Semester 1

The three first courses are courses in economics.

Period 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

Period 2

• 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

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 III, 5 credits (1TD397) Main field(s) of study and in-depth level: Computational Science A1N, Computer Science A1N, Technology 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

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
• Computational Finance: Calibration and Estimation, 5 credits (1TD188) Main field(s) of study and in-depth level: Computational Science A1N, Computer Science A1N, Financial Mathematics A1N

The course 1TD186 is given odd years and the course 1TD188 even years.

• Integration Theory, 10 credits (1MA215) Main field(s) of study and in-depth level: Mathematics A1N

Period 2

• 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

Semester 4

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

Excpet from the courses above it is also possible to chose courses from the other specialisations and from other programmes. 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