MSc in Probability or Financial Math in Budapest QR code

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.

  1. 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.
  2. The core courses are shared by the Applied Math MSc specializations at the Mathematics Institute.
  3. The advanced courses are mostly for Probability and Financial Math specializations, with some overlap.
  4. 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