Master Programme in Financial Mathematics

Prerequisites (completed on the bachelor level):

  • Probability Theory II
  • Introduction to Stochastic Analysis
  • Introduction to Actuarial and Financial Mathematics

Obligatory Courses:

  • Partial Differential Equations I
  • Financial Engineering
  • Portfolio Analysis I
  • Mathematical Models of Derivatives Markets I

Elective Courses (2 from the list below):

  • Mathematical Models of Derivatives Markets II (offered every second year)
  • Optimization II
  • Stochastic Simulations

Master seminar (1 from the list below):

  • Mathematical Models in Finance
  • Mathematical Finance
  • Probability Methods in Finance