Odjel za matematiku

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
M118Probability4+3+0 ~ 9
M119Stochastic Processes I2+2+0 ~ 6
M008Financial and Actuarial Mathematics2+2+0 ~ 5
E012Macroeconomics I2+2+0 ~ 5
M120Statistics2+2+1 ~ 7
M121Stochastic Processes II2+2+0 ~ 6
E013Macroeconomics II2+2+0 ~ 5
Total 19 ~ 2513 ~ 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 45 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

CodeCourseL+E+S ~ ECTS
WinterSummer
M122Multivariate analysis2+1+1 ~ 7
M123Mathematical Finance2+0+2 ~ 6
E001Business Analysis2+1+1 ~ 4
E009Credit Risk Management2+0+2 ~ 4
M003Time Series2+0+2 ~ 6
MIP001Master Thesis0+0+0 ~ 8
Total 12 ~ 178 ~ 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
MI006Cryptography2+2+0 ~ 6
I064Contemporary topics in computer science2+2+0 ~ 6
I065Randomized algorithms2+2+0 ~ 6
I061Computational Thinking and Programming I2+2+0 ~ 5
I063Computational-Thinking And Programming II2+2+0 ~ 5
I046Modern Database Systems3+3+1 ~ 9
M096Machine Learning3+2+0 ~ 7
M124Advanced concepts in machine learning3+2+1 ~ 8

B

Code Course L+E+S ~ ECTS
M125Selected applications of probability2+0+1 ~ 4
M126Current topics in statistics2+0+2 ~ 5
E004Financial Markets2+0+1 ~ 3
E014Financial asset management2+0+1 ~ 4

C

Code Course L+E+S ~ ECTS
M111Normed spaces2+2+0 ~ 6
M127Measure and Integral3+2+0 ~ 7
M128Linear optimization3+2+1 ~ 8
M129Nonlinear optimization3+2+0 ~ 7
MI005Mathematical aspects of electoral systems1+0+1 ~ 3
M048Decision Theory1+0+1 ~ 4
MI001Graphs and Applications2+2+0 ~ 6
MI007Complex Networks2+2+0 ~ 6
MI002Data Clustering and Applications2+1+1 ~ 5
M109Convex Functions1+1+0 ~ 3

D

Code Course L+E+S ~ ECTS
I040Project Management Basics1+1+0 ~ 4
Z013Internship0+0+2 ~ 4