Department Mathematik
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Masterstudiengang Finanz- und Versicherungsmathematik

Studienplan im Masterstudiengang
Finanz- und Versicherungsmathematik
laut Prüfungs- und Studienordnung von 2019

Mit dem -Icon versehene Zeilen sind aufklappbar und beinhalten Empfehlungen für anrechenbare Veranstaltungen der Departments Mathematik, Statistik, BWL, VWL und Informatik in den jeweiligen Modulen.

Alle ausklappen / einklappen Kurz-
bez.
V+Ü
(SWS)
ECTS
1. Fachsemester
Stochastic Calculus and Arbitrage Theory in Continuous Time P1 4+2 9
Dept. Mathematik
  • Stochastic Calculus and Arbitrage Theory in Continuous Time
    (9 ECTS, WS)
Konzepte zum Schätzen und Testen P2 4+2 9
Dept. Statistik
  • Schätzen und Testen I
    (9 ECTS, WS)
Dept. Mathematik
  • Mathematische Statistik
    (9 ECTS, SS)
Mathematisches Seminar A P3 2 3
Dept. Mathematik
  • Seminare zu mathematischen Themen
    (3 ECTS, WS/SS)
Wahlpflichtbereich I: 9 ECTS
Financial Mathematics WP1 2 3
Dept. Mathematik
  • Modellierung und Enterprise Risk Management
    (3 ECTS, WS)
  • Personenversicherungsmathematik
    (3 ECTS, WS)
  • Risikomaße und Portfolio Optimierung
    (3 ECTS, WS)
  • Schadenversicherungsmathematik
    (3 ECTS, WS)
Actuarial Mathematics A WP2 2 3
Dept. Mathematik
  • Modellierung und Enterprise Risk Management
    (WS alle 2 Jahre, 3 ECTS)
  • Personenversicherungsmathematik
    (WS alle 2 Jahre, 3 ECTS)
  • Schadenversicherungsmathematik
    (WS alle 2 Jahre, 3 ECTS)
Elective Topics in Business Administration (Theory) I WP3 2+2 6
Dept. BWL
  • Electronic Markets
    (6 ECTS, WS)
  • Insurance Economics
    (6 ECTS, WS/SS)
  • Quantitative Finance
    (6 ECTS, WS/SS)
Fachspezifische Grundlagen: Finance and Insurance WP4 2+4 9
Dept. BWL
  • Advanced Risk Management
    (9 ECTS, WS)
Microeconomics WP5 2+2 6
Dept. VWL
  • Microeconomics
    (6 ECTS, WS)
Macroeconomics WP6 2+2 6
Dept. VWL
  • Macroeconomics
    (6 ECTS, WS)
Econometrics WP7 2+2 6
Dept. VWL
  • Econometrics
    (6 ECTS, WS)
2. Fachsemester
Numerical Methods in Financial Mathematics P4 4+2 9
Dept. Mathematik
  • Numerical Methods in Financial Mathematics
    (9 ECTS, WS)
Ausgewählte Gebiete der theoretischen Statistik A P5 3+1 6
Dept. Statistik
  • Computational Statistics
    (6 ECTS, WS)
  • Deep Learning
    (6 ECTS, WS)
  • Entscheidungstheorie
    (6 ECTS, SS)
  • Finanzökonometrie: Risk Management
    (6 ECTS, SS)
  • Fortgeschrittene computerintensive Methoden
    (6 ECTS, SS)
  • Generalisierte Regression
    (6 ECTS, WS)
  • Multivariate Verfahren
    (6 ECTS, SS)
Wahlpflichtbereich II: 9 ECTS
Quantitative Risk Management WP8 4+2 9
Dept. Mathematik
  • Quantitative Risk Management
    (9 ECTS, SS)
Fixed Income Markets and Credit Derivatives WP9 4+2 9
Dept. Mathematik
  • Fixed Income Markets and Credit Derivatives
    (9 ECTS, SS)
Wahlpflichtbereich III: 6 ECTS
Finance and Insurance I WP10 2+2 6
Dept. BWL
  • Insurance Economics
    (6 ECTS, SS)
  • Quantitative Finance
    (6 ECTS, SS)
Advanced Topics in Statistics WP11 3+1 6
Dept. Statistik
  • Computational Statistics
    (6 ECTS, WS)
  • Deep Learning
    (6 ECTS, WS)
  • Entscheidungstheorie
    (6 ECTS, SS)
  • Finanzökonometrie: Risk Management
    (6 ECTS, SS)
  • Fortgeschrittene computerintensive Methoden
    (6 ECTS, SS)
  • Generalisierte Regression
    (6 ECTS, WS)
  • Multivariate Verfahren
    (6 ECTS, SS)
Advanced Topics in Computer Science WP12 3+2 6
Dept. Mathematik
  • Mathematics and Application of Machine Learning
    (6 ECTS, SS)
Dept. Informatik
  • Big Data Management and Analytics
    (6 ECTS, WS)
  • Deep Learning and Artificial Intelligence
