Master's Programme in Mathematics – Financial Mathematics

120 credits

Outline, TMA2M, FINM

A revised version of the outline is available.

Semester 1

Economics: Microeconomic Theory, 7.5 credits (2NE910) Main field(s) of study and in-depth level: Economics A1N
Economics: Financial Theory, 7.5 credits (2NE930) Main field(s) of study and in-depth level: Economics A1F, Financial Mathematics A1N
Economics: Macroeconomic Theory, 7.5 credits (2NE913) Main field(s) of study and in-depth level: Economics A1N
Financial Derivatives, 7.5 credits (1MA209) Main field(s) of study and in-depth level: Financial Mathematics A1N, Mathematics A1N

Introduction to Partial Differential Equations, 5 credits (1MA053) Main field(s) of study and in-depth level: Mathematics A1N
Partial Differential Equations with Applications to Finance, 5 credits (1MA255) Main field(s) of study and in-depth level: Financial Mathematics A1N, Mathematics A1N

Additional courses up to 20 credits can be chosen from the list below and/or be optional courses in National economy.

Markov Processes, 10 credits (1MS012) Main field(s) of study and in-depth level: Mathematics A1N
Analysis of Time Series, 10 credits (1MS014) Main field(s) of study and in-depth level: Financial Mathematics A1N, Mathematics A1N
Scientific Computing III, 5 credits (1TD397) Main field(s) of study and in-depth level: Computational Science A1N, Computer Science A1N, Technology A1N

The student who intends to obtain A Degree of Master (One Year) shall take the following course: Degree project D in Financial Mathematics.

Degree Project D in Financial Mathematics, 15 credits (1MA181) Main field(s) of study and in-depth level: Financial Mathematics A1E

Computational Finance, 5 credits (1TD185) Main field(s) of study and in-depth level: Computational Science A1F, Computer Science A1F, Financial Mathematics A1F
Integration Theory, 10 credits (1MA215) Main field(s) of study and in-depth level: Mathematics A1N
Measure Theory and Stochastic Integration, 5 credits (1MA051) Main field(s) of study and in-depth level: Financial Mathematics A1F, Mathematics A1F
Monte Carlo Methods with Financial Applications, 10 credits (1MA214) Main field(s) of study and in-depth level: Financial Mathematics A1F, Mathematics A1F

Degree Project E in Financial Mathematics, 30 credits (1MA182) Main field(s) of study and in-depth level: Financial Mathematics A2E