Odjel za matematiku

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

Study programme

Academic title: Master of Mathematics (MMath)

Year I

CodeCourseL+E+S ~ ECTS
WinterSummer
M118Probability4+3+0 ~ 9 
M120Statistics 2+2+1 ~ 7
M119Stochastic Processes I2+2+0 ~ 6 
M121Stochastic Processes II 2+2+0 ~ 6
M008Financial and Actuarial Mathematics2+2+0 ~ 5 
E012Macroeconomics I2+2+0 ~ 5 
E013Macroeconomics II 2+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 II: 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 and Macroeconomics I.


Year II

CodeCourseL+E+S ~ ECTS
WinterSummer
MIP001Master Thesis 0+0+0 ~ 8
M122Multivariate analysis2+1+1 ~ 7 
M003Time Series 2+0+2 ~ 6
M123Mathematical Finance2+0+2 ~ 6 
E001Business Analysis2+1+1 ~ 4 
E009Credit Risk Management 2+0+2 ~ 4
Total 12 ~ 178 ~ 18

To achieve at least 60 ECTS for the academic year, student must take elective courses from the List of elective courses.


The list of elective courses::

FMS - A

Code Course L+E+S ~ ECTS
I046Modern Database Systems3+3+1 ~ 9
M124Advanced concepts in machine learning3+2+1 ~ 8
M096Machine Learning3+2+0 ~ 7
MI006Cryptography2+2+0 ~ 6
I065Randomized algorithms2+2+0 ~ 6
I064Contemporary topics in computer science2+2+0 ~ 6
I061Computational Thinking and Programming I2+2+0 ~ 5
I063Computational-Thinking And Programming II2+2+0 ~ 5

FMS - B

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

FMS - C

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

FMS - D

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