Graduate university study programme in mathematics (Master level)

Financial Mathematics and Statistics


 

Year 1

First-year mentor: Dr. Nenad Šuvak, Associate Professor

Compulsory courses:

Code:M008
Course:Financial and Actuarial Mathematics
Semester:Winter
Number of classes ~ ECTS:2+2+0 ~ 5
Teacher:Dr. Mirela Jukić Bokun, Assistant Professor
Assistant:Dr. Mirela Jukić Bokun, Assistant Professor
Code:M011
Course:Graphs
Semester:Winter
Number of classes ~ ECTS:2+2+0 ~ 5
Teacher:Dr. Snježana Majstorović, Associate Professor
Assistant:Dr. Snježana Majstorović, Associate Professor
Code:E005
Course:Macroeconomics
Semester:Winter and Summer
Number of classes ~ ECTS:2+2+0 ~ 4, 2+2+0 ~ 4
Teacher:Dr. Đula Borozan, Full Professor
Assistant:
Code:M036
Course:Introduction to Measure Theory
Semester:Winter
Number of classes ~ ECTS:2+2+0 ~ 5
Teacher:Dr. Dragan Jukić, Full Professor
Assistant:Dr. Dragana Jankov Maširević, Associate Professor
Code:M052
Course:Probability
Semester:Winter
Number of classes ~ ECTS:2+2+0 ~ 6
Teacher:Dr. Nenad Šuvak, Associate Professor
Assistant:Dr. Nenad Šuvak, Associate Professor
Code:M044
Course:Stohastic Processes
Semester:Summer
Number of classes ~ ECTS:2+2+0 ~ 6
Teacher:Dr. Nenad Šuvak, Associate Professor
Assistant:Dr. Nenad Šuvak, Associate Professor
Code:M045
Course:Statistics
Semester:Summer
Number of classes ~ ECTS:2+2+1 ~ 6
Teacher:Dr. Mirta Benšić, Full Professor
Assistant:Dr. Mirta Benšić, Full Professor, Dr. Ivan Papić
Code:M058
Course:Introduction to Integral Theory
Semester:Summer
Number of classes ~ ECTS:2+2+0 ~ 5
Teacher:Dr. Dragan Jukić, Full Professor
Assistant:Dr. Dragana Jankov Maširević, Associate Professor
Number of courses: 8, Number of classes ~ ECTS: 20 ~ 25 (Winter), 17 ~ 21 (Summer)


In order to earn the mandatory academic year study workload of 60 ECTS credits, students shall choose elective courses from the list below.

Elective courses::

Code:M031
Course:Metric Spaces
Semester:Winter
Number of classes ~ ECTS:2+2+0 ~ 6
Teacher:Dr. Krešimir Burazin, Associate Professor
Assistant:Ivana Crnjac
Code:M079
Course:Applications of Dynamic Systems
Semester:Winter
Number of classes ~ ECTS:1+1+0 ~ 4
Teacher:Dr. Ninoslav Truhar, Full Professor
Assistant:Dr. Ninoslav Truhar, Full Professor
Code:I019
Course:Algorithm Complexity
Semester:Winter
Number of classes ~ ECTS:2+2+0 ~ 5
Teacher:Dr. Domagoj Matijević, Associate Professor
Assistant:Dr. Domagoj Ševerdija, Assistant Professor
Code:I026
Course:Web Programming and Applications
Semester:Winter
Number of classes ~ ECTS:1+2+0 ~ 4
Teacher:Dr. Suzana Miodragović, Assistant Professor
Assistant:
Code:I024
Course:Scientific Computing
Semester:Winter
Number of classes ~ ECTS:2+2+0 ~ 5
Teacher:Dr. Ninoslav Truhar, Full Professor
Assistant:Dr. Ninoslav Truhar, Full Professor
Code:I030
Course:Database Modelling and Design
Semester:Summer
Number of classes ~ ECTS:2+2+0 ~ 6
Teacher:Dr. Slobodan Jelić, Assistant Professor
Assistant:Mateja Đumić
Code:M059
Course:Data Clustering and Applications
Semester:Summer
Number of classes ~ ECTS:2+1+1 ~ 5
Teacher:Dr. Rudolf Scitovski, Full Professor
Assistant:Dr. Snježana Majstorović, Associate Professor
Code:M053
Course:Convex Functions
Semester:Summer
Number of classes ~ ECTS:1+1+0 ~ 4
Teacher:Dr. Mihaela Ribičić Penava, Associate Professor
Assistant:Dr. Mihaela Ribičić Penava, Associate Professor
Code:M020
Course:Linear Programming
Semester:Summer
Number of classes ~ ECTS:2+2+0 ~ 5
Teacher:Dr. Ivana Kuzmanović Ivičić, Assistant Professor
Assistant:Dr. Ivana Kuzmanović Ivičić, Assistant Professor
Code:M048
Course:Decision Theory
Semester:Summer
Number of classes ~ ECTS:1+0+1 ~ 4
Teacher:Dr. Dragana Jankov Maširević, Associate Professor
Assistant:Dr. Dragana Jankov Maširević, Associate Professor

