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:

Semester 1 (Winter 2021-2022)

		Lecture (hours)	Exercise (hours)	ECTS
TOTAL (mandatory / optional)		0 / 0	0 / 0	0 / 0
Computational Science 2 [F1_BAINFOR-47] (optional)	Mathematics 1	28	28	4
Commutative Algebra [MAMATH-165] (optional)	Mathematics 1	30	30	8
Riemannian Geometry [MAMATH-166] (optional)	Mathematics 1	30	30	8
Partial Differential Equations I [MAMATH-167] (optional)	Mathematics 1	30	30	8
Algorithmic Number Theory [MAMATH-104] (optional)	Mathematics 1	30		4
Basics of Discrete Mathematics [MAMATH-6] (optional)	Mathematics 1	30		4
Probabilistic Models in Finance [MAMATH-168] (optional)	Mathematics 1	45		6
Student Project [MAMATH-109] (optional)	Mathematics 1	0		4
Numerical Analysis [MAMATH-169] (optional)	Mathematics 1		45	6
Probability (Stochastic Analysis) [MAMATH-170] (optional)	Mathematics 1	30	15	6
Discrete-time stochastic processes [MAMATH-171] (optional)	Mathematics 1	30	15	6
Mathematical Statistics [MA_DS-1] (optional)	Mathematics 1	60	30	5
Introduction to Graph Theory [MA_DS-8] (optional)	Mathematics 1	30		3

Semester 2 (Summer 2021-2022)

		Lecture (hours)	Exercise (hours)	ECTS
TOTAL (mandatory / optional)		0 / 0	0 / 0	0 / 0
Resampling methods and estimator selection [MA_DS-10] (optional)	Mathematics 2	60		5
High Dimensional Statistics [MA_DS-11] (optional)	Mathematics 2	60		5
Advanced Statistics [MA_DS-15] (optional)	Mathematics 2	60		5
Algebraic Topology [MAMATH-150] (optional)	Mathematics 2	60		8
Riemann Surfaces [MAMATH-151] (optional)	Mathematics 2	30	30	8
Advanced Stochastic Models and Financial Applications [MAMATH-89] (optional)	Mathematics 2	30		5
Numerical Methods for Variational Problems [MAMATH-152] (optional)	Mathematics 2		30	5
Numerical solution of partial differential equations and applications [MAMATH-153] (optional)	Mathematics 2		45	6
Student seminar [MAMATH-154] (optional)	Mathematics 2	30		2
Algebraic Number Theory [MAMATH-155] (optional)	Mathematics 2	45		6
Partial Differential Equations II [MAMATH-156] (optional)	Mathematics 2	30	30	8
Advanced Graph Theory [MAMATH-157] (optional)	Mathematics 2	45		6
Continuous Time Models in Mathematical Finance [MAMATH-158] (optional)	Mathematics 2	30	30	8

Semester 3 (Winter 2021-2022)

option Financial Mathematics (2021-2022)

		Lecture (hours)	Exercise (hours)	ECTS
TOTAL (mandatory / optional)		0 / 0	0 / 0	0 / 0
Student Group Project [MAMATH-144] (optional)	Financial Mathematics 3	0		2
Stochastic Analysis on Manifolds [MAMATH-149] (optional)	Financial Mathematics 3	30		5
Advanced Stochastic Modelling [MAMATH-89] (optional)	Financial Mathematics 3	30		5
Advanced Discretization Methods [MAMATH-99] (optional)	Financial Mathematics 3	30		5
Advanced Econometrics [QTECOFIN-2] (optional)	Financial Mathematics 3	45	15	6
American options: Optimal Stopping Theory and numerical methods [MAMATH-75] (optional)	Financial Mathematics 3	30		5
Data Science [MAMATH-80] (optional)	Financial Mathematics 3	30		5
Intelligent Systems - Problem Solving [MICS2-38] (optional)	Financial Mathematics 3	20	10	3
Numerical solution of partial differential equations and applications [MAMATH-81] (optional)	Financial Mathematics 3		30	5
Continuous-Time Stochastic Calculus and Interest Rate Models [MAMATH-90] (optional)	Financial Mathematics 3	30		5
Gaussian processes and applications [MAMATH-93] (optional)	Financial Mathematics 3	30		5
Numerical Methods in Finance [MAMATH-39] (optional)	Financial Mathematics 3	30		5
Internship in a financial institution [MAMATH-115] (optional)	Financial Mathematics 3	1		5

option General Mathematics (Winter 2021-2022)

