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17/04/2012

Module Handbook - Master Mathematics

17/04/2012 Module Handbook - Master Mathematics Department of Mathematics Graduate School "Mathematics as a Key

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Handbook of the Modules for Master studies in Mathematics, Economathematics, Technomathematics und Mathematics International at the University of Kaiserslautern

updated: WS 2011/12

This is a translation of the German version which can be found at

http://www.mathematik.uni-

kl.de/CDstud/Module/ModHB_Mathematik_MAS.htm Translation errors cannot be excluded. In case of doubt only the German version applies.

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Modules for all areas of mathematics (including main focus of study)

The following modules have a continuative nature and can be put into all areas of mathematics, especially the chosen main focus of study, considering the rules of the particular module.

3.1 Modules offered each winter semester

Computer Algebraparticular module. 3.1 Modules offered each winter semester Financial Mathematics II Mathematical Statistics Non-Life

Financial Mathematics II3.1 Modules offered each winter semester Computer Algebra Mathematical Statistics Non-Life Insurance Numerical Methods

Mathematical Statisticswinter semester Computer Algebra Financial Mathematics II Non-Life Insurance Numerical Methods for Hyperbolic PDE

Non-Life InsuranceAlgebra Financial Mathematics II Mathematical Statistics Numerical Methods for Hyperbolic PDE Probability and

Numerical MethodsMathematics II Mathematical Statistics Non-Life Insurance for Hyperbolic PDE Probability and Algorithms Stochastic

for Hyperbolic PDE

Probability andNon-Life Insurance Numerical Methods for Hyperbolic PDE Algorithms Stochastic Differential Equations 3.2 Modules

Algorithms

StochasticMethods for Hyperbolic PDE Probability and Algorithms Differential Equations 3.2 Modules offered each summer

Differential Equations

3.2 Modules offered each summer semester

FinancialEquations 3.2 Modules offered each summer semester Numerical Methods

Numerical Methods3.2 Modules offered each summer semester Financial

17/04/2012

Module Handbook - Master Mathematics

 

Mathematics I

for Elliptic and

Life Insurance Parabolic PDE

Life Insurance

Parabolic PDE

 
  Theory of Scheduling Problems

Theory of Scheduling Problems

3.3 Modules offered irregularly

3D Image Analysis Mathematical

3D Image Analysis

3D Image Analysis Mathematical

Mathematical

Advanced Network Methods of

Advanced Network

Methods of

Flows and Selfish

Classical Mechanics

Routing

II

Advanced Topics in Mathematical

Advanced Topics in

Advanced Topics in Mathematical

Mathematical

Algebraic Geometry

Theory of Fluid

Algebraic Dynamics

Algebraic

Dynamics

Combinatorics

Combinatorics Mathematical

Mathematical

Algebraic Geometry Theory of Neural

Algebraic Geometry

Theory of Neural

II: Sheaves,

Networks:

Cohomology and

Advanced Topics

Applications

Applications Matroids - Theory

Matroids - Theory

Algorithmic Game and Applications

Algorithmic Game

and Applications

Theory

Theory Methods of Convex

Methods of Convex

Algorithms in Analysis in Image

Algorithms in

Analysis in Image

Homological and

Processing

Commutative

Commutative Modular

Modular

Algebra

Representation

Analytic Number Theory

Analytic Number

Theory

Theory

Theory Modular

Modular

Analytic Number Representation

Analytic Number

Representation

Theory - Part 1

Theory II

Analytic Number Multicriteria

Analytic Number

Analytic Number Multicriteria

Multicriteria

Theory - Part 2

Optimization

Asymptotic Analysis Nonlinear Functional

Asymptotic Analysis

Asymptotic Analysis Nonlinear Functional

Nonlinear Functional

Computational Algebraic Geometry Analysis with Applications to PDE

Computational Algebraic Geometry

Analysis with Applications to PDE

Computational Nonparametric

Computational

Computational Nonparametric

Nonparametric

Finance

Statistics

Computational Numerical Methods

Computational

Computational Numerical Methods

Numerical Methods

Flexible Multibody

in Control Theory

Dynamics

Dynamics Numerical Methods

Numerical Methods

Computational Fluid in Finance

Computational Fluid

in Finance

Dynamics

Dynamics Numerics of

Numerics of

Continuous-time Stochastic

Continuous-time

Stochastic

Portfolio

Processes

Optimization

Optimization Online Optimization

Online Optimization

Cryptography – Optimization with

Cryptography –

Cryptography – Optimization with

Optimization with

Geometric Methods

PDE

Data Structures and Algorithms for Combinatorial Optimization PDE based Multiscale Methods and Numerical Approaches for

