Department of Engineering
Dean:Dr. Ármann Gylfason
Email:ru@ru.is
Website:http://www.ru.is/tvd
TeachersView
MSc in Financial Engineering
Semesters:4
Years:2
ETCS:120
About majorFjármálaverkfræði er þverfagleg grein sem samþættir fjármálafræði við verkfræðilegar aðferðir, stærðfræðileg líkön, tölfræði, aðgerðagreiningu og hagnýta tölvunarfræði. Nám í fjármálaverkfræði hentar þeim sem hafa áhuga á t.d. áhættustýringu, afleiðuviðskiptum eða fjárstýringu. MSc námið er mótað að kröfum Verkfræðingafélags Íslands um fullnaðarmenntun í verkfræði.
Learning OutcomesView
Education cycle2
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Mandatory course on majorTeaching language
Optional course on majorPrerequisites for course
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Vorönn/Spring 2024
More infoEnergy Financial AssessmentElectiveSE-833-FA2ECTS 6
More infoEngineering OptimizationElectiveT-423-ENOPECTS 6
More infoSleepElectiveT-424-SLEEECTS 6
More infoDecision Analysis for ManagementElectiveT-603-AKVAECTS 6
More infoInternship in Engineering IElectiveT-706-INT1ECTS 6
More infoInternship in Engineering IIElectiveT-706-INT2ECTS 6
More infoSystems BiologyElectiveT-765-SYBIECTS 8
More infoProject Management and Strategic PlanningElectiveT-803-VERKECTS 8
More infoDerivatives and risk managementCoreT-814-DERIECTS 8
More infoCreating a Complete Business Plan for a Technical Idea - Entrepreneurship and the Innovation ProcessElectiveT-814-INNOECTS 8
More infoModern Trends in Financial EngineeringElectiveT-816-MTFEECTS 8
More infoTissue Engineering and BiomaterialsElectiveT-828-TISSECTS 8
More infoGraduate Research Opportunities IElectiveT-829-GRO1ECTS 6
More infoFinite Element Analysis in EngineeringElectiveT-844-FEMMECTS 8
More infoNeural EngineeringElectiveT-863-NEURECTS 8
More infoWind PowerElectiveT-863-WINDECTS 8
More infoPower System OperationElectiveT-867-POSYECTS 8
More infoStability and Control in Electric Power SystemsElectiveT-867-STABECTS 8
More infoProtection Philosophy for Smart-GridsElectiveT-868-PROTECTS 8
More infoMSc ThesisCoreT-899-MEISECTS 30
More infoMSc ThesisElectiveT-900-MEISECTS 30
More infoMSc thesis IIElectiveT-901-MEI2ECTS 30
More infoBusiness Process ManagementElectiveV-716-BPMAECTS 7,5
More infoEntrepreneurial FinanceElectiveV-733-ENTRECTS 7,5
More infoBusiness Intelligence and AnalyticsElectiveV-784-REK5ECTS 7,5
More infoEntrepreneurship and Starting New VenturesElectiveX-204-STOFECTS 6
More infoExchange StudiesElectiveX-699-EXCHECTS 30
Sumar/Summer 2024
More infoGraduate Research Opportunities IElectiveT-829-GRO1ECTS 6
More infoExchange StudiesElectiveX-699-EXCHECTS 30
Haustönn/Fall 2024
More infoSpecial Topics in Energy IElectiveSE-801-STEECTS 1
More infoEnergy EconomicsElectiveSE-805-EC1ECTS 6
More infoSpecial Topics in Energy IIIElectiveSE-806-STEECTS 6
More infoEmbedded System ProgrammingElectiveT-738-EMBEECTS 8
More infoSimulation IIElectiveT-806-SIMUECTS 6
More infoQuality ManagementElectiveT-807-QUALECTS 6
More infoApplying Models in ManagementElectiveT-808-NOLIECTS 8
More infoData Mining and Machine LearningCoreT-809-DATAECTS 8
More infoOptimization MethodsCoreT-810-OPTIECTS 8
More infoApplied ProbabilityCoreT-811-PROBECTS 8
More infoFinancial Engineering of the FirmCoreT-814-FINAECTS 8
More infoManaging Research and Development - Methods and ModelsElectiveT-814-PRODECTS 8
More infoFixed Income and Interest Rate ModellingCoreT-815-FIXEECTS 8
