk management at banking, financial institutions, and insurance. The course focuses mainly on financial market risk, the risk arising from unexpected changes in prices and interest rates. The course also provides toolkits for measuring risk quantifying. Quantitative risk measures, e.g., Value-at-Risk, expected shortfall, interest risk are introduced and studied.

Decision making – MAFE207IU

Decision making is one of the important parts in operations research or management science. Decision making techniques help managers to choose the best alternative based on quantitative criteria. This course provides students with basic knowledge about decision model formulation so that they can make decisions based on the models. This course also provides students with basic knowledge on decision making in the relation to game theory. Concretely, students are supplied with the structure of decision making problems, with or without uncertainty, game theory and decision making, and Project management PERT/CPM.

Financial Econometrics – MAFE314IU

The course will provide students with an understanding and applications of basic econometric methods to effectively analyze financial data, to estimate and test selected financial models in practice.

This course will focus on investigating the relationship between financial variables, modeling and forecasting time series of financial variables, as well as analyzing long-term relationship.

History of Vietnamese Communist Party – PE018IU

The course equips students with basic knowledge about the History of the Communist Party of Vietnam.

Ho Chi Minh’s thoughts – PE019IU

The subject equips students with basic knowledge about subjects, research methods and significance in learning Ho Chi Minh’s thoughts; about the basis, formation process and development of Ho Chi Minh’s thought; about national independence and socialism; about the Communist Party and State of Vietnam; about great national and international solidarity; about culture, ethics, people.

Financial Mathematics 2 – MAFE401IU

This course provides and helps students to understand notions and tools in Mathematics to price derivatives: apply partial differential, integral equations, probability, random processes to solve the pricing problems in finance.

Portfolio management – MAFE402IU

The course will provide students with an introduction to modern portfolio theories and portfolio management strategies, pricing models of financial instruments, evaluation of portfolio risk and return compared to the benchmarks, Capital Asset Pricing Model (CAPM), and other issues in finance.

Research Methods in finance – MAFE403IU

The course will provide students with an understanding and applications of advanced econometric and quantitative methods, to design and conduct empirical research, to answer questions from the real financial world.

More specifically, this course will focus on the complex relationship between financial variables using panel regression, limited dependent variable models and simultaneous equations. Volatility and correlation between financial variables, as well as simulation techniques are also investigated. A roadmap of research methodologies is also provided.

Financial Risk Management 2 – MAFE404IU

This course provides students with advancements in statistical and mathematical tools for quantitative risk management at banking, financial institutions, and insurance. The course aims to utilise state-of- the-art analytics for financial risk management. The course begins with an overall introduction to statistical characterizations of the return of an asset. The course then evolves to discuss volatility modelling and predictive models using time series analysis. It will also discuss Extreme value theory and multivariate risk systems e,g copulas theory for risk assessment. The last topic of the course is mostly dedicated to Analytical value-at-Risk for bonds and options.

Introduction to Operations Research – MAFE405IU

The course supplies some basic knowledge on Operations research with some applications to finance: Advance network flow problems, decision analysis, introduction to game theory, and Project management with applications to economics, business and especially finance.

Parallel computing – MAFE406IU

The course familiarizes students with the jargon of parallel computing, memory architecture, different programming model: threads model, Message Passing model, data parallel model.

Mathematical Economics – MAFE407IU

Main contents: nonlinear optimization, consumption set, use function, welfare market, theory of demand, competitive equilibrium and optimal growth.

Exchange rates and International Finance – MAFE408IU

International Finance plays an important role in the economy, both at macro and micro level. This course provides a thorough foundation of the key concepts in international finance, ranging from exchange rate, foreign exchange market to the balance payments and the world’s history of exchange rate regimes. It then moves to cover very important preliminaries including the concept of purchasing power parity and interest rate parity to set the scene for some models of exchange rate determinations, such as the Mundell-Fleming model and Dornbusch model. The course ends with the discussion about optimum currency areas and monetary union, taking the European Monetary Union (EMU) as a typical example.

