Financial mathematics, Second cycle - courses 2025/26

Language of the course:

slo - Slovene
ang - English
slo/ang - English if enough foreign students enrolled
if two language options are connected with +, the first refers to lectures and the second to tutorials

	Probability, statistics and financial mathematics	1.sem	2.sem	ECTS	Lecturer	Language

M5	Actuarial mathematics – Nonlife insurance		3/2	6	Hieber, Albrecher	ang
	Bayesian statistics		3/2	6	Smrekar	slo/ang+ang
	Time series		3/2	6	Basrak	ang
	Financial mathematics 2	3/2		6	Perman	slo
	Topics in financial mathematics 1 (Risk management)		3/2	6	Dacorogna	ang
	Numerical methods for financial mathematics		3/2	6	Zanette	ang
	Probability 2	3/2		6	Raič	slo

	Mathematical elective courses	1.sem	2.sem	ECTS	Lecturer	Language

M1	Complex analysis		3/2	6	Bessonov	ang
	Special functions		3/2	6	Kostenko	ang
	Measure theory	3/2		6	Kandić	slo
	Operator theory	3/2		6	Bessonov	ang
M2	Topics in algebra (Representation theory)		3/2	6	Jezernik	slo+ang
	Combinatorics		3/2	6	Konvalinka	slo+ang
	Noncommutative algebra	3/2		6	Smertnig	ang
M3	Algebraic topology 1	3/2		6	Strle	slo/ang
	Algebraic topology 2		3/2	6	Pavešić	slo
	Introduction to algebraic geometry	3/2		6	Šivic	slo/ang+ang
M4	Numerical approximation and interpolation	3/2		6	Knez	slo
	Numerical methods for linear control systems		3/2	6	Plestenjak	slo/ang
	Numerical solving of partial differential equations		3/2	6	Grošelj	slo
R1	Topics in mathematical foundations of computer science (Logic in computer science)		3/2	6	Simpson	ang
	Topics in mathematical foundations of computer science (Category theory)	3/2		6	Swan	ang
	Topics in mathematical foundations of computer science (Probabilistic methods in computer science)	3/2		6	Cabello	slo/ang
	Cardinal arithmetic (Set theory)		3/2	6	Simpson	ang
	Mathematics with computers	3/2		6	Bauer	slo
	Computational complexity		3/2	6	Cabello	ang
	Theory of programming languages		3/2	6	Pretnar	slo
O	Workplace experience 2		1*	6	Košir	slo
O	Mathematics in industry	2**		6	Knez	slo
S	Project work	1**		3	Knez	slo

* ... with work experience

** ... with work project according to prior agreement and approved application (Workplace experience 2 and Mathematics in industry are mutually exclusive)

Extracurricular courses FMF	semester	ECTS	Lecturer	Language

Bridge	1.	3	Drinovec Drnovšek	slo
Voluntary work in teaching support	1. or 2.	3	Kobal	slo

	Courses from the study programme Applied statistics	semester	ECTS	Lecturer	Language

2UpSt	Computer intensive methods	1.	5	Žiberna	slo
	Multivariate analysis	2.	5	Žiberna	slo
	Event history analysis/Survival analysis	1.	5	Pohar Perme	slo
	Statistical methods for high-dimensional data	2.	5	Blagus	slo
	Linear models *	1. in 2.	5	Kastelec	slo

*The course Linear models does not count as a substitute for one of the courses from M1-M4, R1. This course runs from the middle of the 1^st semester to the middle of the 2^nd semester.

Electives at Faculty of Economics	semester	ECTS	Lecturer	Language

Microeconomics 3	1.	7	Zorić, Istenič	eng
Macroeconomics 3	1.	7	Masten, Polanec	eng
Financial economics	1.	7	Ahčan, Masten	eng
Corporate Finance 2	1.	7	Berk Skok, Črnigoj, Lončarski	slo
Econometrics 2	2.	7	Masten, Polanec	eng
Public finance 2	2.	7	Cirman	eng
Economic policies of the EU	2.	7	Mrak, Rant	slo
Monetary economy 2	1.	7	Masten	eng
Corporate Valuation & Financial Statement Analysis	1.	7	Lončarski, Valentinčič	eng
International Finance 2	1.	7	Mrak, Rant	eng
Contract Theory in Finance and Insurance	2.	7	Marinč	eng
Risk management	1.	8	Berk Skok, Košak	eng
Quantitative behavioral finance	2.	7	Lončarski, Berk Skok	eng

At most 5 students of Financial mathematics can enroll in any course at the Faculty of Economics.

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