More infoAdvanced Biomechanics IIElectiveT-828-BIOMECTS 8
More infoEnergy in Industrial ProcessesElectiveT-863-EIIPECTS 8
More infoNumerical fluid flow and heat transferElectiveT-864-NUFFECTS 8
More infoPrecision Machine DesignElectiveT-865-MADEECTS 8
More infoHigh Voltage EngineeringElectiveT-866-HIVOECTS 8
More infoSmart-Grid and Sustainable Power SystemsElectiveT-867-GRIDECTS 8
More infoComputer Vision ApplicationsElectiveT-869-COMPECTS 6
More infoMSc ThesisCoreT-899-MEISECTS 30
More infoMSc ThesisElectiveT-900-MEISECTS 30
More infoMSc thesis IIElectiveT-901-MEI2ECTS 30
More infoExchange StudiesElectiveX-699-EXCHECTS 30
Vorönn/Spring 2025
More infoSleepElectiveT-424-SLEEECTS 6
More infoDecision Analysis for ManagementElectiveT-603-AKVAECTS 6
More infoInternship in Engineering IElectiveT-706-INT1ECTS 6
More infoInternship in Engineering IIElectiveT-706-INT2ECTS 6
More infoRobust and Adaptive Control, with Aerospace ApplicationElectiveT-738-CONTECTS 8
Year
1. yearPrint
SemesterSpring 2025
Level of courseFirst cycle - Advanced / Second cycle - Introductory
Type of courseElective
PrerequisitesT-501-REGL, Feedback Control Systems
ScheduleTaught for 12 weeks.
Lecturer
No lecturer found.
Content
Level of course: 3. Undergraduate (First cycle), advanced / 4. Graduate (Second cycle), introductory.
Type of course: Elective.  Recommended elective in mechatronics engineering, electric power engineering.
Prerequisites (mandatory):  Feedback Control Systems (T-501-REGL).This course covers theoretical development and practical applications of formal methods in robust and optimal linear control, robust stability analysis, Lyapunov stability theory, and model reference adaptive control (MRAC). Throughout the course, case studies are presented to illustrate key design steps and the benefits of applying robust and adaptive control methodologies to aircraft design. Initially, general aviation background is also discussed.Reading material:  Lavretsky & Wise, Robust and Adaptive Control with Aerospace Applications, Springer 2013.
Learning outcome - Objectives
Having completed this course, you should be familiar with the equations of motion describing aircraft flight dynamics, be able to explain them using your own word, and to simplify them in order to make them suitable for control design. Moreover, you should be able to identify whether a system is suitable for the application of the presented methods and to apply them. They are
  • command tracking using linear quadratic regulators (LQR),
  • projective control,
  • linear quadratic Gaussian control with loop transfer recovery (LQG/LTR),
  • and MRAC.
Finally, you should be able to explain and apply Lyapunov stability theory to the analysis of nonlinear systems.
Course assessment

Reading material
No reading material found.
Teaching and learning activities

Language of instructionEnglish
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More infoDerivatives and risk managementCoreT-814-DERIECTS 8
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More infoModern Trends in Financial EngineeringElectiveT-816-MTFEECTS 8
More infoTissue Engineering and BiomaterialsElectiveT-828-TISSECTS 8
More infoFinite Element Analysis in EngineeringElectiveT-844-FEMMECTS 8
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More infoMSc ThesisCoreT-899-MEISECTS 30
More infoMSc ThesisElectiveT-900-MEISECTS 30
More infoMSc thesis IIElectiveT-901-MEI2ECTS 30