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Search result: Course units in Spring Semester 2014
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Courses
Mathematics Master
Core Courses and Electives
Electives
Electives: Applied Mathematics and Further Application-Oriented Fields
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Selection: Numerical Analysis
Number
Title
Type
ECTS
Hours
Lecturers
401-4606-00L
Numerical Analysis of Stochastic Partial Differential Equations
W
8 credits
4G
A. Jentzen
401-4658-00L
Computational Methods for Quantitative Finance: PDE Methods
W
6 credits
3V + 1U
O. Reichmann
252-0504-00L
Numerical Methods for Solving Large Scale Eigenvalue Problems
W
4 credits
3G
P. Arbenz
401-4504-14L
Optimization with PDE constraints
W
4 credits
9A
R. Hiptmair
Selection: Probability Theory, Statistics
Number
Title
Type
ECTS
Hours
Lecturers
401-4601-14L
Lévy Processes and Continuous State Branching Processes
W
4 credits
2V
L. Döring
401-3919-60L
An Introduction to the Modelling of Extremes
W
4 credits
2V
P. Embrechts
401-3592-14L
Introduction to Random Matrices
W
4 credits
2V
A. Knowles
401-4627-00L
Empirical Process Theory and Applications
W
4 credits
2V
S. van de Geer
401-0102-00L
Multivariate Statistics
W
3 credits
2G
M. H. Maathuis
401-3628-14L
Bayesian Statistics
W
4 credits
2V
H. R. Künsch
Selection: Financial and Insurance Mathematics
Number
Title
Type
ECTS
Hours
Lecturers
401-3629-00L
Quantitative Risk Management
W
4 credits
2V
P. Embrechts
401-3928-00L
Reinsurance Analytics
Does not take place this semester.
W
4 credits
2V
401-3923-00L
Selected Topics in Life Insurance Mathematics
W
4 credits
2V
M. Koller
401-3917-00L
Stochastic Loss Reserving Methods
W
4 credits
2V
R. Dahms
401-3958-14L
Risk measures
W
4 credits
2V
V. Bignozzi
401-3956-00L
Economic Theory of Financial Markets
Does not take place this semester.
W
4 credits
2V
M. V. Wüthrich
401-4920-00L
Market-Consistent Actuarial Valuation
W
4 credits
2V
M. V. Wüthrich
,
H. Furrer
401-4938-14L
Stochastic Optimal Control
W
4 credits
2V
M. Soner
401-3925-00L
Non-Life Insurance: Mathematics and Statistics
W
6 credits
4G
M. V. Wüthrich
Selection: Mathematical Physics, Theoretical Physics
Number
Title
Type
ECTS
Hours
Lecturers
401-4812-14L
Conformal Field Theory
W
4 credits
2V
G. Felder
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