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Master in Mathematics

- First year: Essential modern mathematical skills. Specialization via optional activities.

- Second year: Exclusively specialized courses matching the individual student’s professional project - 60 ECTS can be acquired within the following directions:
Download complete course description (PDF)
Download complete course description

Semester 1 (Winter 2020-2021)

Lecture (hours)Exercise (hours)ECTS
TOTAL (mandatory / optional) 0 / 0 0 / 0 0 / 0
Commutative Algebra
[MAMATH-1] 		Module 1.130 15 5
Riemannian Geometry
[MAMATH-124] 		Module 1.145 5
Partial Differential Equations I
[MAMATH-3] 		Module 1.145 5
Probability (Martingale Theory)
[MAMATH-4] 		Module 1.145 5
Student Project
[MAMATH-109] 		Module 1.260 4
Algorithmic Number Theory
[MAMATH-104]   (optional)		 Module 1.230 4
Basics of Discrete Mathematics
[MAMATH-6]   (optional)		 Module 1.230 4
Probabilistic Models in Finance
[MAMATH-9]   (optional)		 Module 1.230 4
Reading Course "complements to commutative algebra"
[MAMATH-125]   (optional)		 Module 1.2 15 1
Reading Course "complements to Riemannian Geometry"
[MAMATH-126]   (optional)		 Module 1.2 15 1
Reading Course "complements to Partial Differential Equations"
[MAMATH-127]   (optional)		 Module 1.2 15 1
Reading Course "complements to Probability (Martingale Theory)"
[MAMATH-128]   (optional)		 Module 1.2 15 1
Allgemeines Deutsch für Anfänger - A1.1
[LC_CAT-93]   (optional)		 Module 1.328 3

Semester 2 (Summer 2019-2020)

Lecture (hours)Exercise (hours)ECTS
TOTAL (mandatory / optional) 0 / 0 0 / 0 0 / 0
Homological Algebra
[MAMATH-50] 		Module 2.145 5
Partial Differential Equations II
[MAMATH-22] 		Module 2.145 5
Student Seminar
[MAMATH-32] 		Module 2.1 60 3
Complex Geometry
[MAMATH-20] 		Module 2.245 5
Probability (Stochastic Analysis)
[MAMATH-23] 		Module 2.245 5
Algebraic Number Theory
[MAMATH-24]   (optional)		 Module 2.330 4
Introduction to Continuous Time Models in Mathematical Finance
[MAMATH-26]   (optional)		 Module 2.330 4
Topics in Graph Theory
[MAMATH-27]   (optional)		 Module 2.330 4
Numerical Analysis
[MAMATH-82]   (optional)		 Module 2.330 4
An introduction to mathematical statistics
[MAMATH-123]   (optional)		 Module 2.330 4

Semester 3 (Winter 2020-2021)

option Financial Mathematics (2020-2021)

Lecture (hours)Exercise (hours)ECTS
TOTAL (mandatory / optional) 0 / 0 0 / 0 0 / 0
Advanced Stochastic Modeling and Financial Applications
[MAMATH-89] 		Module 3.130 5
American options: Optimal Stopping Theory and numerical methods
[MAMATH-75] 		Module 3.130 5
Continuous-Time Stochastic Calculus and Interest Rate Models
[MAMATH-90]   (optional)		 Module 3.130 5
Gaussian processes and applications
[MAMATH-93] 		Module 3.130 5
Numerical Methods in Finance
[MAMATH-39] 		Module 3.122 5
Data Science
[MAMATH-80]   (optional)		 Module 3.230 5
Numerical solution of partial differential equations and applications
[MAMATH-81]   (optional)		 Module 3.2 30 5
Linear Optimization
[MAMATH-103]   (optional)		 Module 3.230 5
Internship in a financial instituation
[MAMATH-115]   (optional)		 Module 3.21 5
Advanced Mathematical Statistics
[MAMATH-131]   (optional)		 Module 3.230 5
Advanced Econometrics
[MSFE-41]   (optional)		 Module 3.245 15 6

option General Mathematics (Winter 2020-2021)

