Annex 1: Correspondence between the study programs.

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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 Compulsory Compulsory Compulsory-Integrated

(Pricing)

6 6

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Elective (Asset Mgmt)

Elective (Risk Mgmt)

Elective Advanced methods of insurance 12 (Insurance) RTSCHAFTSMATHEMATIK LMU-MUNCHEN) & Analysis Financial Mathematics Economics Statistics Prozesse

Fortgescshrittene Themen aus der 9 Stochastik

(3)

Business Administration Numerics Hauptseminar Wahlpflicht min 15 ECTS Pflicht Seminars Pure Mathematics

Sonstige Veranstaltungen aus den Modulen 1-5 3 3 9

9

3+3+3+3+

3+3

3 9x26 3

(4)

Master "lngénierie

Mathematique- Spécialité

lngénierie Financière"

Cours l , ' ,, l ' i l

i

l rentissages fondamentaux 1 lyse 1 Probabilité et statistiques Options (choisir 3 options)

lnitiation à la vie professionnelle

p

e

Module 2 2 8 3 2 11Dtlrod1Jeti4:m à C++ 2 lntroduction aux algorithmes d'optimisation 2

(5)

Mathématiques pour la finance lnformatique pour la finance

Méthodes d'évaluation et de uverture l ntissages fondamentaux 2 Finance numérique Méthodes d'évaluation et de rture Il

lnitiation à la vie professionnelle

ECTS 1

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Annex 2 : Scenarios

A semester with less than 30 ECTS must be compensated by another semester in the same year with more than 30 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)

24 ECTS obtained by the following combination among 'First Year' courses in Bologna:

Numerica! methods 6 ECTS

Probability 6 ECTS

Actuarial and financial mathematics 6 ECTS

Econometrics 6 ECTS

8 ECTS

lnternship or master 1 thesis 8ECTS

TOTAL NUMBER OF ECTS 32 ECTS

2. Semester 3 (end of September to mid-December in Bologna)

30 ECTS obtained by the following combination among 'Second Year' courses in Bologna:

Statistica! Methods for Asset Management 6 ECTS

Advanced Methods of lnsurance 12 ECTS

Advanced Methods of Risk Management 12 ECTS

Statistics of Financial Markets 6 ECTS

Econometrics of Financial Markets 6 ECTS

TOTAL NUMBER OF ECTS 30 ECTS MINIMUM

B. UEVE-Students going to LMU (Munich)

1. Semester 2 of year 1 (May to July in Munich)

30 ECTS minimum among

Probability Theory 9ECTS

Functional Analysis 9 ECTS

Financial Mathematics Il (Continuous-Time: BS, .. ) 9 ECTS

Financial Mathematics IV (Risk Management: Copulas) 9 ECTS

Time-Series 3 ECTS

Financial Econometrics: Portfolio Analysis 6 ECTS

lnternship 3 ECTS

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2. Semester 1 of year 2 during the summer term in Munich (May to July in Munich)

30 ECTS minimum among

Advanced Themes in Probability Theory 9 ECTS

Financial Mathematics Il (Continuous-Time: BS, .. ) 9 ECTS

Financial Mathematics IV (Risk Management: Copulas) 9 ECTS

Advanced econometrics 7,5 ECTS

Multivariate time series 3 ECTS

Financial Econometrics: Risk Management 6 ECTS

Selected Themes in Economics Statistics A and B 6 ECTS

lnternship 3 ECTS

TOTAL NUMBER OF ECTS 30 ECTS MINIMUM

3. 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 3 ECTS

Master thesis 27 ECTS

TOTAL NUMBER OF ECTS 30 ECTS MINIMUM

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 9ECTS

Mikrookonomie 9ECTS

Numerische Methoden der Wirtschaftsmathematik 9 ECTS

Pensionsversicherungsmathematik or Modellierung 3 ECTS

2.

