Search
 

Download our brochure
Home // Studies // FSTM // Master in Ma... // Programme
Imprimer

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 2019-2020)

Lecture (hours)Exercise (hours)ECTS
TOTAL (mandatory / optional) 0 / 0 0 / 0 0 / 0
Commutative Algebra
[MAMATH-1] 		Module 1.130 15 5
Differential Geometry
[MAMATH-2] 		Module 1.145 5
Student Project
[MAMATH-109] 		Module 1.160 2
Partial Differential Equations I
[MAMATH-3] 		Module 1.245 5
Probability (Martingale Theory)
[MAMATH-4] 		Module 1.245 5
Algorithmic Number Theory
[MAMATH-104]   (optional)		 Module 1.330 4
Basics of Discrete Mathematics
[MAMATH-6]   (optional)		 Module 1.330 4
Discrete and Polyhedral Geometry
[MAMATH-84]   (optional)		 Module 1.330 4
Introduction to Programming
[MAMATH-100]   (optional)		 Module 1.330 4
Probabilistic Models in Finance
[MAMATH-9]   (optional)		 Module 1.330 4
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 5

Semester 3 (Winter 2019-2020)

option Financial Mathematics (2019-2020)

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] 		Module 3.130 5
Gaussian processes and applications
[MAMATH-93] 		Module 3.130 5
Numerical Methods in Finance
[MAMATH-39] 		Module 3.130 5
Advanced Econometrics
[MSFE-41]   (optional)		 Module 3.245 15 6
Data Science
[MAMATH-80]   (optional)		 Module 3.230 5
Finite Element Method
[MAMATH-81]   (optional)		 Module 3.2 30 5
Internship in a financial instituation
[MAMATH-115]   (optional)		 Module 3.21 5
Linear Optimization
[MAMATH-103]   (optional)		 Module 3.230 5

option General Mathematics (Winter 2019-2020)

Lecture (hours)Exercise (hours)ECTS
TOTAL (mandatory / optional) 0 / 0 0 / 0 0 / 0
Algebraic Geometry and Number Theory
[MAMATH-97] 		Module 3.130 5
Geometric Methods in Mathematical Physics
[MAMATH-98] 		Module 3.130 5
Lie Algebras and Lie Groups
[MAMATH-21] 		Module 3.130 5
Combinatorial Geometry
[MAMATH-120]   (optional)		 Module 3.130 5
Finite Element Method
[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
Reading course I:
[MAMATH-113]   (optional)		 Module 3.230 5
Reading course II:
[MAMATH-105]   (optional)		 Module 3.230 5

option Industrial Mathematics (Winter 2019-2020)

Lecture (hours)Exercise (hours)ECTS
TOTAL (mandatory / optional) 0 / 0 0 / 0 0 / 0
Advanced Discretization Methods
[MAMATH-99] 		Module 3.130 5
Data Science
[MAMATH-80] 		Module 3.130 5
Finite Element Method
[MAMATH-81] 		Module 3.1 30 5
Linear Optimization
[MAMATH-103] 		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 3.230 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] 		Internship in Industry including a Master Thesis 30
Reading course I: Statistics
[MAMATH-118] 		Reading course I: Statistics30 5
Reading course II: TBA
[MAMATH-119] 		Reading course II: TBA30 5