		Lecture (hours)	Exercise (hours)	ECTS
TOTAL (mandatory / optional)		0 / 0	0 / 0	0 / 0
Student Group Project [MAMATH-144] (optional)	General Mathematics 3	0		2
Arithmetic Geometry [MAMATH-147] (optional)	General Mathematics 3	45		6
Stochastic Analysis on Manifolds [MAMATH-149] (optional)	General Mathematics 3	30		5
Advanced Stochastic Modelling [MAMATH-89] (optional)	General Mathematics 3	30		5
Advanced Discretization Methods [MAMATH-99] (optional)	General Mathematics 3	30		5
Data Science [MAMATH-80] (optional)	General Mathematics 3	30		5
Numerical solution of partial differential equations and applications [MAMATH-81] (optional)	General Mathematics 3		30	5
Continuous-Time Stochastic Calculus and Interest Rate Models [MAMATH-90] (optional)	General Mathematics 3	30		5
Lie Algebras and Lie Groups [MAMATH-173] (optional)	General Mathematics 3	45		6
Combinatorial Geometry [MAMATH-174] (optional)	General Mathematics 3	30	15	6
Gaussian processes and applications [MAMATH-93] (optional)	General Mathematics 3	30		5

option Industrial Mathematics (Winter 2021-2022)

		Lecture (hours)	Exercise (hours)	ECTS
TOTAL (mandatory / optional)		0 / 0	0 / 0	0 / 0
Student Group Project [MAMATH-144] (optional)	Industrial Mathematics 3	0		2
Arithmetic Geometry [MAMATH-147] (optional)	Industrial Mathematics 3	45		6
Selected Topics in Industrial Mathematics 1 [MAMATH-148] (optional)	Industrial Mathematics 3	30		4
Advanced Discretization Methods [MAMATH-99] (optional)	Industrial Mathematics 3	30		5
Advanced Stochastic Modelling [MAMATH-89] (optional)	Industrial Mathematics 3	30		5
American options: Optimal Stopping Theory and numerical methods [MAMATH-75] (optional)	Industrial Mathematics 3	30		5
Data Science [MAMATH-80] (optional)	Industrial Mathematics 3	30		5
Numerical solution of partial differential equations and applications [MAMATH-81] (optional)	Industrial Mathematics 3		30	5
Continuous-Time Stochastic Calculus and Interest Rate Models [MAMATH-90] (optional)	Industrial Mathematics 3	30		5
Intelligent Systems - Problem Solving [MICS2-38] (optional)	Industrial Mathematics 3	20	10	3
Lie Algebras and Lie Groups [MAMATH-173] (optional)	Industrial Mathematics 3	45		6
Combinatorial Geometry [MAMATH-174] (optional)	Industrial Mathematics 3	30	15	6
Gaussian processes and applications [MAMATH-93] (optional)	Industrial Mathematics 3	30		5
Numerical Methods in Finance [MAMATH-39] (optional)	Industrial Mathematics 3	30		5

Semester 4 (Summer 2021-2022)

option Financial Mathematics (2021-2022)

		Lecture (hours)	Exercise (hours)	ECTS
TOTAL (mandatory / optional)		0 / 0	0 / 0	0 / 0
Master Thesis [MAMATH-30]	Master Thesis	0		20
Master Thesis with Internship [MAMATH-161]	Master Thesis with Internship	1		30
Abelian Varieties [MAMATH-159] (optional)	Financial Mathematics 4	30		5
Stochastic Riemannian Geometry [MAMATH-160] (optional)	Financial Mathematics 4	30		5
Internship in a company [MAMATH-114] (optional)	Financial Mathematics 4	1		5
Complex geometry [MAMATH-138] (optional)	Financial Mathematics 4	30		5
Optimisation for Computer Science [MICS2-17] (optional)	Financial Mathematics 4	45		5

option General Mathematics (Summer 2021-2022)

		Lecture (hours)	Exercise (hours)	ECTS
TOTAL (mandatory / optional)		0 / 0	0 / 0	0 / 0
Abelian Varieties [MAMATH-159] (optional)	General Mathematics 4	30		5
Stochastic Riemannian Geometry [MAMATH-160] (optional)	General Mathematics 4	30		5
Complex geometry [MAMATH-138] (optional)	General Mathematics 4	30		5
Optimisation for Computer Science [MICS2-17] (optional)	General Mathematics 4	45		5
Master Thesis [MAMATH-30]	Master Thesis	0		20

option Industrial Mathematics (Summer 2021-2022)

		Lecture (hours)	Exercise (hours)	ECTS
TOTAL (mandatory / optional)		0 / 0	0 / 0	0 / 0
Abelian Varieties [MAMATH-159] (optional)	Industrial Mathematics 4	30		5
Stochastic Riemannian Geometry [MAMATH-160] (optional)	Industrial Mathematics 4	30		5
Complex geometry [MAMATH-138] (optional)	Industrial Mathematics 4	30		5
Optimisation for Computer Science [MICS2-17] (optional)	Industrial Mathematics 4	45		5
Master Thesis with Internship [MAMATH-117] (optional)	Master Thesis with Internship			30
Master Thesis [MAMATH-30]	Master thesis	0		20