2"d

year students

Semester 3

Financial Mathematics 9-27 ECTS

Statistics 12- 18 ECTS

Wahlmoglichkeiten (e.g. Seminars or in Actuarial Sciences) 3 ECTS

(8)

Semester 4

Thesis 27 ECTS

Hauptseminar or lndustriepraktikum 3 ECTS

TOTAL NUMBER OF ECTS 30 ECTS

Semester 4

lnsurance" (*)(e. g. lnsurance Economics, Ruckversicherung, 18 ECTS

Versicherungstechnik, Actuarial Sciences)

Free course 9 ECTS

Hauptseminar 3 ECTS

(*) Only for students specializing in lnsurance who replace "Advanced methods of insurance" with

the analogous courses at LMU. eTUD·

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B. UN/BO Students going to UEVE (Evry)

1. 1st year students

Semester 1 (Advisable for students holding a Bachelor Degree in Mathematics or lnformatics)

Analyse fonctionnelle et applications aux équations aux dérivées 8 ECTS

partielles

Probabilité 3 ECTS

Statistiques 3 ECTS

SAS 2 ECTS

Marché financier: institutions et instruments 4 ECTS

Distributions 4 ECTS

Mise

à

niveau programmation (langage C) 2 ECTS

C++ /VBA 4,5 ECTS

2.

2"d

year students Semester 3

Processus stochastique 9 ECTS

Principes de base et Techniques actuarielles & Econométrie Financière 9 ECTS

Analyse des données 4 ECTS

Gestion des Ri~gues 9 ECTS

TOTAL NUMBER OF ECTS 31 ECTS

Semester 4

Méthodes numériques de pricing et de calibration de modèles en 4 ECTS

finance (Numerics)

Produits dérivés (Seminar) 4 ECTS

Projet en finance numérique (Praktikum) 4 ECTS

Stage professionnel (Master thesis) 15 ECTS

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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 3 categories so that points sum a minimum of 30 ECTS

1. Semester 3

Path l

Advanced Math. Fin. or Advanced Methods in Asset Man. (Area 6-12 ECTS

Financial Mathematics)

Advanced Methods of lnsurance (Area Actuarial 12 ECTS

Sciences)

Econometrics of Financial Markets (Area Statisti es) 6-12 ECTS

Path Il

Advanced Methods of Risk Management (Area 12 ECTS

Advanced Methods of lnsurance (Area Actuarial 12 ECTS

Sciences)

Econometrics of Financial Markets (Area Econometrics) 6 ECTS

TOTAL NUMBER OF ECTS 30 ECTS MINIMUM

Path 111

Advanced Math. Fin. 6-12 ECTS

Advanced Methods in Asset Man. (Area 6-12 ECTS

Econometrics of Financial Markets (Area 6-12 ECTS

Statisti es)

2. Semester 4

Path l

lnternship (Praktikum)

&

final examination (thesis) 20 ECTS

Workshop (Praktikum)

&

final examination (thesis) 20 ECTS

(10)

B. LMU-Students going to UEVE (Evry)

1. Semester 3 Path l

Processus Stocastique (Area Stochastics) 9 ECTS

Gestion des Risques (Area Statistics) 9ECTS

Econométrie Financières (Area Statistics) 9ECTS

TOTAL NUMBER OF ECTS 27 ECTS

Path Il

lnformatique pour la finance (Area Numerics) 9 ECTS

Gestion des Risques (Area Statistics) 9 ECTS

Econométrie Financière (Area Statistics) 9 ECTS

2. Semester 4 Path l

Méthodes numériques de pricing et de calibration de modèles en 4 ECTS

finance (Numerics)

Produits dérivés (Seminar) 4 ECTS

Projet en finance numérique (Praktikum) 4 ECTS

Stage professionnel (Master thesis) 15 ECTS

TOTAL NUMBER OF ECTS 27 ECTS

Compulsory courses at the Universities of Evry and Bologna are not compulsory for the students