Modules

626 modules

Master's Thesis1

Master's ThesisNo ratings for this module yet.You work on an independent scientific question from financial mathematics, actuarial mathematics, risk management, econometrics or economics. In the end you can independently develop a subfield, evaluate possible solution approaches and present the results in a fachlich precise written and oral form.30 ECTSno date this semesterMA6019

A1.3 Stochastics30

Large DeviationsNo ratings for this module yet.A1.3.1 Modules in Probability TheoryYou will learn the theory of large deviations, which describes how unlikely events occur in probability models and how quickly their probabilities decay. In the end you will be able to apply fundamental techniques of large-deviation theory and understand applications such as for sums of random variables and empirical distributions.5 ECTSruns this semesterMA5417Random Graphs and NetworksNo ratings for this module yet.A1.3.1 Modules in Probability TheoryYou will learn models of random graphs and how they describe real networks. The focuses are Erdős–Rényi models, generalized random graphs, the configuration model and preferential-attachment models as well as proof techniques for the number of components, degree distribution and distances.5 ECTSruns this semesterMA5436Statistical LearningNo ratings for this module yet.A1.3.2 Modules in StatisticsYou learn the basics and advanced methods of supervised and unsupervised statistical learning. In the end you will be able to understand and apply models for regression and classification, use techniques for dimensionality reduction and cluster analysis, and follow probabilistic formulations of learning problems while designing new algorithms.6 ECTSruns this semesterMA4802all 30 in A1.3 Stochastics

Academic Achievements431

1.000+ ProjektwocheNo ratings for this module yet.Interdisciplinary CoursesYou work in an interdisciplinary student team for one week directly with a company partner (SME or industry) on a real operational question. In the end you can assess operational processes and corporate culture, apply innovation processes, develop practically oriented solution strategies, and work across disciplines.3 ECTSruns this semesterCIT643002Deutsch als Fremdsprache A1.1No ratings for this module yet.Interdisciplinary CoursesIn diesem Modul erwirbst du Grundkenntnisse in Deutsch als Fremdsprache (GER A1). Du lernst alltägliche Ausdrücke, einfaches Vokabular und grundlegende Grammatik, um dich z. B. beim Einkaufen, im Restaurant oder im öffentlichen Verkehr zurechtzufinden. Am Ende kannst du dich vorstellen, Fragen zur Person stellen und beantworten sowie einfache Alltagssituationen mündlich und schriftlich bewältigen.4 ECTSruns this semesterSZ0337Deutsch als Fremdsprache A2.2No ratings for this module yet.Interdisciplinary CoursesDu erwirbst Grundkenntnisse in Deutsch als Fremdsprache auf Niveau A2. Du lernst, dich in einfachen, routinemäßigen Alltagssituationen (z. B. Reisen, Arztbesuch, Wohnungssuche, Beruf, Freizeit) zurechtzufinden, vertraute Themen zu verstehen und selbst kurze Texte und Mitteilungen zu verfassen.6 ECTSruns this semesterSZ0304all 431 in Academic Achievements

A1.4 Mathematics128

Numerik der DifferentialgleichungenNo ratings for this module yet.A1.4.1 Modules in NumericsYou will learn numerical methods for solving ordinary and simple partial differential equations. Topics include stiff and non-stiff initial value problems, fundamentals of boundary value problems, and methods such as finite differences, finite elements, and spectral methods (focus on 1D, elliptic problems partly in 2D). By the end you will be able to understand, assess and apply basic algorithms on the computer as well as estimate discretization errors.9 ECTSruns this semesterMA3301Mathematical Models in BiologyNo ratings for this module yet.A1.4.1 Modules in NumericsYou learn how dynamic and stochastic models are constructed and applied in biology. The module covers, among other things, linear compartment models, Markov chains, birth–death and branching processes, as well as age- and space-structured populations. In the end you will be able to compare different modeling approaches and choose the appropriate model level for a biological system.9 ECTSruns this semesterMA3601Computational Plasma PhysicsNo ratings for this module yet.A1.4.1 Modules in NumericsYou will learn numerical methods for solving and applying models from plasma physics. The focus is on the discretization of partial differential equations (e.g., Poisson, conservation and kinetic equations) and the implementation of these procedures in Python. In the end you will be able to derive an appropriate numerical method for a concrete model, implement it, and test and verify the code.5 ECTSruns this semesterMA4304all 128 in A1.4 Mathematics

A1.5 Management25

Asset ManagementNo ratings for this module yet.In this module you will learn the theoretical foundations of asset management as well as practical applications to solve typical tasks (e.g., portfolio optimization). By the end you will be able to apply risk and utility concepts, optimize portfolios under different constraints, use basic asset-pricing models, and measure portfolio performance.6 ECTSruns this semesterWI000231Management AccountingNo ratings for this module yet.Du lernst Methoden der Kostenplanung, Kostenkontrolle und der Kosten‑ und Erlösrechnung kennen und anwenden. Schwerpunkte sind Grenzplankosten‑ und Deckungsbeitragsrechnung, relative Einzelkostenrechnung, Prozesskostenrechnung/Activity Based Costing und Target Costing sowie die Abstimmung kurzfristiger Kostenrechnung mit Investitionsrechnung.6 ECTSruns this semesterWI000233Banking and Risk ManagementNo ratings for this module yet.The module conveys the fundamentals of banking business, regulation and risk measurement, as well as basic knowledge on financial derivatives. You will learn how banks operate, why bank regulation and central banks are important, how futures and options are valued, and how different risk measures work and can be categorized.3 ECTSruns this semesterWI000092all 25 in A1.5 Management

Area of Concentration17

Financial Mathematics 1No ratings for this module yet.Mathematical FinanceYou will learn the fundamentals of mathematical finance in discrete time: pricing and valuation of derivatives in one- and multi-period models, concepts of arbitrage and completeness, as well as basics of portfolio optimization. By the end you will be able to understand price models and implement them numerically, and analyze and optimize portfolios according to risk-return criteria.9 ECTSruns this semesterMA3407ZinsmärkteNo ratings for this module yet.Mathematical FinanceYou will gain a solid introduction to interest rate markets and models for describing term structures. At the end you will be able to value interest-rate instruments and interest rate derivatives as well as measure and manage interest rate risks.5 ECTSruns this semesterMA3703Insurance Mathematics 1No ratings for this module yet.Mathematical FinanceYou learn the fundamental stochastic methods of damage/non-life insurance. The focus areas are tariff calculation, capital allocation, individual and collective model, claims provisions, as well as reinsurance. In the end you will be able to understand and apply the most important models for premium calculation, reserving and risk sharing.9 ECTSruns this semesterMA3405all 17 in Area of Concentration