Master's degree in Stochastics

 

Master of Science in Mathematics

Lectures and Seminars

The Stochastic groups provide a Master degree program covering numerous aspects of stochastic topics for your focal area. 

Here is a list of the courses:

Lecture	Supervising lecturer
Expanding area:
Probability theory II	Anita Winter
Deepening area:
Special topics in applied stochastics	Mikhail Urusov
Aspect in risk management	Volker Krätschmer
Machine learning	Denis Belomestny
Numerical stochastic processes	Denis Belomestny
Theory of large deviations	Anita Winter
Time series analysis	Denis Belomestny
Continuous-time financial mathematics	Mikhail Urusov
Special topics in stochastic analysis	Martin Hutzenthaler
Special topics in stochastic processes	Anita Winter
Seminar area:
Master seminar stochastic	Anita Winter
Additional:
Research seminar: Probability Seminar	Alternating

For further information, please refer to the module handbook.

Language of instruction

All courses are held in English unless German is favored by all participants and the lecturer.
Courses are generally held in English.