Master's & PhD

MSC in Mathematical Modelling

Course duration
2 years
Applications period
16/08 to 30/11/2021

The Academic Master's Course in Mathematical Modeling presents an integrated, coherent and well-defined formative profile, as it is based on the natural confluence of consolidated areas of knowledge. With an unprecedented approach, the Master's course in Mathematical Modeling integrates the body of knowledge of Computer and Information Sciences to Applied Mathematics, with contexts of applications in the social, economic, biological and health sciences.


The course enables the master's student to develop the ability to analyze scenarios and support decision making in situations of intensive use of data and information, in addition to having the objective of training excellent researchers in the area.


The course enables the master's student to develop the ability to analyze scenarios and support decision making in situations of intensive use of data and information, in addition to having the objective of training excellent researchers in the area.

About the course

Research lines

This line of research began worldwide with the development of Probability and the formal construction of the Brownian Movement in the early 20th century. This is probably one of the areas of mathematics with the most applications in the real world. From a theoretical point of view, we are interested in the study of Stochastic Differential Equations and the incorporation of path-dependence in several aspects of the theory.

In addition, another aspect of this line is the numerical resolution of differential equations, in particular random (RDEs) and stochastic (EDEs). The theory of EDEs and RDEs are themes, at the crossroads of differential equations and stochastic processes, with a wide variety of applications in the modeling of phenomena and practical situations in which the quantities of interest are subject to random disturbances. Since obtaining solutions to these equations is rarely possible, much attention is paid to the construction and study of approximation methods, with good qualitative properties, for their integration and simulation.

The Optimal Control Theory studies Optimization problems whose state variables are subject to differential equations (ordinary or partial) whose dynamics depend on a control variable, while Stochastic Optimization is focused on the study of optimization problems involving uncertainties modeled by a stochastic process. A stochastic optimization problem is usually formulated using conditional risk measures.

In this line of research, mathematical models and methods are studied with a focus on applications in problems of Finance, Economics and Actuarial Sciences. For applications in Finance and Economics, research projects are usually based on techniques involving Stochastic Calculation and/or Partial Differential Equations, whereas applications in Actuarial Sciences, such as Reserves calculation, tend to use statistical regression models or time series.

Mathematical epidemiology is an applied mathematics subject with more than a century of tradition, which incorporates ideas and methods from different branches of mathematics in the representation and analysis of its objects of study.   
At EMAp, the Mathematical Epidemiology group studies how information on how communicable diseases can be treated from a quantitative point of view, differently from the classic statistical techniques well known in the medical field. In addition, the projects require a basic understanding of biological assumptions and the mathematical models that underlie infection models and the tools available today to extract biological information from these models.

In general, this line of research is divided into theoretical, methodological and applied aspects involving data analysis. In particular, EMAp researchers are interested in the following areas of Statistics: Estimation of time series in high dimension; Modeling of non-linear time series; Non-parametric tests; Monte Carlo simulation for Bayesian inference; Statistical inference for stochastic optimization problems averse to risk or neutral risk (central limit theorems, hypothesis tests, non-asymptotic confidence intervals); Nonparametric hypothesis testing using convex optimization techniques.

The objective of this line of research is the exploration and development of objects and research problems through methods originated from the statistical learning of machines (Machine Learning) and its applications in the analysis of structured and unstructured data. This range of empirical objects encompasses numerical, categorical and textual data, images, graphs, time series, among others. It also includes the development of algorithms, languages and methodologies for manipulating these complex databases, in tasks such as classification, regression, learning, identification of clusters, recommendation systems, optimization, extraction and representation of knowledge, modeling knowledge domains, data mining, text mining, visualization, sentiment analysis, high-dimensional data analysis, cryptography.

FGV Main Office

Praia de Botafogo, 190 Rio de Janeiro - RJ. Zip Code: 22250-900 Phone: +55 21 3799-5917 E-mail:

Ombudsman FGV

MSC in Mathematical Modelling


The Masters in Mathematical Modeling at FGV EMAp has as its disciplinary pillars Applied Mathematics and Computer and Information Sciences.

To obtain the title of Master, the student must obtain at least 26 credits, distributed as follows: one referring to the discipline of Scientific Methodology; at least one for participating in the Research Seminar; and at least 24 credits corresponding to other subjects, of which 12 must be from core subjects. A 45-hour course is equivalent to three credits.



In the application form, in addition to personal data and information about their training, applicants must submit a letter describing their reasons for applying for the program and how they intend to apply the knowledge acquired (it is suggested to prepare the text in advance and paste it) in the appropriate field of the form).

The following documents must also be sent:

  • a.    ID;
  • b.    CPF (Brazilian Social Security Number);
  • c.    Passport (foreign applicants);
  • d.    Social Name inclusion form and other documents - see item 5 and annex III;
  • e.    Medical Report (People with Disabilities) - see item 4.1.
  • f.    Curriculum Vitae or Lattes (; (Portuguese website, without translation)
  • g.    School Records for Graduation;
  • h.    School Records for other Postgraduate courses (optional)
  • i.    Result with score and classification in National and/or International Exams, such as ANPAD, ANPEC, GRE, and POSCOMP, carried out since 2016 (optional);


  • a.    Documents must be scanned, saved in "PDF" format, and attached to the Registration Form;
  • b.    The maximum size allowed for uploading each document is 1.5MB;
  • c.    Photos of documents will not be accepted;
  • d.    Documents that have front and back or more than 1 (one) page, must be scanned in a single file (ID, passport, Diploma etc);
  • e.    Illegible, incomplete or non-standard documents will invalidate the candidate's registration.

Candidates should consult the status of the documentation sent through the website, in the Overview menu, in the link Follow-up your Registration. Documents will be verified within 3 (three) business days.


