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

Section Specialisation Actuarial and Financial Mathematics

P MAT-61-12A-M-7
Specialization Actuarial and Financial Mathematics
in WiSe EN 9.0 CP
P MAT-61-RC-M-7
Reading Course Advanced Topics in Actuarial and Financial Mathematics
in WiSe/SuSe EN 6.0 CP
P 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.
Keine Module eingebunden
Thesis

Section Master Thesis

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