    (6 ECTS, WS)
  • Grid und Cloud Computing
    (6 ECTS, WS)
  • Informationsvisualisierung
    (6 ECTS, WS)
3. Fachsemester
Praktikum P6 6
Wahlpflichtbereich IV: 24 ECTS
Advanced Topics in Mathematics A WP13 4+2 9
Dept. Mathematik
  • Master-Vorlesung zu math. Themen
    (9 ECTS, WS/SS)
Advanced Topics in Mathematics B WP14 2+2 6
Dept. Mathematik
  • Master-Vorlesung zu math. Themen
    (6 ECTS, WS/SS)
Advanced Topics in Financial Mathematics A WP15 4+2 9
Dept. Mathematik
  • Quantitative Risk Management
    (9 ECTS, SS)
  • Fixed Income Markets and Credit Derivatives
    (9 ECTS, SS)
Advanced Topics in Financial Mathematics B WP16 2+2 6
Dept. Mathematik
  • Convex Stochastic Optimization
    (6 ECTS, WS)
Advanced Topics in Financial Mathematics C WP17 2 3
Dept. Mathematik
  • Risikomaße und Portfolio Optimierung
    (3 ECTS, WS)
  • quantLab Workshops
    (3 ECTS, WS/SS)
Mathematisches Seminar B WP18 2 3
Dept. Mathematik
  • Seminare zu mathematischen Themen
    (3 ECTS, WS/SS)
Actuarial Mathematics B WP19 2 3
Dept. Mathematik
  • Modellierung und Enterprise Risk Management
    (3 ECTS, WS)
  • Personenversicherungsmathematik
    (3 ECTS, WS)
  • Schadenversicherungsmathematik
    (3 ECTS, WS)
Actuarial Mathematics C WP20 2 3
Dept. Mathematik
  • Modellierung und Enterprise Risk Management
    (3 ECTS, WS)
  • Personenversicherungsmathematik
    (3 ECTS, WS)
  • Schadenversicherungsmathematik
    (3 ECTS, WS)
Mathematische Statistik WP21 4+2 9
Dept. Mathematik
  • Mathematische Statistik
    (9 ECTS, SS)
  • Mathematical Statistics and Applications of Machine Learning
    (9 ECTS, WS)
Ausgewählte Gebiete der Wirtschaftsstatistik A WP22 3+1 6
Dept. Statistik
  • Computational Statistics
    (6 ECTS, WS)
  • Deep Learning
    (6 ECTS, WS)
  • Entscheidungstheorie
    (6 ECTS, SS)
  • Finanzökonometrie: Risk Management
    (6 ECTS, SS)
  • Fortgeschrittene computerintensive Methoden
    (6 ECTS, SS)
  • Generalisierte Regression
    (6 ECTS, WS)
  • Multivariate Verfahren
    (6 ECTS, SS)
Advanced Topics in Computer and Data Science A WP23 4+2 9
Dept. Mathematik
  • Mathematical Statistics and Applications of Machine Learning
    (9 ECTS, WS)
  • Computational finance and its object-oriented implementation
    (9 ECTS, WS)
Advanced Topics in Computer and Data Science B WP24 2+2 6
Dept. Mathematik
  • Mathematics and Applications of Machine Learning
    (6 ECTS, WS)
Dept. Informatik
  • Big Data Management and Analytics
    (6 ECTS, WS)
  • Deep Learning and Artificial Intelligence
    (6 ECTS, WS)
  • Grid und Cloud Computing
    (6 ECTS, WS)
  • Informationsvisualisierung
    (6 ECTS, WS)
Elective Topics in Business Administration (Theory) II WP25 2+2 6
Dept. BWL
  • Electronic Markets
    (6 ECTS, WS)
  • Insurance Economics
    (6 ECTS, WS/SS)
  • Quantitative Finance
    (6 ECTS, WS/SS)
Elective Topics in Business Administration (Theory) III WP26 2+2 6
Dept. BWL
  • Electronic Markets
    (6 ECTS, WS)
  • Insurance Economics
    (6 ECTS, WS/SS)
  • Quantitative Finance
    (6 ECTS, WS/SS)
Elective Topics in Business Administration (Applied Theory) I WP27 1+1 3
Dept. Statistik
  • Fortgeschrittene generalisierte Regression
    (3 ECTS, WS)
  • Fortgeschrittene multivariate Verfahren
    (3 ECTS, SS)
  • Multivariate Zeitreihen
    (3 ECTS, SS)
  • Introduction to Machine Learning
    (3 ECTS, WS)
Dept. BWL
  • Aktuelle Entwicklungen in der Altersvorsorge
    (3 ECTS, WS)
Dept. Law
  • Öffentliches Finanzmarktrecht
    (3 ECTS, WS)
Weitere Veranstaltungen aus Wahlpflichtbereichen I & III,
jedoch mindestens 9 ECTS aus WP 13-20
4. Fachsemester
Masterarbeit P7.1 27
Oberseminar zur Masterarbeit P7.2 3