M.Sc. in Quantitative Management of Actuarial and Financial Risk

 

STUDIES OBJECTIVE
 

The Interdepartmental Postgraduate Program entitled "Postgraduate Diploma in Quantitative Management of Actuarial and Financial Risk" aims to provide specialized postgraduate level knowledge in the key areas of Actuarial and Financial Risk Management with an emphasis on Quantitative Methods. Purpose of the program is the training of postgraduate students in the statistical-quantitative analysis of financial and actuarial data and the development of modern techniques in estimating / anticipating business risks in financial and insurance-actuarial products.

The program focuses on the following fields:

The duration of the Program is five semesters, of which the 5th is dedicated to the thesis writing. Classes take place two afternoons per week. 



LIST OF COURSES BY SEMESTER

Three obligatory courses are offered in each of the first four semesters.

The full study guide for the academic year 2022-23 can be found here.

 


1st Semester


COMPULSORY

Probability and applications using computational techniques  (5 ECTS)

Statistics and applications using computational techniques (5 ECTS)

Financial Markets and Corporate Finance (5 ECTS)

 


2nd Semester

 

COMPULSORY

Optimization Techniques and Portfolio Theory (5 ECTS)

Linear models and Time Series Analysis (5 ECTS)

Stochastic Processes and Derivative Markets (5 ECTS)


 

3rd Semester

 

COMPULSORY

Financial Econometrics (5 ECTS)

Financial Mathematics with Applications (5 ECTS)

Life Insurance – General Insurance (5 ECTS)

4rt Semester

COMPULSORY

Insurance Risk Management - Solvency II (5 ECTS)

Credit and Financial Risk Management (5 ECTS)

Topics in Insurance and Finance (5 ECTS)

 

5th Semester

Thesis writing (30 ECTS)

You can find a short description of the courses here.

The programs regulation is here (in Greek).

The PD for the program's regulation can be found here (in Greek).

Proclamation for the academic year 2022-23.

Stochastic and statistic modeling of financial, insurance and actuarial risk
Risk Management Techniques
Selection techniques for financial and insurance portfolios