Department of Mathematical Finance
Mathematical Finance In English

This program is an intensive one-semester thought program in mathematical finance. All courses are offered through English by the faculty of Applied Mathematics. The AGH University of Science and technology is located in Krakow, one of Europe's most beautiful and histortic cities providing a truely unique environment in which to study.

The is program based around five modules:

  • Mathematical methods in finance
  • Discrete models of financial markets
  • Portfolio Theory
  • Continuous models and Black-Scholes theory
  • Stochastic interest rates

Students are offered materials on CD ROMs for self-study, including multi-media interactive presentations, lecture notes and exercises with model solutions (courtesy of The University of York, UK). They have one contact hour a week with their tutor, where the material from all five modules is discussed. Performance is continuously evaluated, which is then reflected in the final marks for each module. Each module carries 6 ECTS points. The programme is offered in either the Autumn or Summer semester.

Candidates are expected to have an undergraduate degree in a quantitative subject (which should include at least two years of courses in undergraduate mathematics).

Students will gain skills in quantitative finance that will enable them to embark on a range of careers throughout the financial services industry with a particular focus on derivative pricing, risk management and fund management. Graduates will typically find employment within investment banking, the hedge fund industry, insurance and asset management.

Duration of the course:
1 semester

2695 EUR per semester

For more information contact:
Faculty of Applied Mathematics Prof. Marek Capinski.

Mailing address:
Faculty of Applied Mathematics
AGH University of Science and Technology
Al. Mickiewicza 30
30-059 Krakow