Graduate university study programme in mathematics (Master level)
Financial Mathematics and Statistics
Year 1
First-year mentor: Dr. Nenad Šuvak, Associate Professor
Compulsory courses:
Code: | M011 |
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Course: | Graphs |
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Semester: | Winter |
Number of classes ~ ECTS: | 2+2+0 ~ 5 |
Teacher: | Dr. Snježana Majstorović, Assistant Professor |
Assistant: | |
Code: | E005 |
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Course: | Macroeconomics |
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Semester: | Winter and Summer |
Number of classes ~ ECTS: | 2+2+0 ~ 4, 2+2+0 ~ 4 |
Teacher: | Dr. Đula Borozan, Full Professor |
Assistant: | |
Code: | M036 |
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Course: | Introduction to Measure Theory |
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Semester: | Winter |
Number of classes ~ ECTS: | 2+2+0 ~ 5 |
Teacher: | Dr. Dragan Jukić, Full Professor |
Assistant: | Dr. Dragana Jankov Maširević, Assistant Professor |
Code: | M052 |
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Course: | Probability |
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Semester: | Winter |
Number of classes ~ ECTS: | 2+2+0 ~ 6 |
Teacher: | Dr. Nenad Šuvak, Associate Professor |
Assistant: | |
Code: | M044 |
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Course: | Stohastic Processes |
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Semester: | Summer |
Number of classes ~ ECTS: | 2+2+0 ~ 6 |
Teacher: | Dr. Nenad Šuvak, Associate Professor |
Assistant: | |
Code: | M045 |
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Course: | Statistics |
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Semester: | Summer |
Number of classes ~ ECTS: | 2+2+1 ~ 6 |
Teacher: | Dr. Mirta Benšić, Full Professor |
Assistant: | |
Code: | M058 |
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Course: | Introduction to Integral Theory |
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Semester: | Summer |
Number of classes ~ ECTS: | 2+2+0 ~ 5 |
Teacher: | Dr. Dragan Jukić, Full Professor |
Assistant: | Luka Borozan |
Number of courses: 8, Number of classes ~ ECTS: 20 ~ 25 (Winter), 17 ~ 21 (Summer)
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::
Code: | I026 |
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Course: | Web Programming and Applications |
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Semester: | Winter |
Number of classes ~ ECTS: | 1+2+0 ~ 4 |
Teacher: | Dr. Ivan Soldo, Assistant Professor |
Assistant: | Petar Taler, Msc |
Code: | I024 |
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Course: | Scientific Computing |
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Semester: | Winter |
Number of classes ~ ECTS: | 2+2+0 ~ 5 |
Teacher: | Dr. Ninoslav Truhar, Full Professor |
Assistant: | |
Code: | I030 |
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Course: | Database Modelling and Design |
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Semester: | Summer |
Number of classes ~ ECTS: | 2+2+0 ~ 6 |
Teacher: | Dr. Slobodan Jelić, Assistant Professor |
Assistant: | Filip Paradžik |
Code: | M059 |
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Course: | Data Clustering and Applications |
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Semester: | Summer |
Number of classes ~ ECTS: | 2+1+1 ~ 5 |
Teacher: | Dr. Rudolf Scitovski, Full Professor |
Assistant: | Dr. Snježana Majstorović, Assistant Professor |
Code: | M053 |
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Course: | Convex Functions |
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Semester: | Summer |
Number of classes ~ ECTS: | 1+1+0 ~ 4 |
Teacher: | Dr. Mihaela Ribičić Penava, Associate Professor |
Assistant: | |
Code: | M020 |
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Course: | Linear Programming |
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Semester: | Summer |
Number of classes ~ ECTS: | 2+2+0 ~ 5 |
Teacher: | Dr. Kristian Sabo, Full Professor |
Assistant: | Filip Paradžik |
Code: | M031 |
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Course: | Metric Spaces |
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Semester: | Summer |
Number of classes ~ ECTS: | 2+2+0 ~ 6 |
Teacher: | Dr. Krešimir Burazin, Associate Professor |
Assistant: | Ivana Crnjac |
Code: | I019 |
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Course: | Algorithm Complexity |
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Semester: | Summer |
Number of classes ~ ECTS: | 2+2+0 ~ 5 |
Teacher: | Dr. Domagoj Matijević, Associate Professor |
Assistant: | Dr. Domagoj Ševerdija, Assistant Professor |
Code: | M048 |
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Course: | Decision Theory |
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Semester: | Summer |
Number of classes ~ ECTS: | 1+0+1 ~ 4 |
