Graduate university study programme in mathematics (Master level) - Financial Mathematics and Statistics
Study programme
Academic title: Master of Mathematics (MMath)
Year 1
| Code | Course | L+E+S ~ ECTS | |
|---|---|---|---|
| Winter | Summer | ||
| M118 | Probability | 4+3+0 ~ 9 | |
| M119 | Stochastic Processes I | 2+2+0 ~ 6 | |
| M008 | Financial and Actuarial Mathematics | 2+2+0 ~ 5 | |
| E012 | Macroeconomics I | 2+2+0 ~ 5 | |
| M120 | Statistics | 2+2+1 ~ 7 | |
| M121 | Stochastic Processes II | 2+2+0 ~ 6 | |
| E013 | Macroeconomics II | 2+2+0 ~ 5 | Total | 19 ~ 25 | 13 ~ 18 |
In order to earn the mandatory academic year study workload of 60 ECTS credits, students shall choose elective courses from the list below.
Criteria for enrolment in Year 2: a minimum of 40 ECTS credits which must obligatorily include ECTS credits allocated to the following courses: Probability, Stochastic Processes I, Financial and Actuarial Mathematics, Macroeconomics I.
Year 2
| Code | Course | L+E+S ~ ECTS | |
|---|---|---|---|
| Winter | Summer | ||
| M122 | Multivariate analysis | 2+1+1 ~ 7 | |
| M123 | Mathematical Finance | 2+0+2 ~ 6 | |
| E001 | Business Analysis | 2+1+1 ~ 4 | |
| E009 | Credit Risk Management | 2+0+2 ~ 4 | |
| M003 | Time Series | 2+0+2 ~ 6 | |
| MIP001 | Master Thesis | 0+0+0 ~ 8 | Total | 12 ~ 17 | 8 ~ 18 |
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
A
| Code | Course | L+E+S ~ ECTS |
|---|---|---|
| MI006 | Cryptography | 2+2+0 ~ 6 |
| I064 | Contemporary topics in computer science | 2+2+0 ~ 6 |
| I065 | Randomized algorithms | 2+2+0 ~ 6 |
| I061 | Computational Thinking and Programming I | 2+2+0 ~ 5 |
| I063 | Computational-Thinking And Programming II | 2+2+0 ~ 5 |
| I046 | Modern Database Systems | 3+3+1 ~ 9 |
| M096 | Machine Learning | 3+2+0 ~ 7 |
| M124 | Advanced concepts in machine learning | 3+2+1 ~ 8 |
B
| Code | Course | L+E+S ~ ECTS |
|---|---|---|
| M125 | Selected applications of probability | 2+0+1 ~ 4 |
| M126 | Current topics in statistics | 2+0+2 ~ 5 |
| E004 | Financial Markets | 2+0+1 ~ 3 |
| E014 | Financial asset management | 2+0+1 ~ 4 |
| M144 | Statistical learning | 2+0+3 ~ 7 |
C
| Code | Course | L+E+S ~ ECTS |
|---|---|---|
| M111 | Normed spaces | 2+2+0 ~ 6 |
| M127 | Measure and Integral | 3+2+0 ~ 7 |
| M128 | Linear optimization | 3+2+1 ~ 8 |
| M129 | Nonlinear optimization | 3+2+0 ~ 7 |
| MI005 | Mathematical aspects of electoral systems | 1+0+1 ~ 3 |
| M048 | Decision Theory | 1+0+1 ~ 4 |
| MI001 | Graphs and Applications | 2+2+0 ~ 6 |
| MI007 | Complex Networks | 2+2+0 ~ 6 |
| MI002 | Data Clustering and Applications | 2+1+1 ~ 5 |
| M109 | Convex Functions | 1+1+0 ~ 3 |
D
| Code | Course | L+E+S ~ ECTS |
|---|---|---|
| I040 | Project Management Basics | 1+1+0 ~ 4 |
| Z013 | Internship | 0+0+2 ~ 4 |