Data Structures and Algorithms for Combinatorial Optimization

Data Structures and Algorithms for Combinatorial Optimization PDE based Multiscale Methods and Numerical Approaches for

PDE based Multiscale Methods and Numerical Approaches for

Differential- their Solution

Differential-

their Solution

Algebraic Equations

Algebraic Equations Permutation Groups

Permutation Groups

Financial Time Poisson and Lévy

Financial Time

Financial Time Poisson and Lévy

Poisson and Lévy

Series / Financial

Processes

Statistics - Part 1

Statistics - Part 1 Potential Theory

Potential Theory

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Module Handbook - Master Mathematics

Fundamentals of Valuation Theory17/04/2012 Module Handbook - Master Mathematics Geomathematics Geometry of Schemes Graphs and Algorithms Groups of Lie

Geomathematics- Master Mathematics Fundamentals of Valuation Theory Geometry of Schemes Graphs and Algorithms Groups of Lie

Mathematics Fundamentals of Valuation Theory Geomathematics Geometry of Schemes Graphs and Algorithms Groups of Lie Type

Mathematics Fundamentals of Valuation Theory Geomathematics Geometry of Schemes Graphs and Algorithms Groups of Lie Type

Geometry of

Schemes

Graphs and

Algorithms

Groups of Lie TypeGeomathematics Geometry of Schemes Graphs and Algorithms H-infinity Control Homogenization Intersection Theory

H-infinity ControlGeometry of Schemes Graphs and Algorithms Groups of Lie Type Homogenization Intersection Theory Introduction to the

HomogenizationGraphs and Algorithms Groups of Lie Type H-infinity Control Intersection Theory Introduction to the Theory of

Intersection TheoryGroups of Lie Type H-infinity Control Homogenization Introduction to the Theory of Dirichlet Forms Inverse

Introduction to the Theory of Dirichlet FormsType H-infinity Control Homogenization Intersection Theory Inverse Problems Kinetic and Fluid Dynamic Equations Lie

Inverse ProblemsTheory Introduction to the Theory of Dirichlet Forms Kinetic and Fluid Dynamic Equations Lie Algebras Lie

Kinetic and Fluid Dynamic Equationsto the Theory of Dirichlet Forms Inverse Problems Lie Algebras Lie Theory Locally Convex Spaces Location

Lie AlgebrasForms Inverse Problems Kinetic and Fluid Dynamic Equations Lie Theory Locally Convex Spaces Location Theory Malliavin

Lie TheoryProblems Kinetic and Fluid Dynamic Equations Lie Algebras Locally Convex Spaces Location Theory Malliavin Calculus and

Locally Convex SpacesKinetic and Fluid Dynamic Equations Lie Algebras Lie Theory Location Theory Malliavin Calculus and Applications Markov

Location TheoryEquations Lie Algebras Lie Theory Locally Convex Spaces Malliavin Calculus and Applications Markov Switching Models

Malliavin Calculus and ApplicationsAlgebras Lie Theory Locally Convex Spaces Location Theory Markov Switching Models and their applications in Finance

Markov Switching Models and their applications in FinanceSpaces Location Theory Malliavin Calculus and Applications Mathematical Aspects of Earthquake Prediction Mathematical

Mathematical Aspects of Earthquake PredictionMarkov Switching Models and their applications in Finance Mathematical Methods of Classical Mechanics Probability

Mathematical Methods of Classical Mechanicsin Finance Mathematical Aspects of Earthquake Prediction Probability Theory II Probability Theory II: Stochastic

Probability Theory IIPrediction Mathematical Methods of Classical Mechanics Probability Theory II: Stochastic Integrals Representation

Probability TheoryMethods of Classical Mechanics Probability Theory II II: Stochastic Integrals Representation Theory Scientific

II: Stochastic

Integrals

RepresentationTheory II Probability Theory II: Stochastic Integrals Theory Scientific Computing in Solid Mechanics Singularity

Theory

ScientificTheory II: Stochastic Integrals Representation Theory Computing in Solid Mechanics Singularity Theory Singularity

Computing in Solid

Mechanics

Singularity TheoryTheory Scientific Computing in Solid Mechanics Singularity Theory - Part 1 Sobolev Spaces Spatial

Singularity Theory -Scientific Computing in Solid Mechanics Singularity Theory Part 1 Sobolev Spaces Spatial Statistics Special Functions

Part 1

Sobolev SpacesMechanics Singularity Theory Singularity Theory - Part 1 Spatial Statistics Special Functions of Mathematical (Geo- )

Spatial StatisticsTheory Singularity Theory - Part 1 Sobolev Spaces Special Functions of Mathematical (Geo- ) Physics Stability