Financial Statement analysis and Business evaluation – MAFE412IU

• The course draws on concepts from financial economics, business strategy, accounting, and other business disciplines for evaluating business decisions in a variety of contexts. It will be useful to students planning careers in investment banking, securities analysis, credit analysis, consulting, public accounting, and corporate management.
• The course emphasizes practical Consequently, the majority of the course will be spent analyzing and discussing cases involving real financial statements in real decision contexts. This is supplemented by lecture and discussion of material from the text and articles from the financial press.

Linear Algebra – MAFE104IU

The aim of this course is to provide students with the concepts and techniques to solve linear systems of equations, matrices, determinants, vector spaces, linear transformation, eigenvalues and eigenvectors.

Introduction to Statistics – MAAS220IU

The aim of this course is to introduce students to conceptual understanding, basic tools, language, and interpretation of statistics for applications in social and applied sciences such as economics, business, and actuaries. The course is designed to acquaint students with the terms and basic techniques in statistics and data analysis. Topics include descriptive statistics; graphical and numerical representation of information; data visualization; measures of location, dispersion, position, outliers, and dependence; exploratory data analysis; sampling methods, and index.

Introduction to Machine Learning – MAAS221IU

This course will provide an overview of the fundamentals of machine learning. Students will learn about the type of problems that can be solved, the building blocks and the fundamentals of building models in machine learning. A number of key algorithms will be explored.

Principles of Logistics and Supply Chain Management – IS055IU

This is an introductory course to Logistics and supply chain management (SCM). It provides an overview of fundamental concepts, business processes and models/tools. This course combines SCM business knowledge with analytical thinking and pinpoints the role of SCM relative to other business disciplines. It serves as a roadmap to more in-depth courses on related topics.

Critical Thinking – PE008IU

Critical Thinking studies a process which is indispensable to all educated persons – the process by which we develop and support our beliefs and evaluate the strength of arguments made by others in real-life situations. It includes practice in inductive and deductive reasoning, presentation of arguments in oral and written form. The course also applies the reasoning process to other fields such as business, science, law, social science, ethics, and the arts.

Stochastic Modeling – MAAS318IU

The aim of this course is to provide solid foundations in random processes. This includes basic concepts in stochastic processes, such as the Markov property, and focuses on building a framework to formulate and analyze probabilistic system to understand potential outcomes and inform decision – making.

Regression Models – MAAS320IU

The aim of this course is to provide students with foundations and practical examples of regression models, and also to address specific economics and business problems. The course introduces to students the methods for building and interpreting regression models. Topics include: simple, multiple linear and nonlinear regression models, ordinary least squares, inference for the normal regression model, collinearity, interpretations of main effects, regression models for quantitative and qualitative predictors, model selection and validation.

Statistical Computing – MAAS322IU

The aim of this course is to provide students the tools and techniques to explore random systems and statistical computing using R or Python. It covers the topics: methods for generating random variables, visualization of multivariate data, Monte Carlo (MC) integration, variance and inference, bootstrap and jackknife, and Markov Chain Monte Carlo (MCMC).

Applied Time Series Analysis – MAAS324IU

This course introduces students to the theory and application of time series methods for data that are collected over time. Topics include exploratory data analysis tools, methods for detrending, and seasonal adjustment of data, smoothing techniques including exponential smoothing, modeling and forecasting based on the ARIMA class of models, and ARCH/GARCH models. Students gain hands- on experience of applied time series methods for real data sets using the statistical software.

Predictive Analysis – MAAS325IU

The course is designed to provide students with advanced statistical techniques for predictive modeling with applications in business analytics. The course covers the fundamental concepts of statistical learning and the uses of R programming language. It also provides the transition from the theory of mathematical statistics to predictive analytics and applications in, e.g., business and actuarial science.

Supply Chain Security and Risk Management – IS065IU

This course aims to provide students basic understanding of supply chain risk management, from strategic to operations probabilistic modeling and analytics. The course also equips students with tools and techniques to qualify and quantify strategic risk, financial risk, and operational risks.

