## Module Handbook

• Dynamischer Default-Fachbereich geändert auf MAT

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

## [MAT-88.B84-SG]

Department [MAT] Mathematik [M.Sc.] Master (M.Sc.) (88) Actuarial and Financial Mathematics (B84) M.Sc. Actuarial and Financial Mathematics [MAT-88.B84-SG] [NORM] Active

Core Modules (non specialised)

## Section Actuarial and Financial Mathematics

P P P P P MAT-60-17-M-4 Probability Concepts for Financial Markets in WiSe/SuSe EN 3.0 CP MAT-61-19-M-7 Non-Life Insurance Mathematics in WiSe EN 9.0 CP MAT-61-18-M-7 Life Insurance Mathematics in SuSe EN 4.5 CP MAT-61-11-M-7 Financial Mathematics in SuSe EN 9.0 CP MAT-61-SEM-M-7 Seminar Actuarial and Financial Mathematics in WiSe/SuSe EN 3.0 CP
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 WP WP WP WP MAT-62-11-M-7 Mathematical Statistics in WiSe EN 9.0 CP MAT-62-13-M-7 Financial Statistics irreg. EN 4.5 CP MAT-60-14-M-6 Monte Carlo Algorithms irreg. SuSe EN 9.0 CP MAT-61-14-M-7 Computational Finance irreg. EN 4.5 CP MAT-80-11A-M-4 Numerics of ODE in WiSe EN 4.5 CP MAT-80-11B-M-4 Introduction to PDE in WiSe EN 4.5 CP MAT-81-11-M-7 Numerical Methods for Elliptic and Parabolic PDE in SuSe EN 9.0 CP MAT-80-13A-M-4 Introduction to Neural Networks irreg. EN 4.5 CP MAT-62-21-M-7 Statistical Learning and Selected Applications irreg. EN 4.5 CP MAT-62-22-M-7 Statistical Learning for Anomaly Detection and Change-Point Analysis irreg. EN 4.5 CP MAT-50-12-M-4 Nonlinear Optimization in SuSe EN 9.0 CP MAT-70-11-M-4 Functional Analysis in SuSe EN 9.0 CP
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 WP WP WP WP WIW-FE-INS-M-7 Insurance Economics in SuSe EN 4.5 CP WIW-FE-CUC-M-7 Choice under Uncertainty in WiSe EN 4.5 CP WIW-IOE-VT-M-7 Contract Theory in SuSe EN 4.5 CP WIW-FE-DFM-M-7 Dynamics of Financial Markets in SuSe EN 4.5 CP WIW-MAK-ECB-M-7 Economics of Banking in SuSe EN 4.5 CP WIW-FUB-BM2-M-7 Bank Management II: Bank Analysis and Management in WiSe/SuSe DE 4.5 CP WIW-FUB-INV-M-7 Investment analysis in WiSe DE 4.5 CP WIW-FUB-KAM-M-7 Investment Management in WiSe/SuSe DE 4.5 CP WIW-FUB-RIS-M-7 Risk Management in SuSe DE 4.5 CP
Specialisation

## Section Specialisation Actuarial and Financial Mathematics

 P P P MAT-61-12A-M-7 Specialization Actuarial and Financial Mathematics in WiSe EN 9.0 CP MAT-61-RC-M-7 Reading Course Advanced Topics in Actuarial and Financial Mathematics in WiSe/SuSe EN 6.0 CP MAT-61-PROJ-M-7 Project Seminar Advanced Modelling in Actuarial and Financial Mathematics in WiSe/SuSe DE/EN 6.0 CP
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.
Thesis

## Section Master Thesis

 P MAT-MA-FVM-M-7 Master Thesis (M.Sc. AFM) in WiSe/SuSe DE/EN 30.0 CP