Annex 1: Correspondence between the study programs.

Transcription

1 Annex 1: Correspondence between the study programs. The Interuniversity Agreement for the release of a multiple degree is based upon the correspondence between the study programs activated in the Laurea Magistrale ( 2"d cycle degree) in Quantitative Finance of UNIBO, the Master Degree in Wirtschaftsmathematik ( 2"d cycle degree) of LMU and the Master Degree ( 2"d cycle degree) in Ingénierie Mathématique, Spécialité Ingénierie Financière of UEVE. Color codes : Y ellow : Fundamentals Pink : Finance Orange : Programming Green : Economics Blue : Statistics Grey : Insurance Red: Project or Internship QUANTITATIVE FIN ANCE (UNIBO) Calculus 6 6 Compulsory Compulsory Compulsory Integrated (Pricing)

2 Elective (Asset Mgmt) Elective (Risk Mgmt) Elective (Insurance) Advanced methods of insurance 12 RTSCHAFTSMATHEMATIK LMU-MUNCHEN) & Analysis Prozesse Fortgescshrittene Themen aus der 9 Stochastik Funktionalanalysis 9 Financial Mathematics Economics Statistics

3 Business Administration Wahlpflicht min 15 ECTS Numerics Hauptseminar Pflicht Seminars Pure Mathematics Sonstige Veranstaltungen aus den Modulen x26

4 Master "lngénierie Mathematique- Spécialité lngénierie Financière" Cours p e Module l, ',, l ' l i l rentissages fondamentaux lyse 1 8 Probabilité et statistiques 2 Options (choisir options) 1Dtlrod1Jeti4:m à C++ 2 lntroduction aux algorithmes d'optimisation 2 lnitiation à la vie professionnelle

5 Mathématiques pour la finance lnformatique pour la finance Méthodes d'évaluation et de uverture l ECTS ntissages fondamentaux 2 1 Finance numérique Méthodes d'évaluation et de rture Il lnitiation à la vie professionnelle

6 Annex 2 : Scenarios A semester with less than 0 ECTS must be compensated by another semester in the same year with more than 0 ECTS to achieve a minimal number of 60 ECTS per year l. Scenarios for students from Evry A. UEVE-Students going to UN/BO (Bologna) 1. Semester 2 (end of February to mid-may in Bologna) 2 obtained by the following combination among 'First Year' courses in Bologna: Numerica! methods Probability Actuarial and financial mathematics Econometrics 8 ECTS lnternship or master 1 thesis 8ECTS 2 ECTS 2. Semester (end of September to mid-december in Bologna) 0 ECTS obtained by the following combination among 'Second Year' courses in Bologna: Statistica! Methods for Asset Management Advanced Methods of lnsurance Advanced Methods of Risk Management Statistics of Financial Markets Econometrics of Financial Markets 12 ECTS 12 ECTS B. UEVE-Students going to LMU (Munich) 1. Semester 2 of year 1 (May to July in Munich) 0 ECTS minimum among Probability Theory Functional Analysis Financial Mathematics Il (Continuous-Time: BS,..) Financial Mathematics IV (Risk Management: Copulas) Time-Series Financial Econometrics: Portfolio Analysis lnternship 9ECTS

7 2. Semester 1 of year 2 during the summer term in Munich (May to July in Munich) 0 ECTS minimum among Advanced Themes in Probability Theory Financial Mathematics Il (Continuous-Time: BS,..) Financial Mathematics IV (Risk Management: Copulas) Advanced econometrics Multivariate time series Financial Econometrics: Risk Management Selected Themes in Economics Statistics A and B lnternship 7,5 ECTS. Evry students can then do internship of year 2 from September to December and l or between Aprii and December. 4. Evry students come to Munich to do Semester 2 of year 2 during the summer term in Munich (May to July in Munich in the end of their year 2 in Evry) Seminar Master thesis The Master thesis can be done in a FIRM but in any case it will be assessed on the basis of it scientific contents. Il. Scenarios for students from Bologna A. UN/80-Students going to LMU (Munich) 1. 1st year students Semester 1 (Only for students holding a Bachelor Degree in Mathematics) Stochastische Prozesse Mikrookonomie Numerische Methoden der Wirtschaftsmathematik Pensionsversicherungsmathematik or Modellierung 9ECTS 9ECTS 2. 2"d year students Semester Financial Mathematics Statistics Wahlmoglichkeiten (e.g. Seminars or in Actuarial Sciences) ECTS

