Master's programme in Financial Mathematics (181-240) 60 ECTS credits

mathematics financial mathematics mathematical finance master's programme financial mathematics mathematical finance Ljudmila Bordag Albert Shiryaev partial differential equations masters's program random process mathematical statistics mathematics monitoring change-point stockmarket portfolio optimization interacting agents numerical methods Lie algebras pricing foundations financial market examination thesis eligibility requirements

Program overview

Semester 1

Semester 2

Period 1

Period 2

Period 3

Period 4

Geometrical Properties of Differential Equations Applications to Financial Models
L.A. Bordag

Optional courses:

Lie Algebras in Application to Differential Equations K.-J. Bäckström	Mathematical Methods of Portfolio Optimization S. Pickenhain
	Theory of Pricing in Stochastic Financial Models Arbitrage Theory: Fundamental Theorem, Pricing and Evaluation Methods of Optimal Stopping and Free-boundary Problems in Options of American Type A.N. Shiryaev, M. Nechaev

Thesis Project

L.A. Bordag

J.-O. Johansson

M. Nechaev

S. Pickenhain

K.-J. Bäckström

E. Järpe

M. Ehrhardt

Thesis subject propositions (coming soon!)

Numerical Methods in Finance
M. Nechaev and M. Ehrhardt

Differential Equations in Financial Mathematics Valuation of Financial Derivatives
L.A. Bordag

Stochastic Models of Dynamics of Prices
E. Järpe and J.-O. Johansson

Foundations of Financial Markets Structures, Models and Economics of Financial Markets
P.O. Maneschiöld

	Master's Programme in Financial Mathematics

	Credits: 60 (181-240) ECTS	Course coordinator: Ljudmila A. Bordag

	Program syllabus	Application code: HH-13024