The principal goal of the academic study programme in Financial Mathematics is to create experts capable of solving hard mathematical problems arising in the banking and insurance sector, in trading activities of stock exchanges and brokerage firms, and in management of pension and health funds.
Financial mathematics, First Cycle
Level:
1
Number of years:
3
Credits per year:
60
Duration:
3 years
(6 semesters), total of 180 ECTS credits
Professional title:
Graduates obtain the title diplomirani finančni matematik (UN)/diplomirana finančna matematičarka (UN), abbreviated to dipl. fin. mat. (UN).
Coordinator(s):
Classification
- KLASIUS-SRV: Academic higher education (first Bologna cycle)/Academic higher education (first Bologna cycle)
- ISCED: Mathematics and statistics
- KLASIUS-P: Mathematics (broad programmes)
- KLASIUS-P-16: Mathematics
- Frascati: Natural Sciences
- SOK level: 7
- EOK level: 6
- EOVK level: First cycle
Curriculum
P = lecture and seminar hours per week
V = theoretical and laboratory exercise hours per week
ECTS = credit points
1. year
| 1. sem. | 2. sem. | ||
|---|---|---|---|
| Course | ECTS | P/V | P/V |
| Algebra 1 | 14 | 4/4 | 2/2 |
| Analysis 1 | 7 | 4/4 | 0/0 |
| Analysis 2 | 7 | 0/0 | 4/4 |
| Discrete structures | 5 | 2/2 | 0/0 |
| Microeconomics | 6 | 0/0 | 3/3 |
| Optimization methods | 6 | 0/0 | 3/3 |
| Introductory seminar | 4 | 2/3 | 0/0 |
| Computer laboratory | 6 | 1/3 | 0/0 |
| Introduction to programming | 5 | 0/0 | 2/3 |
2. year
| 1. sem. | 2. sem. | ||
|---|---|---|---|
| Course | ECTS | P/V | P/V |
| Analysis 3 | 9 | 4/4 | 0/0 |
| Data analysis with program R | 5 | 2/2 | 0/0 |
| Money and finance | 6 | 0/0 | 4/2 |
| Financial mathematics 1 | 5 | 0/0 | 2/2 |
| Macroeconomics | 6 | 4/2 | 0/0 |
| Numerical methods 1 | 5 | 2/3 | 0/0 |
| Numerical methods 2 | 5 | 0/0 | 2/2.33 |
| Operational research | 5 | 0/0 | 2/2 |
| Seminar | 3 | 0/0 | 2/0 |
| Probability 1 | 5 | 2/2 | 0/0 |
| Probability and statistics | 6 | 0/0 | 3/3 |
3. year
| 1. sem. | 2. sem. | ||
|---|---|---|---|
| Course | ECTS | P/V | P/V |
| Diploma seminar | 7 | 2/0 | 2/0 |
| Financial lab | 6 | 4/2 | 0/0 |
| Financial markets and institutions | 6 | 0/0 | 4/2 |
| 10 | 0/0 | 5/4 | |
| 10 | 5/4 | 0/0 | |
| Stochastic processes 1 | 5 | 0/0 | 2/2 |
| Statistics 1 | 5 | 0/0 | 2/2 |
| Game theory | 6 | 3/3 | 0/0 |
| Probability with measure | 5 | 2/2 | 0/0 |
| 1. sem. | 2. sem. | ||
|---|---|---|---|
| Course | ECTS | P/V | P/V |
| Econometrics 1 | 6 | 0/0 | 4/1 |
| Monetary economics | 6 | 0/0 | 4/0 |
| Industrial organization | 6 | 3/1 | 0/0 |
| Foundations of financial and management accounting | 6 | 3/3 | 0/0 |
| 1. sem. | 2. sem. | ||
|---|---|---|---|
| Course | ECTS | P/V | P/V |
| Affine and projective geometry | 5 | 0/0 | 2/2 |
| Algebra 2 | 10 | 2/2 | 2/2 |
| Algebra 3 | 5 | 2/2 | 0/0 |
| Algebraic curves | 5 | 0/0 | 2/2 |
| Analysis 3 (from Mathematics programme) | 6 | 3/3 | 0/0 |
| Analysis 4 | 6 | 3/3 | 0/0 |
| Data analysis with machine learning | 5 | 0/0 | 2/2 |
| Discrete mathematics 1 | 5 | 2/2 | 0/0 |
| Discrete mathematics 2 | 5 | 0/0 | 2/2 |
| Mathematical modelling | 5 | 0/0 | 2/2 |
| Fundamentals of databases | 5 | 0/0 | 2/2 |
| Data structures and algorithms 1 | 5 | 2/2 | 0/0 |
| Data structures and algorithms 2 | 5 | 0/0 | 2/2 |
| Programming 1 | 5 | 2/2 | 0/0 |
| Programming 2 | 5 | 0/0 | 2/2 |
| Point-set topology | 5 | 2/2 | 0/0 |
| Coding theory and cryptography | 5 | 0/0 | 2/2 |
| Introduction to differential geometry | 5 | 2/2 | 0/0 |
| Introduction to geometric topology | 5 | 0/0 | 2/2 |
