TU Delft
Year
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NEDERLANDSENGLISH
Organization
Year 2016/2017
Organization Electrical Engineering, Mathematics and Computer Science
Education Master Applied Mathematics

Program PDF  download  show 

Program

Code Specialisation Financial Engineering AM 2016


Program Items

Introduction 1
Compulsory for all students:
WI4425 Financial Markets Theory
WI4079 Financial Mathematics
WI4154 Computational Finance

The following mathematics courses are recommended:
WI4019 Nonlinear Differential Equations
WI4055 Computational aspects of stochastic differential equations
WI4231 Mathematical Data Science
WI4230 Time series and Extreme Value Theory
WI4052 Risk Analysis
WI4156 Game Theory
WI4224 Special Topics in Financial Engineering
WI4228 Credit Risk Modelling
WI4614 Stochastic Simulation
WI4435 Nonparametric Statistics (May not be combined with MasterMath Applied Statistics TUD version)
MasterMath Applied Statistics TUD version (May not be combined with WI4435 Nonparametric Statistics)
MasterMath Applied Statistics TU/e version
MasterMath Applied Statistics UT version


Courses

Course code Course Title Ects points
p1
p2
p3
p4
p5
WI4019 Non-linear Differential Equations
 
6
WI4052 Risk Analysis
 
6
WI4055 Computational Aspects of Stochastic Differential Equations
 
6
WI4079 Financial Mathematics
 
6
WI4154 Computational Finance
 
6
WI4156(TU) Game theory
 
6
WI4224 Special topics in Financial Engineering
 
6
WI4228 Credit Risk Modeling and Management
 
6
WI4230 Time Series & Extreme Value Theory
 
6
WI4231 Mathematical Data Science
 
6
WI4425 Financial Markets Theory
 
6
WI4435 Nonparametric Statistics
 
6
WI4614 Stochastic Simulation
 
6