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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 2020-2021)

Vorl. (hours)Übung (hours)ECTS
TOTAL (mandatory / optional) 0 / 0 0 / 0 0 / 0
Commutative Algebra
[MAMATH-1]
  (optional)
Module 1.130 15 5
Riemannian Geometry
[MAMATH-124]
  (optional)
Module 1.145 5
Partial Differential Equations I
[MAMATH-3]
  (optional)
Module 1.145 5
Probability (Martingale Theory)
[MAMATH-4]
  (optional)
Module 1.145 5
Student Project
[MAMATH-109]
Module 1.260 4
Algorithmic Number Theory
[MAMATH-104]
  (optional)
Module 1.230 4
Basics of Discrete Mathematics
[MAMATH-6]
  (optional)
Module 1.230 4
Probabilistic Models in Finance
[MAMATH-9]
  (optional)
Module 1.230 4
Reading Course "complements to commutative algebra"
[MAMATH-125]
  (optional)
Module 1.2 15 1
Reading Course "complements to Riemannian Geometry"
[MAMATH-126]
  (optional)
Module 1.2 15 1
Reading Course "complements to Partial Differential Equations"
[MAMATH-127]
  (optional)
Module 1.2 15 1
Reading Course "complements to Probability (Martingale Theory)"
[MAMATH-128]
  (optional)
Module 1.2 15 1
Allgemeines Deutsch für Anfänger - A1.1
[LC_CAT-93]
  (optional)
Module 1.328 3

Semester 2 (Summer 2020-2021)

Vorl. (hours)Übung (hours)ECTS
TOTAL (mandatory / optional) 0 / 0 0 / 0 0 / 0
Probability (stochastic analysis)
[MAMATH-23]
  (optional)
Module 2.145 5
Homological Algebra
[MAMATH-50]
Module 2.145 5
Partial Differential Equations II
[MAMATH-22]
Module 2.145 5
Graph theory
[MAMATH-132]
  (optional)
Module 2.145 5
Student Seminar
[MAMATH-32]
Module 2.260 4
Algebraic Number Theory
[MAMATH-24]
  (optional)
Module 2.230 4
Introduction to Continuous Time Models in Mathematical Finance
[MAMATH-26]
  (optional)
Module 2.230 4
Numerical Analysis
[MAMATH-82]
  (optional)
Module 2.230 4
An introduction to mathematical statistics
[MAMATH-123]
  (optional)
Module 2.230 4
Reading course "complements to Homological Algebra"
[MAMATH-137]
  (optional)
Module 2.215 1
Reading course "complements to Partial Differential Equation II"
[MAMATH-138]
  (optional)
Module 2.215 1
Reading course "complements to Graph Theory"
[MAMATH-139]
  (optional)
Module 2.215 1
Reading course "complements to Probability (stochastic analysis)
[MAMATH-140]
  (optional)
Module 2.215 1

Semester 3 (Winter 2020-2021)

option Financial Mathematics (2020-2021)

Vorl. (hours)Übung (hours)ECTS
TOTAL (mandatory / optional) 0 / 0 0 / 0 0 / 0
Advanced Stochastic Modeling and Financial Applications
[MAMATH-89]
Module 3.130 5
American options: Optimal Stopping Theory and numerical methods
[MAMATH-75]
Module 3.130 5
Continuous-Time Stochastic Calculus and Interest Rate Models
[MAMATH-90]
  (optional)
Module 3.130 5
Gaussian processes and applications
[MAMATH-93]
Module 3.130 5
Numerical Methods in Finance
[MAMATH-39]
Module 3.122 5
Data Science
[MAMATH-80]
  (optional)
Module 3.230 5
Numerical solution of partial differential equations and applications
[MAMATH-141]
  (optional)
Module 3.2 30 5
Linear Optimization
[MAMATH-103]
  (optional)
Module 3.230 5
Internship in a financial instituation
[MAMATH-115]
  (optional)
Module 3.21 5
Advanced Mathematical Statistics
[MAMATH-131]
  (optional)
Module 3.230 5
Advanced Econometrics
[MSFE-41]
  (optional)
Module 3.245 15 6

option General Mathematics (Winter 2020-2021)

