The following designations are used:

A1N - Second cycle, has only first-cycle courses as entry requirements, at least 120 credits

A1F - Second cycle, has second-cycle courses as entry requirements

A1E - Second cycle, contains degree project for Master of Arts/Master of Science (60 credits)

A2E - Second cycle, degree project for Master of Arts/Master of Science (120 credits)

Semester 1

2NE831 is a course in economics.

Period 1

• Probability and Martingales, 7.5 of 10 credits (1MS045) Main field(s) of study and in-depth level: Financial Mathematics A1N, Mathematics A1N
• Financial Theory, 7.5 credits (2NE831) Main field(s) of study and in-depth level: Economics A1F, Financial Mathematics A1N

Period 2

• Probability and Martingales, 2.5 of 10 credits (1MS045) Main field(s) of study and in-depth level: Financial Mathematics A1N, Mathematics A1N
• Financial Derivatives, 7.5 credits (1MA209) Main field(s) of study and in-depth level: Financial Mathematics A1N, Mathematics A1N
• Statistical Machine Learning, 5 credits (1RT700) Main field(s) of study and in-depth level: Computer Science A1N, Data Science A1N, Image Analysis and Machine Learning A1N, Mathematics A1N, Technology A1N

Semester 2

Period 3

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

Period 4

• 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:

Period 3

• Markov Processes, 10 credits (1MS012) Main field(s) of study and in-depth level: Mathematics A1N
• Scientific Computing for Partial Differential Equations, 5 credits (1TD354) Main field(s) of study and in-depth level: Computational Science A1N, Computer Science A1N, Technology A1N
• Perspectives on Mathematics, 5 credits (1MA337) Main field(s) of study and in-depth level: Financial Mathematics A1N, Mathematics A1N

Period 4

• Analysis of Time Series, 10 credits (1MS014) Main field(s) of study and in-depth level: Financial Mathematics A1N, Mathematics 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

Semester 3

2NE811 and 1NE814 are courses in economics.

Period 1

• Computational Finance: Pricing and Valuation, 5 credits (1TD186) Main field(s) of study and in-depth level: Computational Science A1N, Computer Science A1N, Financial Mathematics A1N
• Microeconomic Theory, 7.5 credits (2NE811) Main field(s) of study and in-depth level: Economics A1N
• Introduction to Data Science, 5 of 10 credits (1MS041) Main field(s) of study and in-depth level: Computer Science A1N, Data Science A1N, Mathematics A1N

Period 2

• Computer-Intensive Statistics and Applications, 10 credits (1MS049) Main field(s) of study and in-depth level: Computer Science A1N, Data Science A1N, Financial Mathematics A1N, Mathematics A1N
• Macroeconomic Theory, 7.5 credits (2NE814) Main field(s) of study and in-depth level: Economics A1N
• Introduction to Data Science, 5 of 10 credits (1MS041) Main field(s) of study and in-depth level: Computer Science A1N, Data Science A1N, Mathematics A1N

Semester 4

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

Except from the courses above it is also possible to chose courses from the other specialisations and from other programmes within the Faculty of Science and Technology. The student also has access to:

• Selected Topics in Mathematics, 5 credits (1MA045) Main field(s) of study and in-depth level: Mathematics A1F
• Selected Topics in Mathematics, 10 credits (1MA267) Main field(s) of study and in-depth level: Mathematics A1F
• Selected Topics in Mathematical Statistics, 5 credits (1MS011) Main field(s) of study and in-depth level: Mathematics A1N