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

Second-year mentor: Dr. Nenad Šuvak, Associate Professor

Compulsory courses:

Code:E001
Course:Business Analysis
Semester:Winter
Number of classes ~ ECTS:2+1+1 ~ 4
Teacher:Dr. Nataša Šarlija, Full Professor
Assistant:
Code:Z001
Course:Graduate Seminar
Semester:Winter and Summer
Number of classes ~ ECTS:0+0+2 ~ 3, 0+0+2 ~ 3
Teacher:Dr. Ivan Matić, Associate Professor
Assistant:
Code:M023
Course:Mathematical Finance
Semester:Winter
Number of classes ~ ECTS:2+1+1 ~ 7
Teacher:Dr. Nenad Šuvak, Associate Professor
Assistant:Dr. Nenad Šuvak, Associate Professor
Code:M027
Course:Practicum in Mathematics
Semester:Winter
Number of classes ~ ECTS:2+0+2 ~ 6
Teacher:Dr. Rudolf Scitovski, Full Professor
Assistant:Matea Puvača
Code:M032
Course:Multivariate Analysis
Semester:Winter
Number of classes ~ ECTS:2+1+1 ~ 6
Teacher:Dr. Mirta Benšić, Full Professor
Assistant:Dr. Mirta Benšić, Full Professor
Code:M003
Course:Time Series
Semester:Summer
Number of classes ~ ECTS:2+0+2 ~ 6
Teacher:Dr. Danijel Grahovac, Assistant Professor
Assistant:Dr. Danijel Grahovac, Assistant Professor
Code:E004
Course:Financial Markets
Semester:Summer
Number of classes ~ ECTS:2+0+1 ~ 3
Teacher:Dr. Dražen Koški, Associate Professor
Assistant:
Code:E009
Course:Credit Risk Management
Semester:Summer
Number of classes ~ ECTS:2+0+2 ~ 4
Teacher:Dr. Nataša Šarlija, Full Professor
Assistant:
Number of courses: 8, Number of classes ~ ECTS: 18 ~ 26 (Winter), 13 ~ 16 (Summer)


In order to earn the mandatory academic year study workload of 60 ECTS credits, students shall choose elective courses from the list below.

Elective courses::

Code:I004
Course:Cryptography and System Security
Semester:Winter
Number of classes ~ ECTS:2+2+0 ~ 6
Teacher:Dr. Ivan Soldo, Assistant Professor
Assistant:Dr. Ivan Soldo, Assistant Professor
Code:M025
Course:Mathematical Models
Semester:Winter
Number of classes ~ ECTS:1+0+1 ~ 3
Teacher:Dr. Dragan Jukić, Full Professor
Assistant:Dr. Dragan Jukić, Full Professor
Code:M037
Course:Operational Research
Semester:Winter
Number of classes ~ ECTS:1+0+1 ~ 3
Teacher:Dr. Tomislav Marošević, Associate Professor
Assistant:Dr. Tomislav Marošević, Associate Professor
Code:Z010
Course:Professional Practice
Semester:Winter
Number of classes ~ ECTS:0+0+2 ~ 4
Teacher:Dr. Domagoj Matijević, Associate Professor, Dr. Nenad Šuvak, Associate Professor
Assistant:Jurica Maltar, Dr. Ivan Papić
Code:M028
Course:Optimization Methods
Semester:Summer
Number of classes ~ ECTS:2+1+1 ~ 6
Teacher:Dr. Ninoslav Truhar, Full Professor
Assistant:Dr. Ninoslav Truhar, Full Professor
Code:I007
Course:Basics of Artificial Intelligence
Semester:Summer
Number of classes ~ ECTS:2+2+0 ~ 6
Teacher:Dr. Darija Marković, Associate Professor
Assistant:Dr. Darija Marković, Associate Professor
Code:I018
Course:Computer Laboratory
Semester:Summer
Number of classes ~ ECTS:1+1+1 ~ 3
Teacher:Dr. Zoran Tomljanović, Associate Professor
Assistant:Dr. Zoran Tomljanović, Associate Professor

Course Professional Practice can be registered only with the written approval of the Course holder in the winter or in the summer semester.

Thesis topics are approved at the Department of Mathematics Council session.

Thesis ECTS credits are included in the course Graduate Seminar.