Topics you will cover in your studies

Content and structure

On this page, you will find an overview of the compulsory courses in the Master’s Programme in Mathematical Finance. In the first three semesters you will attend courses, whilst the fourth semester is reserved for the master’s thesis.

Plan of study

Theory and Numerics of Partial Differential Equations (9 ECTS credits)

Stochastics II (5 ECTS credits)

Elective (5 ECTS credits)

Seminar (6 ECTS credits)

Accounting Theory (6 ECTS credits)

Time Series Analysis (9 ECTS credits)

Financial Mathematics (9 ECTS credits)

Risk Management (8 ECTS credits)

Bank Management (6 ECTS credits)

Numerics of Stochastic Differential Equations (5 ECTS credits)

Elective (4 ECTS credits)

Seminar (6 ECTS credits)

Portfolio Management (6 ECTS credits)

Financial Econometrics (8 ECTS credits)

Elective (8 ECTS credits)

Master’s thesis (20 ECTS credits)

Mathematics modules

  • Theory and Numerics of Partial Differential Equations
  • Stochastics II
  • Time Series Analysis
  • Financial Mathematics
  • Numerics of Stochastic Differential Equations

Economics modules

  • Financial Econometrics
  • Bank Management
  • Accounting Theory
  • Portfolio Management
  • Risk Management

Electives

You must collect a total of 17 ECTS credits in the electives. To do so, you can complete master’s courses in the Department of Economics as well as the Department of Mathematics and Statistics which are not covered by the other modules. The Standing Examination Committee can approve and announce other subjects.

Seminars

You will complete two seminars on the scale of 6 ECTS credits each, either offered by the Department of Mathematics and Statistics or by the Department of Economics.

Plan of study and module guide