8 Semester 4 Thesis Hauptseminar or lndustriepraktikum 0 ECTS Semester 4 lnsurance" (*)(e. g. lnsurance Economics, Ruckversicherung, Versicherungstechnik, Actuarial Sciences) Free course Hauptseminar 18 ECTS 0 ECTS (*) Only for students specializing in lnsurance who replace "Advanced methods of insurance" with the analogous courses at LMU. etud.;. ~~- -""':':' ~.-!~ B. UN/BO Students going to UEVE (Evry) 1. 1st year students.l~i~~~d~~\~\ '- \ f%'1.;:)\~'2/ i...(.j;l[(jj ' ~.,1:!~_\-~ -. ' ---.J~;:c:: ;~. -,...:l -\-_.::]~~~~:~.:.:~{-} '..(''". Semester 1 (Advisable for students holding a Bachelor Degree in Mathematics or lnformatics) Analyse fonctionnelle et applications aux équations aux dérivées partielles Probabilité Statistiques SAS Marché financier: institutions et instruments Distributions Mise à niveau programmation (langage C) C++ /VBA 8 ECTS 2 ECTS 2 ECTS 4,5 ECTS 2. 2"d year students Semester Processus stochastique Principes de base et Techniques actuarielles & Econométrie Financière Analyse des données Gestion des Ri~gues 1 ECTS Semester 4 Méthodes numériques de pricing et de calibration de modèles en finance (Numerics) Produits dérivés (Seminar) Projet en finance numérique (Praktikum) Stage professionnel (Master thesis) 15 ECTS

9 111. Scenarios for students from Munich A. LMU-Students going to UN/BO (Bologna) Any of the three possible paths below includes ali the possible choices of courses in the categories so that points sum a minimum of 0 ECTS 1. Semester Path l Advanced Math. Fin. or Advanced Methods in Asset Man. (Area Financial Mathematics) Advanced Methods of lnsurance (Area Actuarial Sciences) Econometrics of Financial Markets (Area Statisti es) 6-12 ECTS 12 ECTS 6-12 ECTS Path Il Advanced Methods of Risk Management (Area Financial Mathematics) Advanced Methods of lnsurance (Area Actuarial Sciences) Econometrics of Financial Markets (Area Econometrics) 12 ECTS 12 ECTS Path 111 Advanced Math. Fin. Advanced Methods in Asset Man. (Area Financial Mathematics) Econometrics of Financial Markets (Area Statisti es) 6-12 ECTS 6-12 ECTS 6-12 ECTS 2. Semester 4 Path l lnternship (Praktikum) & final examination (thesis) Workshop (Praktikum) & final examination (thesis) 20 ECTS 20 ECTS 20 ECTS MINIMUM

10 B. LMU-Students going to UEVE (Evry) 1. Semester Path l Processus Stocastique (Area Stochastics) Gestion des Risques (Area Statistics) Econométrie Financières (Area Statistics) 9ECTS 9ECTS Path Il lnformatique pour la finance (Area Numerics) Gestion des Risques (Area Statistics) Econométrie Financière (Area Statistics) 2. Semester 4 Path l Méthodes numériques de pricing et de calibration de modèles en finance (Numerics) Produits dérivés (Seminar) Projet en finance numérique (Praktikum) Stage professionnel (Master thesis) 15 ECTS Compulsory courses at the Universities of Evry and Bologna are not compulsory for the students coming from the LMU.