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 | ||

M044 | Stohastic Processes | 2+2+0 ~ 6 | |

M045 | Statistics | 2+2+1 ~ 6 | |

M052 | Probability | 2+2+0 ~ 6 | |

M008 | Financial and Actuarial Mathematics | 2+2+0 ~ 5 | |

M011 | Graphs | 2+2+0 ~ 5 | |

M058 | Introduction to Integral Theory | 2+2+0 ~ 5 | |

M036 | Introduction to Measure Theory | 2+2+0 ~ 5 | |

E005 | Macroeconomics | 2+2+0 ~ 4 | 2+2+0 ~ 4 |

Total | 20 ~ 25 | 17 ~ 21 |

In order to earn the mandatory academic year study workload of 60 ECTS credits, students shall choose elective courses from the list below. The courses taken shall not carry less than 25 ECTS credits per semester.

**Elective courses: **

Code | Course | L+E+S ~ ECTS |
---|---|---|

I030 | Database Modelling and Design | 2+2+0 ~ 6 |

M031 | Metric Spaces | 2+2+0 ~ 6 |

M059 | Data Clustering and Applications | 2+1+1 ~ 5 |

M020 | Linear Programming | 2+2+0 ~ 5 |

I032 | Signals and Systems | 2+2+0 ~ 5 |

I019 | Algorithm Complexity | 2+2+0 ~ 5 |

I024 | Scientific Computing | 2+2+0 ~ 5 |

M053 | Convex Functions | 1+1+0 ~ 4 |

E010 | Entrepreneurship | 2+0+1 ~ 4 |

M079 | Applications of Dynamic Systems | 1+1+0 ~ 4 |

M048 | Decision Theory | 1+0+1 ~ 4 |

I026 | Web Programming and Applications | 1+2+0 ~ 4 |

**Criteria for enrolment in Year 2:** a minimum of 45 ECTS credits which must obligatorily include ECTS credits allocated to the following courses: Probability and Financial and Actuarial Mathematics.

### Year 2

Code | Course | L+E+S ~ ECTS | |
---|---|---|---|

Winter | Summer | ||

M023 | Mathematical Finance | 2+1+1 ~ 7 | |

M003 | Time Series | 2+0+2 ~ 6 | |

M027 | Practicum in Mathematics | 2+0+2 ~ 6 | |

M032 | Multivariate Analysis | 2+1+1 ~ 6 | |

E001 | Business Analysis | 2+1+1 ~ 4 | |

E009 | Credit Risk Management | 2+0+2 ~ 4 | |

Z001 | Graduate Seminar | 0+0+2 ~ 3 | 0+0+2 ~ 3 |

E004 | Financial Markets | 2+0+1 ~ 3 | |

Total | 18 ~ 26 | 13 ~ 16 |

In order to earn the mandatory academic year study workload of 60 ECTS credits, students shall choose elective courses from the list below. The courses taken shall not carry less than 25 ECTS credits per semester.

**Elective courses: **

Code | Course | L+E+S ~ ECTS |
---|---|---|

I004 | Cryptography and System Security | 2+2+0 ~ 6 |

M028 | Optimization Methods | 2+1+1 ~ 6 |

I007 | Basics of Artificial Intelligence | 2+2+0 ~ 6 |

M070 | Introduction to Algebraic Topology | 2+0+2 ~ 6 |

Z010 | Professional Practice | 0+0+2 ~ 4 |

M025 | Mathematical Models | 1+0+1 ~ 3 |

M037 | Operational Research | 1+0+1 ~ 3 |

I018 | Computer Laboratory | 1+1+1 ~ 3 |

E011 | Market Risk Analysis | 2+1+0 ~ 3 |

M072 | Introduction to Reliability Theory | 1+0+1 ~ 3 |

Thesis topics are approved at the Department of Mathematics Council session. Thesis ECTS credits are included in the course Graduate Seminar.