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Financial mathematics, Second cycle - courses 2021/22

Language of the course:

  • Slo - Slovene
  • Eng - English
  • Slo/Eng - English if enough foreign students
1.sem 2.sem ECTS Lecturer (language)
M5 Financial mathematics 2 3/2 6 Perman (Slo/Eng)
Probability 2 3/2 6 Bernik (Slo)
Bayesian statistics 3/2 6 Smrekar (Slo)
Actuarial mathematics: Nonlife insurance 3/2 6 Vidmar (Slo/Eng)
Time series 3/2 6 Basrak (Eng)
Numerical methods for financial mathematics 3/2 6 Zanette (Eng)
Topics in financial mathematics 1: Risk management 3/2 6 Herold/Larsen (Eng)
1.sem 2.sem ECTS Lecturer (language)
M1 Measure theory 3/2 6 Kandić (Slo)
Complex analysis 3/2 6 Forstnerič (Slo)
Functional analysis 3/2 6 Klep (Slo/Eng)
TIA: Trace ideals and applications 3/2 6 Kostenko (Eng)
M2 Theory of semigroups and groups 3/2 6 Jezernik (Slo)
Combinatorics 3/2 6 Konvalinka (Slo/Eng)
Cardinal arithmetic 3/2 6 Simpson (Eng)
Commutative algebra 3/2 6 Klep (Slo/Eng)
M3 Algebraic topology 1 3/2 6 Smrekar (Slo/Eng)
Algebraic topology 2 3/2 6 Strle (Slo/Eng)
Lie groups 3/2 6 Mrčun (Slo)
M4 Numerical approximation and interpolation 3/2 6 Knez (Slo)
Numerical methods for linear control systems 3/2 6 Plestenjak (Slo)
Numerical solving of partial differential equations 3/2 6 Žagar (Slo)
R1 Theory of programming languages 3/2 6 Pretnar (Slo)
Computational complexity 3/2 6 Simpson (Slo/Eng)
Topics in mathematical foundations of computer science: Probabilistic methods in computer science 3/2 6 Marc (Slo/Eng)
Mathematics with computers 3/2 6 Jezernik (Slo)
Topics in mathematical foundations of computer science: Logic in computer science 3/2 6 Bauer (Eng)
O
Workplace experience 2 1* 6 Košir
Mathematics in industry 1** 6

$^{*}$ ... with work experience

$^{**}$ ... with work project

Courses in the study programme Applied statistics ECTS Lecturer
2UpSt Computer intensive methods 1. sem 5 Žiberna
Multivariate analysis 2. sem 5 Žiberna
Event history analysis/Survival analysis 1. sem 5 Pohar Perme
Statistical methods for high-dimensional data 2. sem 5 Blagus
Linear models* 1. sem 5 Košmelj, Kastelec

*The course does not count as a substitute for one of the courses from M1-M4, R1.

Electives at Faculty of Economics ECTS
Taxes and tax harmonisation in the EU 7
Econometrics 2 7
Economic policies of the EU 7
Financial economics 7
Public finance 2 7
Macroeconomics 3 7
Management of financial institutions 2 7
International finance 2 7
Microeconomics 3 7
Monetary economy 2 7
Corporate finance 2 7
Corporate Valuation & Financial Statement Analysis 7

Student's choice of electives must be approved by the department's study committee.