Subjects of MSc in Applied Mathematics

You have to choose successfully completed (or expected to be completed in the given semester) professional subjects which covers 23-25 credits, and among these there should be courses worth of at least 10 credits from each of the blocks. In the final exam, you receive two questions from the chosen subjects (from the two different blocks).

Specialization in Financial Mathematics

Block A

Analysis of Economic Time Series (2)
Extreme Value Theory (3)
Financial Processes (3)
Insurance Mathematics 2 (2)
Macroeconomics and Finance for Mathmeaticians (3)
Time Series Analysis with Applications in Finance (3)

Block B

Advanced Applied Statistics with R (5)
Markov Processes and Martingales (5)
Nonparametric Statistics and Information Theory (3)
Stochastic Analysis (8)
Stochastic Models (5)
Multivariate Statistics (5)

Specialization in Stochastics

Block A

Limit- and Large Deviation Theorems of Probability Theory (5)
Markov Processes and Martingales (5)
Stochastic Analysis (8)
Stochastic Models (5)

Block B

Advanced Applied Statistics with R (5)
Financial Processes (3)
Time Series Analysis with Applications in Finance (3)
Markov Decision Processes and Reinforcement Learning (3)
Multivariate Statistics (5)
Nonparametric Statistics and Information Theory (3)

It may happen that the linked topics are old, outdated or missing. In this case, the topics can be replaced after consultation with the subject instructor.
all topics