The selection process will be directed by the Coordination of the Master's Program and will be carried out in 3 (three) eliminatory stages:

1st stage - Candidates for the Master's Program in Mathematical Modeling will be selected by a Selection Committee made up of teachers from the Program, according to the criteria specified below:

  1. Document analysis;
  2. Summer Course Performance;
  3. Interview.

The items described in the item - “Selection Criteria” - are eliminatory.

2nd stage - Approval in the Leveling Course (Summer Program) The Summer Program is mandatory and the Selection Committee may indicate you to take one course or both. The Selection Committee will condition the candidate's approval in the Master's Selection Process to the good performance in the Summer Program. The objective of the course is to provide freshmen with a complement to the candidate's academic training in Mathematics and Informatics, favoring learning and academic performance throughout the course. The course lasts 4 (four) weeks with a total workload of 60 (sixty) hours.

Only candidates classified in this stage will be invited to the interview.

Tabela edital mestrado inglês

3rd stage - Interview The selection interviews will take place in the period provided for in the Selection Calendar. Candidates residing in other states will be able to conduct the interview via Skype. The Course Coordination will schedule the interviews. Contact will be held by e-mail or telephone. The candidate must be punctual for the interview. Access to FGV facilities will not be allowed wearing shorts, flip-flops, tank tops, miniskirts, tops or cropped blouses. In no event will there be rescheduling of an interview due to non-compliance with the requirements or any other reasons that prevent the interview from being carried out via Skype, in the case of candidates from other States.


The final result of the Master's Selection will be announced on February 17th, 2020, through an alphabetically ordered list with those selected in the Selection Process. Successful candidates will be contacted by the School of Applied Mathematics - FGV EMAp by phone and/or email and must confirm their intention to enroll with the Academic Records Secretariat - SRA according to the period established in this document.


In order to complete the registration, the candidate must access the Selective Process website -> Results> Pre-registration and schedule the appointment at the Academic Records Secretariat, according to the day and time of your preference.

  • a.    The scheduling period is available in the Calendar;
  • b.    Scheduling must be done in advance, due to the demand of candidates, availability of dates and times;
  • c.    Only duly scheduled candidates will be attended;
  • d.    Candidates who do not comply with the scheduled time or do not present the documentation for registration, as established in the notice, must wait for the availability of the service, in the absence of the next candidate at the time designated for him.

Enrollment will be formalized upon delivery of the following documentation to the SRA – Secretariat of Academic Records:

  • a.    Certified copy of ID;
  • b.    Certified copy of the CPF;
  • c.    Certified copy of Birth or Marriage Certificate, according to marital status; (***)
  • d.    Certified copy of the Graduate Diploma. In the case of a course taken abroad, the document must be presented with Consulatization or apostille, in accordance with the Hague Convention, in addition to the certified translation;
  • e.    2 (two) recent 3x4 photos;
  • f.    Application for Social Name and other documents (item 5);
  • g.    Certified copy of the Medical Report - see item 4.4;
  • h.    Certified copy of Passport with temporary student visa granted by the Brazilian consular authority; (**)
  • i.    Certified copy of RNE; (**)
  • j.    Insurance policy in the minimum amount of EUR 30,000 (thirty thousand euros) or US $ 42,000 (forty two thousand American dollars); (**)
  • k.    Declaration of Subsistence; (**)
  • l.    Registration form completed and signed; (*)
  • m.    Responsibility Term, signed; (*)
  • n.    2 (two) copies of the Educational Services Agreement, signed; (*)
  • o.    Copy of the payment receipt for the 1st installment of the monthly fee or the total amount paid (when the payment is cash).

(*) Available on the Pre-Registration website; (**) Foreign students; (***) In case of a change of the civil name, the identity documents, CPF, and voter registration must be updated, according to the current Certificate.   


The cancellation of enrollment must be made by the contracting party, via a request filed with the SRA - Secretariat for Academic Records. For billing Legal Entities, consult our financial services at the Academic Records Secretariat - SRA. 


During the selection process, the coordination of the Academic Masters in Mathematical Modeling promotes the Open Day, an information session, where candidates interested in the course have the opportunity to get to know the School's facilities, teachers, research programs, in addition to obtaining more detailed information about the program and exchange experiences with students and alumni.

Presentation lecture: November 4th, 2021 at 6pm via Zoom


R$ 33,120.00 in cash, or 3 installments of R$ 11,400.00, or 24 installments of R$ 1,500.00. SCHOLARSHIPS The values and rules for obtaining and maintaining scholarships are subject to the rules established by public funding agencies, in this case, CAPES (Coordination for the Improvement of Higher Education Personnel / Academic Excellence Program).

Partnerships with some private institutions have also made it possible, over the past few years, to provide some additional scholarships.

FGV EMAp may grant subsidies of up to 100% (one hundred percent) of the monthly fee, subject to the availability of resources, according to the classification in the Selection Process. Master's scholarships are renewed on a quarterly basis, based on student progress, performance, and full dedication to the Program.


FGV HEADQUARTERS Praia de Botafogo, 190 - CEP 22250-900, Rio de Janeiro, RJ

COURSE COORDINATION Praia de Botafogo, 190, 5th floor - CEP 22250-900, Rio de Janeiro, RJ Phone: (21) 3799-5917 / 6262 e-mail: Office Hours: Monday to Friday, from 8 am to 5 pm

SECRETARY OF ACADEMIC RECORDS - SRA A / C: Selection Process for the Masters in Mathematical Modeling

Praia de Botafogo, 190 / office 314 - 3rd floor

Zip code 22250-900, Rio de Janeiro, RJ

Phone: (21) 3799-5757


Office Hours: 9 am to 6 pm