Graduate program – Financial Mathematics and Statistics

Annual course schedule

Year 1

Year mentor: Nenad Šuvak

Compulsory courses:

Code:M118
Course:Probability
Semester:Winter semestar
Number of classes ~ ECTS:4+3+0 ~ 9
Instructor:Danijel Grahovac
Supporting Instructor:Dominik Mihalčić
Code:M119
Course:Stochastic Processes I
Semester:Winter semestar
Number of classes ~ ECTS:2+2+0 ~ 6
Instructor:Ivan Papić
Supporting Instructor:
Code:M008
Course:Financial and Actuarial Mathematics
Semester:Winter semestar
Number of classes ~ ECTS:2+2+0 ~ 5
Instructor:Mirela Jukić Bokun
Supporting Instructor:
Code:E012
Course:Macroeconomics I
Semester:Winter semestar
Number of classes ~ ECTS:2+2+0 ~ 5
Instructor:Đula Borozan
Supporting Instructor:
Code:M120
Course:Statistics
Semester:Summer semestar
Number of classes ~ ECTS:2+2+1 ~ 7
Instructor:Mirta Benšić
Supporting Instructor:
Code:M121
Course:Stochastic Processes II
Semester:Summer semestar
Number of classes ~ ECTS:2+2+0 ~ 6
Instructor:Nenad Šuvak
Supporting Instructor:
Code:E013
Course:Macroeconomics II
Semester:Summer semestar
Number of classes ~ ECTS:2+2+0 ~ 5
Instructor:Đula Borozan
Supporting Instructor:
Number of courses: 7, Number of classes ~ ECTS: 19 ~ 25 (Winter), 13 ~ 18 (Summer)

In order to earn the mandatory academic year study workload of 60 ECTS credits, students shall choose elective courses from the list below.

Elective courses:

Code:M127
Course:Measure and Integral
Semester:Winter semestar
Number of classes ~ ECTS:3+2+0 ~ 7
Instructor:Ivana Crnjac
Supporting Instructor:
Code:MI006
Course:Cryptography
Semester:Winter semestar
Number of classes ~ ECTS:2+2+0 ~ 6
Instructor:Ivan Soldo
Supporting Instructor:
Code:MI001
Course:Graphs and Applications
Semester:Winter semestar
Number of classes ~ ECTS:2+2+0 ~ 6
Instructor:Snježana Majstorović Ergotić
Supporting Instructor:
Code:Z013
Course:Internship
Semester:Winter semestar
Number of classes ~ ECTS:0+0+2 ~ 4
Instructor:Domagoj Matijević, Nenad Šuvak
Supporting Instructor:
Code:M109
Course:Convex Functions
Semester:Summer semestar
Number of classes ~ ECTS:1+1+0 ~ 3
Instructor:Mihaela Ribičić Penava
Supporting Instructor:
Code:E014
Course:Financial asset management
Semester:Summer semestar
Number of classes ~ ECTS:2+0+1 ~ 4
Instructor:Ivan Augustin
Supporting Instructor:
Code:M048
Course:Decision Theory
Semester:Summer semestar
Number of classes ~ ECTS:1+0+1 ~ 4
Instructor:Dragana Jankov Maširević
Supporting Instructor:
Code:I046
Course:Modern Database Systems
Semester:Summer semestar
Number of classes ~ ECTS:3+3+1 ~ 9
Instructor:Mateja Đumić
Supporting Instructor:Josipa Sabljo

Criteria for enrolment in Year 2: a minimum of 40 ECTS credits which must obligatorily include ECTS credits allocated to the following courses: Probability, Stochastic Processes I, Financial and Actuarial Mathematics, Macroeconomics I.


