Programme Structure
The programme is very free and can, to a great extent, be composed according to your own wishes, with an emphasis on financing, econometrics, operations research or theoretical economics. Regardless of which direction you choose, the mathematical foundation will play a major role.
Do a Project in Practice or study abroad
There are good opportunities to participate in external projects and to have credit for them transferred as part of your studies. For instance, you can choose to do a Project in Practice in collaboration with a company or an institution.
It is also possible to study abroad during your degree. You can study abroad for one or two semesters or for a shorter period of time.
Master's thesis
The programme concludes with a thesis, where you work in depth with an academic problem. Often, the thesis takes its point of departure in practice, and the work is carried out in collaboration with a company in many cases.
Below you can see some examples of possible thesis topics:
- Optimum mortgage-credit portfolio planning
- Implicit volatility and realised variance
- Credit risk
- Co-integration – stable correlations in explosive processes
- Optimum route plans in large networks
The programme is structured as follows
Compulsory courses: 30 ECTS
Restricted elective courses: 30 ECTS
Elective courses: 30 ECTS
Thesis: 30 ECTS
| Block 1 | Block 2 | Block 3 | Block 4 | |
| Year 1 | Econometrics 2: Statistical Analysis of Econometric Time Series | Macroeconomics 3: Business Cycles and Monetary Policy | Microeconomics 3: Industrial Organization | Finance 2: Dynamic Portfolio Choice |
| Restricted elective course | Restricted elective course | Restricted elective course | Restricted elective course | |
| Year 2 | Elective course | Elective course | Thesis | |
| Elective course | Elective course | |||
Restricted elective courses
Choose your restricted elective courses from the list below. Click on each course for a detailed description.
- Advanced Probability Theory 1
- Stochastic Processes in Non-Life Insurance
- Computational Finance
- Stochastic Processes in Life Insurance
- Computational Statistics
- Monte Carlo Methods in Insurance and Finance
- Applied Operations Research
- Regression
- Operations Research 2: Advanced Operations Research
- Survival Analysis
- Advanced Probability Theory 2
- Continuous Time Financing
- Introduction to Extreme Value Theory *
- Quantitative Risk Management
- Advanced Industrial Organizations
- Corporate Finance and Incentives
- Corporate Finance Theory
- Financial Econometrics A
- Health Economics
- Multivariat analyse og kategoriserede data
- Praktisk tidsrækkeanalyse
- Årsregnskab og regnskabsanalyse
- Economics of the Environment and Climate Change
- Advanced Economics of the Environment, Natural Resources and Climate Change
- Continuous Time Finance 2
- Machine Learning Methods in Non-Life Insurance
- Advanced Operations Research: Stochastic Programming
- Project in Statistics
- Structural Equation Models *
- Advanced Development Economics – Micro Aspects
- Economics of Banking
- Industrial Organization
- International Economics
- Pricing Financial Assets
- Programmering og statistik med SAS
- Regnskabsanalyse og aktievurdering
- Stikprøveteori
- Økonomiske prognoser i praksis
* The course is not offered in the academic year 2021/22.
Curriculum
Learn more about the programme in the Curriculum for MSc in Mathematics-Economics.
Shared section of the curriculum for all programmes at the Faculty of SCIENCE.