Actuarial Mathematics for Life Contingent – MAAS326IU

Mathematical foundations of actuarial science emphasize probability models for life contingencies as the basis for analyzing life insurance and life annuities and determining premiums

Deep Learning – IT157IU

This course helps students understand the capabilities, challenges, and consequences of deep learning and prepare students to participate in the development of leading-edge AI technology.

Bayesian statistics – MAAS410IU

This course provides students an introduction to Bayesian statistical inference, adressing both fundamental and practical aspects of Bayesian methods. Specific problems in economics and business will be considered. The students will start by understanding the difference between classical and Bayesian methods, the treatment of simple models. Topics include: Bayes rule, Bayesian inference for single and multi-parameters models, hierchachical models, hypothesis testing, linear regression and Bayesian computation methods (Markov Chain Monte Carlo, Metropolis-Hastings, and Gibbs Sampling).

Statistical Models for Actuarial Science – MAAS411IU

This course aims to present theoretical and conceptual framework for statistical modelling such as generalized linear models, non – linear models, Poisson regression … with applications in actuary science.

Statistical Methods for Finance – MAAS412IU

The course is designed for students with emphasizing the understanding of significant quantitative methods and statistical techniques for finance and economics. Furthermore, the course also provides the uses of R or Python programming in the financial analysis of financial data.

Data Mining in Supply Chain – IS066IU

An overview of business intelligence in the field of supply chain management and marketing. Addresses how to leverage business intelligence systems to define KPIs, sharpen the accuracy of forecasting and planning, track business activities, and deliver dashboards, scorecards, strategic reporting, and operational/real-time reporting to enhance decision making for supply chain and marketing. SAP business intelligence solution is introduced to illustrate the concepts.

Survey Sampling – MAAS414IU

The aim of this course is to provide students the methods and sampling techniques to the practical aspects of survey problems. The course begins with brief chapters on the role of sample surveys in the modern world. Thereafter, each chapter introduces a sample survey design or estimation procedure followed by describing the pertinent practical problem. The course provides the methodology proposed for solving the problem is described, followed by details of the estimation procedure, including a compact presentation of the formulas needed to complete the analysis. Many practical examples are worked out in complete detail.

Applied Probability Model in Actuarial Science – MAAS415IU

This course focus on applications of probability model for property and casualty insurance. First the course introduces some useful and severity models. Then the course helps students to understand the steps involved in the modelling process and how to carry out these steps in solving business problems.

Multivariate Statistical Analysis – MAAS413IU

The course is designed to provide students with comprehensive methods used in multivariate statistical analysis. Topics introduced and applied include reviewing matrix Algebra, descriptive techniques, multivariate distributions, theory of estimate and testing hypothesis, principle component analysis, especially, Copula theory, and some applications in finance.

Object-Oriented Programming – IT069IU

This subject introduces students to the object-oriented programming from basic notions to professional principles for designing an object-oriented software.

Algorithms and Data Structures – IT013IU

Introduction to data structures and algorithms, including their design, analysis, and implementation.

Introduction to Business Administration – BA115IU

Upon the successful completion of this course students will be able to: Describe concepts that covered in the course such as how changes in the business environment influences on the firm, business ownership, different functions of management; Identify the concept which related to HRM and employees motivation as well as the characteristic of marketing mix; State the ethical requirements of business activities; Hold basic communication skills such as written and verbal communication; Recognize value and beliefs of others from different cultural context.

Summer Internship – MAAS328IU

This syllabus includes an overview of the process of obtaining academic credit fo an internship through IU and an Industry company. It includes information o eligibility, registration, and requirements. Summer Internship is the requiremen course for the BSc. degree in Applied Statistics. It is supervised academically by faculty member and professionally by an internship supervisor in industry.

Graduation Thesis – MAAS420IU

Thesis fulfills the research requirement for the BSc. degree in Applied Statistics. Students will work one-on-one with their thesis advisor and the thesis coordinator to identify times that they will meet and create a plan for communication throughout the process of completing the BSc’s Thesis.