Aim of the programme
The aim of this programme is to provide students with both firm and comprehensive knowledge, in the theory and practical aspects, in computational mathematics, Mathematical Statistics and Financial mathematics needed for top level scientific, technological and administrative development of African countries. On completion of the programme, students will be ready to embark upon a PhD or take up positions in mathematics related research institutions, in industry or in academia.

Learning Outcomes
By the end of the M.Sc., the students will have a strong and solid foundation in Computational Mathematics, Mathematical Statistics, and Financial Mathematics and have some experience of more focused independent work in one  specific area . They will have some idea of the open research problems in these areas and will be fully qualified and ready to embark on a PhD programme. In particular they will be ideally placed to contribute to scientific, technological and economic development in Africa.

Employment opportunities
The main goal of the programme is to prepare students for PhD programmes and research in Mathematics. Nevertheless, such an in-depth and rigorous programme of study will also equip students who so desire to pursue a career in other areas of research, such as natural sciences or engineering, or to work in finance and business industry.

  Admission Requirements

An applicant should satisfy any of the following requirements:
1.The common regulations for all MSc degrees in the Pan African University/ JKUAT shall apply.
2.A holder of a Bachelors degree with at least upper second Class Honours in Mathematics, Mathematics and Statistics, Mathematics and Computer Sciences, Financial Mathematics or a related field from a University recognized by the University Senate.
3.Other qualifications recognized by the PAU and JKUAT Senate as being equivalent to (2)
4.In addition to meeting one of the requirements above, shortlisted applicants may be required to sit and pass entry tests.


Programme Duration

The duration of study for the degree of Master of Science in Mathematics shall be at least two (2) academic years (18 months) and at most four (4) academic years (36 months) from the date of registration.

Pattern of the Programme
The pattern of study will be by course work, examination and thesis. Students will be required to pass all units each semester. Scores will be given for various activities such as attending lectures and passing examinations, giving seminars, participating in workshops, and carrying out intensive periods of study in specific areas. Some of these activities will be foundational, having the goal of consolidating basic knowledge in fundamental areas of mathematics, while others will allow the student to go deeper into specific topics and become familiar with current research areas.

1. First Year
The first year will largely be devoted to offering a very solid training in fundamentals of mathematics. The basic courses will be supplemented by short courses and seminars on more specialized and advanced topics given by visiting faculty in order to motivate and challenge the students. The importance of both theoretical and practical knowledge will be emphasized by extensive use of exercises and problems to illustrate and clarify theoretical concepts. Towards the end of first year, the students will also write a short essay on some subject under the supervision of a professor.

A full-time candidate shall take and pass all 14 course units, that include an essay unit.

2. Second Year
During the second year, a students may follow some more advanced short courses given by visiting faculty members. These courses will allow them to develop a specialization in certain areas of mathematics and to become familiar with some topics of current cutting -edge research. The students will  write a thesis under the supervision of a professor. The thesis will consist of both reading and understanding a theory, and a practical knowledge of the subject such as developing examples in depth. A full-time candidate shall take all courses offered in his or her area,  including the Master’s thesis.

3. In order to qualify for the award of the degree of Master of Science in Mathematics every candidate must register for and pass all twelve  units,  including an essay and a thesis and passing a defense on the latter.

Examinations
1. Regular Examinations
1.1 Each course unit in the first year, except essay shall be examined at the end of the semester in a three (3) hour written  examination paper.
1.2 The essay unit shall be examined by oral presentation, and by assessing  the  written work. Total mark shall be 100%
1.3 For section  1.1, the written examinations shall constitute 60% of the overall mark in each course, the other 40% shall be made up of continuous assessment.
1.4    The pass mark for each course unit shall be 50%.

2 Supplementary/ Special  Examinations
2.1  A candidate who fails in  not more than two units may, on recommendation of the Board of examiners and with  approval of the Senate, be allowed to sit supplementary examinations in the failed unit(s).
2.2 The maximum mark for any supplementary examinations shall be 50% and shall not include continuous assessment.

3 Discontinuation
3.1 A candidate who fails in more than two (2) course units in the regular examination shall be discontinued.
3.2 A candidate who fails in any of the supplementary units shall be discontinued.

4 Thesis Examinations
Thesis: Proposal, and thesis   shall be  submitted and examined  according to University regulations.

5. Course Distribution
The following are courses to be covered per semester for each student.

Year 1 Semester 1

1.    PAU 3101: Entrepreneurship and Sustainability Management
2.    PAU 3102: Research Methods and Scientific Communication
3.    PUM 3101: Measure, Integration and Probability Theory
4.    PUM 3102: Numerical Methods and Scientific Computing
5.    PUM 3103: Functional Analysis and Differential Equations
6.    PUM 3104:  Algebra

Year 1 Semester 2

Computational Option

  • PUM 3106: Dynamical Systems, Modeling and Simulation
  • PUM 3107: Topology and Differential Geometry
  • PUM 3108: Mathematical Physics
  • PUM 3109: Fluid Mechanics
  • PUM 3110: Numerical Linear Algebra
  • PUM 3117: Essay
Financial Option

  • PUM 3105: Theory of Statistical Inference
  • PUM 3107: Topology and Differential Geometry
  • PUM 3111: Financial Mathematics
  • PUM 3112: Econometrics
  • PUM 3113: Modeling Extreme Financial Risks
  • PUM 3117: Essay
Statistics Option

  • PUM 3105: Theory of Statistical Inference
  • PUM 3107: Topology and Differential Geometry
  • PUM 3114: Non Parametric Methods
  • PUM 3112: Econometrics
  • PUM 3116: Statistical Designs
  • PUM 3117: Essay

Year 2 Semester 1

  1. PAU 3101: History of Africa
  2. PUM 3200: Thesis
  3. Selected Topics in
Computational Option

  • Analysis
  • Geometry
  • Applied Mathematics
  • Computational Fluid Mechanics
  • Numerical Techniques
  • Differential Equations
  • Algebra
Financial Option

  • Statistics of Finance
  • Computational Finance
  • Credit and Portfolio Risk Management
  • Derivatives
  • Monte Carlo Methods
  • Financial Time Series
  • Numerical Differential Equations
 Statistics Option

  • Extreme Value Theory
  • Computational Statistics
  • Design and Analysis of Sample Surveys
  • Design and Analysis of Experiments
  • Probability Theory
  • Time Series
  • Bayesian Statistics

Year 2 Semester 2

  1. PAU 3104: Human Rights and Gender
  2. PUM 3200: Thesis