Graduate university study programme in mathematics (Master level) - Financial Mathematics and Statistics

Study programme

Academic title: Master of Mathematics (MMath)

Year 1

CodeCourseL+E+S ~ ECTS
WinterSummer
M044Stohastic Processes 2+2+0 ~ 6
M045Statistics 2+2+1 ~ 6
M052Probability2+2+0 ~ 6 
M008Financial and Actuarial Mathematics2+2+0 ~ 5 
M011Graphs2+2+0 ~ 5 
M058Introduction to Integral Theory 2+2+0 ~ 5
M036Introduction to Measure Theory2+2+0 ~ 5 
E005Macroeconomics2+2+0 ~ 42+2+0 ~ 4
Total 20 ~ 2517 ~ 21

In order to earn the mandatory academic year study workload of 60 ECTS credits, students shall choose elective courses from the list below. The courses taken shall not carry less than 25 ECTS credits per semester.

Elective courses:

Code Course L+E+S ~ ECTS
I030Database Modelling and Design2+2+0 ~ 6
M031Metric Spaces2+2+0 ~ 6
M059Data Clustering and Applications2+1+1 ~ 5
M020Linear Programming2+2+0 ~ 5
I032Signals and Systems2+2+0 ~ 5
I019Algorithm Complexity2+2+0 ~ 5
I024Scientific Computing2+2+0 ~ 5
M053Convex Functions1+1+0 ~ 4
E010Entrepreneurship2+0+1 ~ 4
M079Applications of Dynamic Systems1+1+0 ~ 4
M048Decision Theory1+0+1 ~ 4
I026Web Programming and Applications1+2+0 ~ 4

Criteria for enrolment in Year 2: a minimum of 45 ECTS credits which must obligatorily include ECTS credits allocated to the following courses: Probability and Financial and Actuarial Mathematics.


Year 2

CodeCourseL+E+S ~ ECTS
WinterSummer
M023Mathematical Finance2+1+1 ~ 7 
M003Time Series 2+0+2 ~ 6
M027Practicum in Mathematics2+0+2 ~ 6 
M032Multivariate Analysis2+1+1 ~ 6 
E001Business Analysis2+1+1 ~ 4 
E009Credit Risk Management 2+0+2 ~ 4
Z001Graduate Seminar0+0+2 ~ 30+0+2 ~ 3
E004Financial Markets 2+0+1 ~ 3
Total 18 ~ 2613 ~ 16

In order to earn the mandatory academic year study workload of 60 ECTS credits, students shall choose elective courses from the list below. The courses taken shall not carry less than 25 ECTS credits per semester.

Elective courses:

Code Course L+E+S ~ ECTS
I004Cryptography and System Security2+2+0 ~ 6
M028Optimization Methods2+1+1 ~ 6
I007Basics of Artificial Intelligence2+2+0 ~ 6
M070Introduction to Algebraic Topology2+0+2 ~ 6
Z010Professional Practice0+0+2 ~ 4
M025Mathematical Models1+0+1 ~ 3
M037Operational Research1+0+1 ~ 3
I018Computer Laboratory1+1+1 ~ 3
E011Market Risk Analysis2+1+0 ~ 3
M072Introduction to Reliability Theory1+0+1 ~ 3

Thesis topics are approved at the Department of Mathematics Council session. Thesis ECTS credits are included in the course Graduate Seminar.