Indicative program
Indicative program of the Mathematical Finance & Risk Analysis Specialization:
| BEFORE THE START OF THE 1 ST SEMESTER (SEPTEMBER OR OCTOBER) | ||
|---|---|---|
| MANDATORY PREPARATORY | COURSE NAME | COMMENTS |
| (The grade in these courses is added to the grade of the corresponding courses of the 1st semester) | Introduction to Mathematics and Statistics1 | For Economic Department graduates (or similar departments) |
| Introduction to Economics2 | For Natural Sciences Department graduates (or similar departments) | |
| 1st Semester | 2nd Semester | ||
|---|---|---|---|
| COURSES | ECTS | COURSES | ECTS |
| Economic – Financial Theory | 6 | Risk Analysis Ι | 6 |
| Introduction to Mathematics of Finance | 6 | Mathematical Finance with Applications in MATLAB IΙ | 6 |
| Distribution Theory and Estimation | 6 | Statistical Inference & Simple Linear Regression | 6 |
| Mathematical Finance with Applications in MATLAB I | 6 | Computational Mathematics – Monte Carlo | 6 |
| MATLAB laboratory | 6 | Excel laboratory | 6 |
| Total | 30 | Total | 30 |
| 3rd Semester | 4th Semester | ||
|---|---|---|---|
| COURSES | ECTS | COURSES | ECTS |
| Numerical Methods and Optimization in Finance | 6 | Data Bases – Intelligent Algorithms | 6 |
| Multivariate Methods and Models | 6 | Elective courses (to choose 3):
|
6 |
| Risk Analysis ΙΙ | 6 | ||
| Stochastic Mathematics Ι | 6 | ||
| Python laboratory | 6 | R laboratory | 6 |
| Total | 30 | Total | 30 |
[1] Corresponding courses: introduction to Mathematical Finance and Statistical inference & Simple Linear Regression
[2] Corresponding course: Economic – Financial Theory