Contents
The Graduate Diploma in Mathematics for Financial Instruments is taught over one academic year (late September to late May), and covers the following subject areas.
- Financial products and markets
- Insurance and finance
- Finance strategies, programming
- Time series
- Multivariate extreme value statistics
- Programming
- Econometrics
- Stochastic calculus
- Equations in partial derivatives
- Management of portfolios, risks and derivatives
| Subject | Credits | Type |
|---|---|---|
Introduction to finance |
10 ECTS |
Obligatory |
Basic Mathematics and programming |
10 ECTS |
Obligatory |
Advanced Mathematics |
10 ECTS |
Obligatory |
Professional management |
10 ECTS |
Obligatory |
Itinerary
The Graduate Diploma in Mathematics for Finance is part of the Master's Degree in Mathematics for Finance (1107).