Vorl. (hours)Übung (hours)ECTS
TOTAL (mandatory / optional) 0 / 0 0 / 0 0 / 0
Introduction into Algebraic Geometry
[MAMATH-130]
  (optional)
Module 3.130 5
Riemann Surfaces
[MAMATH-129]
  (optional)
Module 3.130 5
Lie Algebras and Lie Groups
[MAMATH-21]
  (optional)
Module 3.130 5
Combinatorial Geometry
[MAMATH-120]
  (optional)
Module 3.130 5
Continuous-Time Stochastic Calculus and Interest Rate Models
[MAMATH-90]
  (optional)
Module 3.230 5
Numerical solution of partial differential equations and applications
[MAMATH-141]
  (optional)
Module 3.2 30 5
Gaussian processes and applications
[MAMATH-93]
  (optional)
Module 3.230 5
Advanced Mathematical Statistics
[MAMATH-131]
  (optional)
Module 3.230 5
Reading course I (optional)
[MAMATH-113]
  (optional)
Module 3.230 5
Reading course II (optional)
[MAMATH-105]
  (optional)
Module 3.230 5

option Industrial Mathematics (Winter 2020-2021)

Vorl. (hours)Übung (hours)ECTS
TOTAL (mandatory / optional) 0 / 0 0 / 0 0 / 0
Advanced Discretization Methods
[MAMATH-99]
  (optional)
Module 3.130 5
Data Science
[MAMATH-80]
  (optional)
Module 3.130 5
Numerical solution of partial differential equations and applications
[MAMATH-141]
  (optional)
Module 3.1 30 5
Linear Optimization
[MAMATH-103]
  (optional)
Module 3.130 5
Advanced Mathematical Statistics
[MAMATH-131]
  (optional)
Module 3.130 5
Advanced Stochastic Modeling and Financial Applications
[MAMATH-89]
  (optional)
Module 3.230 5
American options: Optimal Stopping Theory and numerical methods
[MAMATH-75]
  (optional)
Module 3.230 5
Continuous-Time Stochastic Calculus and Interest Rate Models
[MAMATH-90]
  (optional)
Module 3.230 5
Gaussian processes and applications
[MAMATH-93]
  (optional)
Module 3.230 5
Numerical Methods in Finance
[MAMATH-39]
  (optional)
Module 3.222 5

Semester 4 (Summer 2020-2021)

option Financial Mathematics (2020-2021)

Vorl. (hours)Übung (hours)ECTS
TOTAL (mandatory / optional) 0 / 0 0 / 0 0 / 0
Internship in a financial institution
[MAMATH-114]
Module 4.11 5
Stochastic calculus of variations in finance & statistics
[MAMATH-108]
Module 4.130 5
SDE and PDE (Solving PDE by Running a Brownian Motion)
[MAMATH-42]
Module 4.130 5
Master Thesis
[MAMATH-7]
Module 4.21 20

option General Mathematics (Summer 2020-2021)

Vorl. (hours)Übung (hours)ECTS
TOTAL (mandatory / optional) 0 / 0 0 / 0 0 / 0
Complex geometry
[MAMATH-136]
Module 4.130 5
K3 Surfaces
[MAMATH-135]
Module 4.130 5
SDE and PDE (Solving PDE by Running a Brownian Motion)
[MAMATH-42]
  (optional)
Module 4.130 5
Master Thesis
[MAMATH-30]
Module 4.2 20

option Industrial Mathematics (Summer 2020-2021)

Vorl. (hours)Übung (hours)ECTS
TOTAL (mandatory / optional) 0 / 0 0 / 0 0 / 0
Internship in Industry including a Master Thesis
[MAMATH-117]
  (optional)
Internship in Industry including a Master Thesis 30
Reading course I: Statistics
[MAMATH-118]
  (optional)
Reading course I: Statistics30 1
Reading course II: Probability theory
[MAMATH-119]
  (optional)
Reading course II: Probability theory30 5