The course Financial Mathematics deals with basic techniques of modern financial mathematics such as nonarbitrage techniques or blackscholes methodology for evaluating financial products.
The course Integral Equations and Boundary Value Problems deals with solvability and stability results for second kind integral equations as well as connections between inital and boundary value problems.
The course Inverse Problems deals with illposed problems and their solution via regularization techniques.
The course Mathematical Methods in Continuum Mechanics deals with modeling and analysis of some models from continuum mechanics such as elasticity problems or problems from fluid mechanics.
The course Stochastic Processes deals with the concept of conditional expectation, basic notions for stochastic processes and several special classes of them like Markov Chains, the Poisson process, Gaussian processes and the Wiener process. Finally martingales are studied in discrete time as well as stopping and convergence theorems.
