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

Eligibility requirements of the Master's program in Financial Mathematics

To be eligible for the programme the student must hold a degree of at least 120 credit points or an equivalent foreign degree. Basic mathematical knowledge should have been obtained on the level of 40 credits in mathematics including 5 credits of mathematical statistics and basic knowledge of differential equations (5 credits level). Students must also have written and verbal command of the English language.