Special Functions ofTheory - Part 1 Sobolev Spaces Spatial Statistics Mathematical (Geo- ) Physics Stability Theory Stochastic

Mathematical (Geo- ) Physics

Stability TheoryStatistics Special Functions of Mathematical (Geo- ) Physics Stochastic Control and Financial Applications Stochastic

Stochastic ControlFunctions of Mathematical (Geo- ) Physics Stability Theory and Financial Applications Stochastic Geometry Stochastic

and Financial Applications

StochasticTheory Stochastic Control and Financial Applications Geometry Stochastic Partial Differential Equations

Geometry

Stochastic PartialControl and Financial Applications Stochastic Geometry Differential Equations Stochastic Processes with

Differential Equations

Stochastic Processes withGeometry Stochastic Partial Differential Equations Applications for Insurances / Financial Statistics - Part 2

Applications for Insurances / Financial Statistics - Part 2

Systems and Control Theory:Applications for Insurances / Financial Statistics - Part 2 Advanced Topics The Mathematics of Arbitrage Toric

Advanced Topics

The Mathematics of Arbitrage- Part 2 Systems and Control Theory: Advanced Topics Toric Geometry Tropical Geometry White Noise Analysis

Toric GeometryControl Theory: Advanced Topics The Mathematics of Arbitrage Tropical Geometry White Noise Analysis 3.1 Modules offered

Tropical GeometryAdvanced Topics The Mathematics of Arbitrage Toric Geometry White Noise Analysis 3.1 Modules offered each winter

White Noise AnalysisMathematics of Arbitrage Toric Geometry Tropical Geometry 3.1 Modules offered each winter semester Computer Algebra

3.1 Modules offered each winter semester

Computer Algebra

 

Degree programmes:

 

Master degree programmes of Mathematics, Technomathematics, Economathematics and Mathematics International

 

Contact

Self-

Effort

Credit

Semester

Duration

time

study

points

1

17/04/2012

Module Handbook - Master Mathematics

60 h

 

210 h

270 h

9 cp

1, 2 or 3

semester

1

Courses:

 

Computer Algebra

4 lecture hours per week

2

Contents:

 

·

Normal forms and standard bases of ideals and

modules

 

·

Syzygies, free resolutions and the proof of the

Buchberger criterion

 

· Computation of normalization of Noetherian rings

· Computation of primary decomposition of ideals

· Hilbert function

 

· Ext and Tor

 

3

Result of study / competences:

 

The students have gained advanced knowledge of the theory of Computer Algebra. They know how problems from Commutative Algebra, Algebraic Geometry and their practical applications can be represented and solved by algorithms. The students are able to program advanced algorithms of Computer Algebra.

4

Conditions for participation concerning contents of previous lectures:

The courses Introduction to Symbolic Computation and Commutative Algebra from the bachelor degree programme of Mathematics.

5

Usability of this module:

 

for master degree programmes mentioned above:

Main focus of study Algebraic Geometry and Computer Algebra (under the terms of MPO §4, clause 5). Areas of pure mathematics, applied mathematics or general mathematics if the main focus of study was not Algebraic Geometry and Computer Algebra (considering the rules of the degree progamme which might restrict the above).

6

Award of credit points, examinations:

 

Examination about this course

 

7

Frequency of occurrence:

 

Each year (during the winter semester)

 

8

Intended size of class:

 

about 10-25 students

 

9

Authorized representatives of module and main lecturers:

Prof. Dr. G.-M. Greuel, Prof. Dr. G. Pfister

 

Financial Mathematics II

Degree programmes:

Master degree programmes of Mathematics, Technomathematics, Economathematics and

17/04/2012

Module Handbook - Master Mathematics

Mathematics International

 

Contact

Self-

Credit

Duration

time

45 h

study

90 h

Effort

135 h

points

4,5 cp

Semester 1, 2 or 3

1

semester

1

Courses:

 

Financial Mathematics

2 lectures hours, 1 tutorial

II

hour per week

 

2

Contents:

 

·

Basics of interest modelling (Bonds and linear

products, swaps, caps and floors, bond options, rate

of interest options, curves of interest structure, rate of interest (short rates and forward rates))

·

Heath-Jarrow-Morton framework (easy example:

Ho-Lee model, general HJM drift constraint, one- and multi-dimensional modelling)

·

Short rate models (general single-coefficient-

modelling, general valuation equation, affine modelling

of interest rate structure, Vasicek-, Cox-Ingersoll- Ross- and further models, calibration of model)

Incomplete markets (Super- and sub-hedging, duality)

·

·

Defaultable bonds (Merton model)

 

3

Result of study / competences:

 

The students have gained (additionally to Part I of Financial Mathematics) further basic knowledge of continuous-time financial mathematics and therefore are well grounded in basic training of continuous-time financial mathematics.

