Module Handbook

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Course of Study "Actuarial and Financial Mathematics" (M.Sc.)

Department [MAT] Mathematik
Degree [M.Sc.] Master (M.Sc.)
(88)
Course of Study Actuarial and Financial Mathematics
(B84)
State [NORM] Active
Short Name, Number M.Sc. Actuarial and Financial Mathematics
[MAT-88.B84-SG]
Additional informations

Core Modules (non specialised)

Section Actuarial and Financial Mathematics

P MAT-60-17-M-4 Probability Concepts for Financial Markets
3.0 LP
P MAT-61-19-M-7 Non-Life Insurance Mathematics
9.0 LP
P MAT-61-18-M-7 Life Insurance Mathematics
4.5 LP
P MAT-61-11-M-7 Financial Mathematics
9.0 LP
P MAT-61-SEM-M-7 Seminar Actuarial and Financial Mathematics
3.0 LP
Core Modules (non specialised)

Section Statistics and Computational Methods

In this section, elective modules with a total of 18-21 credit points (CP) must be completed. At least 9 CP must be completed for one of the following modules: [MAT-62-11-M-7], [MAT-60-14-M-6], [MAT-61-14-M-7], [MAT-62-13-M-7].

The additional credit points can be earned, in particular, for the modules listed below. With the approval of the examination board, also other modules from the field of statistics and computer-aided methods (which are part of the Master's degree programmes of the Department of Mathematics) are permitted.

WP MAT-62-11-M-7 Mathematical Statistics
9.0 LP
WP MAT-62-13-M-7 Financial Statistics
4.5 LP
WP MAT-60-14-M-6 Monte Carlo Algorithms
9.0 LP
WP MAT-61-14-M-7 Computational Finance
4.5 LP
WP MAT-80-11A-M-4 Numerics of ODE
4.5 LP
WP MAT-80-11B-M-4 Introduction to PDE
4.5 LP
WP MAT-81-11-M-7 Numerical Methods for Elliptic and Parabolic PDE
9.0 LP
WP MAT-62-21-M-7 Statistical Learning and Selected Applications
4.5 LP
WP MAT-50-12-M-4 Nonlinear Optimization
9.0 LP
WP MAT-70-11-M-4 Functional Analysis
9.0 LP
Core Modules (non specialised)

Section Financial Economics

In this section, the compulsory module [WIW-FE-INS-M-7] and further elective modules with a total workload of 9 credit points (CP) from the specialisation area "Financial Economics" or "Financial and Bank Management" of the Master's degree programmes of the Department of Business Studies and Economics have to be completed. As elective modules, in particular, the modules listed below can be chosen. With the approval of the examination board, other modules may also be permitted.
P WIW-FE-INS-M-7 Insurance Economics
4.5 LP
WP WIW-FE-CUC-M-7 Choice under Uncertainty
4.5 LP
WP WIW-IOE-VT-M-7 Contract Theory
4.5 LP
WP WIW-FE-DFM-M-7 Dynamics of Financial Markets
4.5 LP
WP WIW-MAK-ECB-M-7 Economics of Banking
4.5 LP
WP WIW-FUB-BM2-M-7 Bank Management II: Bank Analysis and Management
4.5 LP
WP WIW-FUB-INV-M-7 Investment analysis
4.5 LP
WP WIW-FUB-KAM-M-7 Investment Management
4.5 LP
WP WIW-FUB-RIS-M-7 Risk Management
4.5 LP
Specialisation

Section Specialisation Actuarial and Financial Mathematics

P MAT-61-12A-M-7 Specialization Actuarial and Financial Mathematics
9.0 LP
P MAT-61-RC-M-7 Reading Course Advanced Topics in Actuarial and Financial Mathematics
6.0 LP
P MAT-61-PROJ-M-7 Project Seminar Advanced Modelling in Actuarial and Financial Mathematics
6.0 LP
Free Elective Area

Section Free Elective Area

In this section, modules from TUK's offer with a total of 9 - 12 CP must be completed. In particular, the following are permitted:
  • further mathematical modules from the Master's programme in mathematics,
  • further modules in business and economical sciences,
  • soft skills modules.
Keine Module eingebunden
Thesis

Section Master Thesis

P MAT-MA-FVM-M-7 Master Thesis (M.Sc. AFM)
30.0 LP