Teacher: | Dr. Zoran Tomljanović, Associate Professor |
Assistant: | |
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
Second-year mentor: Dr. Nenad Šuvak, Associate Professor
Compulsory courses:
Code: | E001 |
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Course: | Business Analysis |
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Semester: | Winter |
Number of classes ~ ECTS: | 2+1+1 ~ 4 |
Teacher: | Dr. Nataša Šarlija, Full Professor |
Assistant: | |
Code: | Z001 |
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Course: | Graduate Seminar |
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Semester: | Winter and Summer |
Number of classes ~ ECTS: | 0+0+2 ~ 3, 0+0+2 ~ 3 |
Teacher: | Dr. Ivan Matić, Associate Professor |
Assistant: | |
Code: | M023 |
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Course: | Mathematical Finance |
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Semester: | Winter |
Number of classes ~ ECTS: | 2+1+1 ~ 7 |
Teacher: | Dr. Nenad Šuvak, Associate Professor |
Assistant: | |
Code: | M027 |
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Course: | Practicum in Mathematics |
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Semester: | Winter |
Number of classes ~ ECTS: | 2+0+2 ~ 6 |
Teacher: | Dr. Rudolf Scitovski, Full Professor |
Assistant: | Jurica Maltar |
Code: | M032 |
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Course: | Multivariate Analysis |
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Semester: | Winter |
Number of classes ~ ECTS: | 2+1+1 ~ 6 |
Teacher: | Dr. Mirta Benšić, Full Professor |
Assistant: | |
Code: | M003 |
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Course: | Time Series |
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Semester: | Summer |
Number of classes ~ ECTS: | 2+0+2 ~ 6 |
Teacher: | Dr. Danijel Grahovac, Assistant Professor |
Assistant: | |
Code: | E004 |
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Course: | Financial Markets |
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Semester: | Summer |
Number of classes ~ ECTS: | 2+0+1 ~ 3 |
Teacher: | Dr. Branko Novak, Full Professor |
Assistant: | |
Code: | E009 |
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Course: | Credit Risk Management |
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Semester: | Summer |
Number of classes ~ ECTS: | 2+0+2 ~ 4 |
Teacher: | Dr. Nataša Šarlija, Full Professor |
Assistant: | |
Number of courses: 8, Number of classes ~ ECTS: 18 ~ 26 (Winter), 13 ~ 16 (Summer)
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::
Code: | M025 |
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Course: | Mathematical Models |
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Semester: | Winter |
Number of classes ~ ECTS: | 1+0+1 ~ 3 |
Teacher: | Dr. Dragan Jukić, Full Professor |
Assistant: | |
Code: | M037 |
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Course: | Operational Research |
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Semester: | Winter |
Number of classes ~ ECTS: | 1+0+1 ~ 3 |
Teacher: | Dr. Tomislav Marošević, Assistant Professor |
Assistant: | |
Code: | Z010 |
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Course: | Professional Practice |
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Semester: | Winter |
Number of classes ~ ECTS: | 0+0+2 ~ 4 |
Teacher: | Dr. Domagoj Matijević, Associate Professor, Dr. Nenad Šuvak, Associate Professor |
Assistant: | |
Code: | M028 |
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Course: | Optimization Methods |
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Semester: | Summer |
Number of classes ~ ECTS: | 2+1+1 ~ 6 |
Teacher: | Dr. Ninoslav Truhar, Full Professor |
Assistant: | Dr. Suzana Miodragović |
Code: | I007 |
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Course: | Basics of Artificial Intelligence |
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Semester: | Summer |
Number of classes ~ ECTS: | 2+2+0 ~ 6 |
Teacher: | Dr. Darija Marković, Assistant Professor |
Assistant: | Rebeka Čorić |
Code: | I018 |
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Course: | Computer Laboratory |
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Semester: | Summer |
Number of classes ~ ECTS: | 1+1+1 ~ 3 |
Teacher: | Dr. Zoran Tomljanović, Associate Professor |
Assistant: | |
Code: | E011 |
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Course: | Market Risk Analysis |
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Semester: | Summer |
Number of classes ~ ECTS: | 2+1+0 ~ 3 |
Teacher: | Dr. Ivica Martinjak, Assistant Professor |
Assistant: | |
Course Professional Practice can be registered only with the written approval of the Course holder in the winter or in the summer semester.
Thesis topics are approved at the Department of Mathematics Council session.
Thesis ECTS credits are included in the course Graduate Seminar.