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| 27 | 28 | 29 | 30 | 31 | ||
| View month events | ||||||
Director of the Major in Quantitative Finance: |
|
Courses | 1st semester | 2nd semester | 3rd semester | 4th semester | Credits |
Foundation courses (for students with B.Sc. in Mathematics) |
|
|
|
| 14 |
Microeconomics | 2+2 |
|
|
| 4 |
Macroeconomics | 2+2 |
|
|
| 4 |
Corporate Finance | 3+2 |
|
|
| 6 |
Foundation courses (for students with B.A./B.Sc. in Economics/Business) |
|
|
|
| 14 |
Probability Theory and Statistics | 3+0 |
|
|
| 3 |
Probability Theory and Statistics Practice | 0+2 |
|
|
| 3 |
Functional Analysis | 2+0 |
|
|
| 2 |
Functional Analysis Practice | 0+2 |
|
|
| 2 |
Differential Equations | 2+0 |
|
|
| 2 |
Differential Equations Practice | 0+2 |
|
|
| 2 |
Specialized courses |
|
| 47 | ||
Time Series Analysis |
| 2+0 |
|
| 2 |
Time Series Analysis Practice |
| 0+2 |
|
| 3 |
Investments | 2+4 |
|
|
| 7 |
Financial Econometrics |
|
| 2+2 |
| 4 |
Stochastic Processes |
| 3+0 |
|
| 3 |
Stochastic Processes Practice |
| 0+2 |
|
| 3 |
Multivariate Statistical Modeling | 2+2 |
|
|
| 4 |
Multivariate Statistical Methods |
| 4+0 |
|
| 4 |
Fundamentals of Insurance | 2+0 |
|
|
| 2 |
Insurance Economics |
|
| 3+0 |
| 3 |
Insurance and Financial Law |
| 2+0 |
|
| 2 |
Life Insurance | 2+0 |
|
|
| 2 |
Life Insurance Practice | 0+2 |
|
|
| 3 |
Operational Research Methods |
|
|
| 2+2 | 5 |
Advanced specialized courses | 34 | ||||
Empirical Finance |
|
| 0+2 |
| 3 |
Financial Risk Management |
|
| 2+2 |
| 5 |
Modelling Price Behaviour |
|
| 2+2 |
| 5 |
Quantitative Finance |
|
| 2+4 |
| 6 |
Credit Risk |
|
|
| 0+2 | 3 |
Mathematics of Financial Processes |
| 4+0 |
|
| 4 |
Mathematics of Financial Processes Practice |
| 0+3 |
|
| 4 |
Interest Rate Models |
|
|
| 3+0 | 4 |
Thesis Seminar/Thesis | 15 | ||||
Elective courses | 10 | ||||
Total | 120 |
Last modified: 2013.03.07.