Year 2

Year mentor: Nenad Šuvak

Compulsory courses:

Code:M122
Course:Multivariate analysis
Semester:Winter semestar
Number of classes ~ ECTS:2+1+1 ~ 7
Instructor:Mirta Benšić
Supporting Instructor:
Code:M123
Course:Mathematical Finance
Semester:Winter semestar
Number of classes ~ ECTS:2+0+2 ~ 6
Instructor:Nenad Šuvak
Supporting Instructor:
Code:E001
Course:Business Analysis
Semester:Winter semestar
Number of classes ~ ECTS:2+1+1 ~ 4
Instructor:Nataša Šarlija
Supporting Instructor:Dražen Novaković
Code:E009
Course:Credit Risk Management
Semester:Summer semestar
Number of classes ~ ECTS:2+0+2 ~ 4
Instructor:Nataša Šarlija
Supporting Instructor:
Code:M003
Course:Time Series
Semester:Summer semestar
Number of classes ~ ECTS:2+0+2 ~ 6
Instructor:Danijel Grahovac
Supporting Instructor:Magdalena Mikić
Code:MIP001
Course:Master Thesis
Semester:Summer semestar
Number of classes ~ ECTS:0+0+0 ~ 8
Instructor:
Supporting Instructor:
Number of courses: 6, Number of classes ~ ECTS: 12 ~ 17 (Winter), 8 ~ 18 (Summer)

In order to earn the mandatory academic year study workload of 60 ECTS credits, students shall choose elective courses from the list below.

Elective courses:

Code:MI006
Course:Cryptography
Semester:Winter semestar
Number of classes ~ ECTS:2+2+0 ~ 6
Instructor:Ivan Soldo
Supporting Instructor:
Code:M128
Course:Linear optimization
Semester:Winter semestar
Number of classes ~ ECTS:3+2+1 ~ 8
Instructor:Ivana Kuzmanović Ivičić
Supporting Instructor:Bartol Borozan
Code:MI001
Course:Graphs and Applications
Semester:Winter semestar
Number of classes ~ ECTS:2+2+0 ~ 6
Instructor:Snježana Majstorović Ergotić
Supporting Instructor:
Code:I040
Course:Project Management Basics
Semester:Winter semestar
Number of classes ~ ECTS:1+1+0 ~ 4
Instructor:Zoran Tomljanović, Krešimir Mlinarić
Supporting Instructor:
Code:Z013
Course:Internship
Semester:Winter semestar
Number of classes ~ ECTS:0+0+2 ~ 4
Instructor:Domagoj Matijević, Nenad Šuvak
Supporting Instructor:
Code:I046
Course:Modern Database Systems
Semester:Summer semestar
Number of classes ~ ECTS:3+3+1 ~ 9
Instructor:Mateja Đumić
Supporting Instructor:Josipa Sabljo
Code:E004
Course:Financial Markets
Semester:Summer semestar
Number of classes ~ ECTS:2+0+1 ~ 3
Instructor:Dražen Koški
Supporting Instructor:
Code:E014
Course:Financial asset management
Semester:Summer semestar
Number of classes ~ ECTS:2+0+1 ~ 4
Instructor:Ivan Augustin
Supporting Instructor:
Code:M129
Course:Nonlinear optimization
Semester:Summer semestar
Number of classes ~ ECTS:3+2+0 ~ 7
Instructor:Kristian Sabo
Supporting Instructor:Tomislav Prusina
Code:MI005
Course:Mathematical aspects of electoral systems
Semester:Summer semestar
Number of classes ~ ECTS:1+0+1 ~ 3
Instructor:Tomislav Marošević
Supporting Instructor:
Code:M048
Course:Decision Theory
Semester:Summer semestar
Number of classes ~ ECTS:1+0+1 ~ 4
Instructor:Dragana Jankov Maširević
Supporting Instructor:
Code:M109
Course:Convex Functions
Semester:Summer semestar
Number of classes ~ ECTS:1+1+0 ~ 3
Instructor:Mihaela Ribičić Penava
Supporting Instructor:
Code:M144
Course:Statistical learning
Semester:Summer semestar
Number of classes ~ ECTS:2+0+3 ~ 7
Instructor:Danijel Grahovac
Supporting Instructor:Dominik Mihalčić