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.
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.