Example Curricula Stochastics
The following curricula provide a guide to a possible study program, but should be viewed as examples only. Within the general rules, they can of course be varied according to personal interests. For more information or in case of specific questions, please contact one of the persons listed below.
Variant A: Financial Mathematics
| Semester | Major | Applied Mathematics | Pure Mathematics | Minor |
|---|---|---|---|---|
| 1 | Advanced Probability Theory | Functional Analysis | Geometry of Manifolds I | |
| 2 | Topics in Financial Mathematics | PDE | Time Series Analysis / Econometrics |
|
| 3 | Seminar | Seminar | Cryptography | Applied Statistics |
| 4 | Master thesis |
For more information, contact F. Biagini
Variant B: Probability Theory
| Semester | Major | Applied Mathematics | Pure Mathematics | Minor |
|---|---|---|---|---|
| 1 | Probability Theory | Functional Analysis | Advanced Algebra | |
| 2 | Spatial Stochastic Processes | PDE | Quantum Groups and Noncommutative Geometry | |
| 3 | Seminar | Seminar | Quantum Mechanics (I or II) | |
| 4 | Master thesis | Thermodynamics and Statistics |
For more information, contact H.-O. Georgii or D. Dürr
Variant C: Statistics
| Semester | Major | Applied Mathematics | Pure Mathematics | Minor |
|---|---|---|---|---|
| 1 | Mathematical Statistics | Functional Analysis | Geometry of Manifolds I | |
| 2 | Advanced Mathematical Statistics | PDE | Resampling Methods | |
| 3 | Seminar | Seminar | Cryptography | Applied Statistics |
| 4 | Master thesis |
For more information, contact F. Merkl