Lecture (hours)Exercise (hours)ECTS
TOTAL (mandatory / optional) 0 / 0 0 / 0 0 / 0
Introduction into Algebraic Geometry
[MAMATH-130]   (optional)		 Module 3.130 5
Riemann Surfaces
[MAMATH-129]   (optional)		 Module 3.130 5
Lie Algebras and Lie Groups
[MAMATH-21]   (optional)		 Module 3.130 5
Combinatorial Geometry
[MAMATH-120]   (optional)		 Module 3.130 5
Numerical solution of partial differential equations and applications
[MAMATH-81]   (optional)		 Module 3.2 30 5
Continuous-Time Stochastic Calculus and Interest Rate Models
[MAMATH-90]   (optional)		 Module 3.230 5
Gaussian processes and applications
[MAMATH-93]   (optional)		 Module 3.230 5
Advanced Mathematical Statistics
[MAMATH-131]   (optional)		 Module 3.230 5
Reading course I (optional)
[MAMATH-113]   (optional)		 Module 3.230 5
Reading course II (optional)
[MAMATH-105]   (optional)		 Module 3.230 5

option Industrial Mathematics (Winter 2020-2021)

Lecture (hours)Exercise (hours)ECTS
TOTAL (mandatory / optional) 0 / 0 0 / 0 0 / 0
Advanced Discretization Methods
[MAMATH-99]   (optional)		 Module 3.130 5
Numerical solution of partial differential equations and applications
[MAMATH-81]   (optional)		 Module 3.1 30 5
Data Science
[MAMATH-80]   (optional)		 Module 3.130 5
Linear Optimization
[MAMATH-103]   (optional)		 Module 3.130 5
Advanced Mathematical Statistics
[MAMATH-131]   (optional)		 Module 3.130 5
Advanced Stochastic Modeling and Financial Applications
[MAMATH-89]   (optional)		 Module 3.230 5
American options: Optimal Stopping Theory and numerical methods
[MAMATH-75]   (optional)		 Module 3.230 5
Continuous-Time Stochastic Calculus and Interest Rate Models
[MAMATH-90]   (optional)		 Module 3.230 5
Gaussian processes and applications
[MAMATH-93]   (optional)		 Module 3.230 5
Numerical Methods in Finance
[MAMATH-39]   (optional)		 Module 3.222 5

Semester 4 (Summer 2019-2020)

option Financial Mathematics (2019-2020)

Lecture (hours)Exercise (hours)ECTS
TOTAL (mandatory / optional) 0 / 0 0 / 0 0 / 0
Stochastic calculus of variations in finance & statistics
[MAMATH-108]   (optional)		 Module 4.130 5
Internship in a financial institution
[MAMATH-114]   (optional)		 Module 4.11 5
SDE and PDE (Solving PDE by Running a Brownian Motion)
[MAMATH-42]   (optional)		 Module 4.130 5
Master Thesis
[MAMATH-7] 		Module 4.21 20

option General Mathematics (Summer 2019-2020)

Lecture (hours)Exercise (hours)ECTS
TOTAL (mandatory / optional) 0 / 0 0 / 0 0 / 0
Infinite-dimensional Lie Algebras
[MAMATH-58]   (optional)		 Module 4.148 5
Siegel modular forms
[MAMATH-107]   (optional)		 Module 4.130 5
SDE and PDE (Solving PDE by Running a Brownian Motion)
[MAMATH-42]   (optional)		 Module 4.130 5
Master Thesis
[MAMATH-30] 		Module 4.2 20

option Industrial Mathematics (Summer 2019-2020)

Lecture (hours)Exercise (hours)ECTS
TOTAL (mandatory / optional) 0 / 0 0 / 0 0 / 0
Internship in Industry including a Master Thesis
[MAMATH-117]   (optional)		 Internship in Industry including a Master Thesis 30
Reading course I: Statistics
[MAMATH-118]   (optional)		 Reading course I: Statistics30 1
Reading course II: Introduction into the theory of queuing processes
[MAMATH-119]   (optional)		 Reading course II: Introduction into the theory of queuing processes30 1