Since the 2019 curriculum, the Master's program in Financial and Actuarial Mathematics includes a financial mathematics elective course as part of the "Advanced Financial Mathematics" module.
Modul "Advanced Financial Mathematics"
Courses of the modul:
ECTS/h.
4,0 / 2,0 VO Stochastik analysis in financial and actuarial mathematics 2
2,0 / 1,0 UE Stochastik analysis in financial and actuarial mathematics 2
4,0 / 3,0 VU Interest rate models and derivatives
4,0 / 3,0 VU Credit risk models and derivatives
3,0 / 2,0 An elective course in financial mathematicsYou must choose an elective course with financial mathematics content offered by the Research Unit of Financial and Actuarial Mathematics. If this course is worth more than 3 ECTS credits, the number of ECTS credits available for free electives will be reduced accordingly.
Since there have been some questions and misunderstandings, here is an overview of course assignments from recent years. (If any courses are missing or unclear, please contact the FAM office or the dean of studies:
- Courses eligible for credit as electives in financial mathematics:
- AKFVM Introduction to Financial Networks (VU, 105.762, 2023S, Korbel)
- AKFVM AKSTA AKINF Machine Learning Methods and Data Analytics in Finance and Insurance (VU, 105.712, lastly 2023S, Shevchenko)
- AKFVM Rough volatility models (VO, 105.703, zuletzt 2022S, Gerhold)
- AKFVM Stochastic Analysis in Financial and Actuarial Mathematics 4 (VO, 105.742, lastly 2022S, Schmock)
- AKFVM Stochastic Analysis in Financial and Actuarial Mathematics 4 (UE, 105.743, lastly 2022S, Schmock)
- AKANA AKFVM AKNUM AKWTH Monte-Carlo Methods (VU, 105.734, 2021W, Yang)
- AKFVM Machine Learning in Finance (VO, 105.732, 2021S, Klein & Yang)
- AKFVM Stochastic Analysis in Financial and Actuarial Mathematics 3 (VO, 105.603, lastly 2021W, Schmock)
- AKFVM Stochastic Analysis in Financial and Actuarial Mathematics 3 (UE, 105.631, lastly 2021W, Schmock)
- AKFVM Limit order book and high frequency trading (VO, 105.688, lastly 2021W, Rheinländer)
- AKFVM Poisson Point Processes (VO, 105.672, zuletzt 2017W, Rheinländer)
- Large Deviations with Applications in Actuarial and Financial Mathematics (VO, 105.167, lastly 2021S, Gerhold)
- AKFVM AKSTA AKINF Machine Learning Methods and Data Analytics in Risk and Insurance (VU, 105.702, 2018S, Peters & Shevchenko)
- AKFVM Selected topics in stochastic control theory (VO, 105.713, lastly 2019W, Klein & Yang)
- AKFVM-AKNUM Computational Finance (VO, 101.726, lastly 2022W, Jüngel)
- AKFVM-AKNUM Computational Finance (UE, 101.727, 2020W, lastly 2022W, amongst others Jüngel)
- Courses NOT eligible for credit:
- AKFVM Implementation of stochastic methods in financial and actuarial mathematics (VU, 105.661, lastly 2022W&2023W, Gartner & Predota)
- AKFVM Bank steering and risk controlling (VO, 105.635, zuletzt 2020W, Gruber & Predota)
- AKOEK/AKFVM Selected topics in econometrics, finance and insurance (SE, 105.673, every winter semester, Hubalek & Scherrer)
- AKFVM Selected topics in stochastics (SE, 105.029, every semester, diverse lecturers)
- AKFVM Seminar in Mathematical Finance and Probability (SE, 105.674,every semester, diverse lecturers)
- AKFVM Practice of Financial and Actuarial Mathematics (VU, 105.159, lastly 2022S, Gerhold and diverse lecturers)
- AKFVM Insurance business management 2 (VU, 105.062, every winter semester, Wittmann)
- Courses from the specialization in actuarial mathematics (Advances life insurance mathematics, Statistical methods in insurance, Actuarial Modeling, International financial reporting, Social security law)