During your BSc training, you are supposed to have completed 45-60 credits of mathematics related coursework.

Our MSc program is for two years (four semesters). You get your degree based on coursework and a thesis. The **coursework** consists of four main parts, with a variable number of credits and exams from each part, depending on your BSc background and individual interest.

- The foundational courses are partly for students with some gaps in their BSc training, to be completed in the first two semesters, offered to all MSc students in the Institute.
- The core courses are shared by the Applied Math MSc specializations at the Mathematics Institute.
- The advanced courses are mostly for Probability and Financial Math specializations, with some overlap.
- Freely chosen courses.

Here is a list of past MSc theses.

Our department is large enough to have a variety of students and facutly to talk to, but small enough so that everyone recieves personal attention. Each MSc student can choose a **mentor** from the faculty who will help with all academic matters, like choosing courses and a thesis advisor.

Below you can find the course descriptions, both in Hungarian and English (in the same file).

## A. Foundational courses

These are the courses you might have done in your BSc training. For instance, Linear algebra, Number theory, Differential equations, Functional analysis, Theory of algorithms, Cryptography and coding theory, Stochastic processes, Ergodic theory and dynamical systems, Statistical program packages 1, Insurance mathematics 1, to name a few.

## B. Core courses

Global optimization

Linear programming

Theoretical computer science

General and algebraic combinatorics

Dynamical systems

Fourier analysis and function series

Partial differential equations 2

Stochastic analysis and applications

Statistics and information theory

Commutative algebra and algebraic geometry

Representation theory

Differential geometry and topology

## C. Advanced courses

Nonparametric statistics

Statistical program packages 2

Markov processes and martingales

Stochastic differential equations

Financial processes

Mathematical modelling seminar 1, 2

### Specialization in probability

Limit- and large deviation theorems of probability theory

Stochastic models

Advanced theory of dynamical systems

### Specialization in financial math

Dynamic programing in financial mathematics

Extreme value theory

Insurance mathematics 2

Multivariate statistics with applications in economy

Analysis of economic time series