4

Conditions for participation concerning contents of previous lectures:

The course Probability Theory I from the bachelor degree programme of Mathematics.

5

Usability of this module:

 

for master degree programmes mentioned above:

Main focus of study Financial Mathematics (under the terms of MPO §4, clause 5). Areas of applied mathematics or general mathematics if the main focus of study was not Financial Mathematics (considering the rules of the degree progamme which might restrict the above).

6

Award of credit points, examinations:

 

Examination about this course

 

8

Frequency of occurrence:

 

Each year (during the winter semester)

 

8

Intended size of class:

 

about 10-25 students

9

Authorized representatives of module and main lecturers:

Prof. Dr. R. Korn, Prof. Dr. J. Saß

 

10

Additional information:

 

17/04/2012

Module Handbook - Master Mathematics

This module can be combined with the module Financial Mathematics I to a single module

This module can be combined with the module Financial Mathematics I to a single module named Financial Mathematics I/II (13,5 cp).

Mathematical Statistics

 

Degree programmes:

 

Master degree programmes of Mathematics, Technomathematics, Economathematics and Mathematics International

 

Contact

time

Self-

study

Effort

270 h

Credit

points

Semester 1 or 2

Duration

1

90 h

180 h

9

cp

semester

1

Courses:

Mathematical

lecture hours, 2 tutorial hours per week

4

Statistics

2

Contents:

Asymptotic analysis of M-estimators, especially of Maximum-Likelihood-estimators

·

· Bayes- and Minimax-estimators

 

· Likelihood-ratio-tests: asymptotic analysis and

examples (t-test, c²-goodness-of-fit-test)

 

·

Glivenko-Cantelli-theorem, Kolmogorov-Smirnov-test

Differentiable statistic functionals and examples of applications (derivation of asymptotic results, robustness)

·

·

Resampling methods on the basis of Bootstraps

3

Result of study / competences:

 

The students know and understand classical and modern asymptotic approaches and techniques of proofs for mathematical statistics as well as their usability to solve practical relevant problems. The students are able to apply methods of mathematical statistics by themselves.

4

Conditions for participation concerning contents of previous lectures:

The course Stochastic Methods from the bachelor degree programme of Mathematics.

5

Usability of this module:

 

for master degree programmes mentioned above:

Main focus of study from the following list (under the terms of MPO §4, clause 5):

· Financial Mathematics

 

· Statistics

Areas of applied mathematics or general mathematics if the main focus of study was not one of the above (considering the rules of the degree progamme which might restrict the above).

6

Award of credit points, examinations:

 

17/04/2012

Module Handbook - Master Mathematics

 

Examination about this course

7 Frequency of occurrence:

 

Each year (during the winter semester)

8 Intended size of class:

 

about 10-25 students

9 Authorized representatives of module and main lecturers:

 

Prof. Dr. R. Korn, Prof. Dr. H. von Weizsäcker

Non-Life Insurance

 

Degree programmes:

 

Master degree programmes of Mathematics, Technomathematics, Economathematics and Mathematics International

 

Contact

Self-

Credit

Duration

time

30 h

study

105 h

Effort

135 h

points

4,5 cp

Semester 1, 2 or 3

1

semester

1

Courses:

 

Non-Life Insurance

2 lecture hours per week

2

Contents:

 

Collective risk models:

 

· Models for claim number process

 

· Poisson processes

 

· Renewal processes

· Total loss distribution

· Aspects of reinsurance

· Ruin theory and ruin probabilities

 

Experience rating:

 

·

Bayes estimate

Linear Bayes estimate (Bühlmann and Bühlmann- Straub model)

·

3

Result of study / competences:

 

The students have gained profound knowledge in the mathematical and practical foundations of non-life insurance mathematics.

4

Conditions for participation concerning contents of previous lectures:

Module "Probability Theory I"

 

5

Usability of this module:

 

for master degree programmes mentioned above:

Main focus of study from the following list (under the terms of MPO §4, clause 5):

· Financial mathematics

 

· Statistics

 

Areas of applied mathematics or general mathematics if the main focus of study was not one of the above (considering the rules of the degree progamme which

17/04/2012

Module Handbook - Master Mathematics

 

might restrict the above).

6

Award of credit points, examinations:

Examination about this course

8

Frequency of occurrence:

Each year (in the winter semester)

8

Intended size of class:

about 10-25 students

9

Authorized representatives of module and main lecturers:

Prof. Dr. R. Korn, Prof. Dr. J. Saß

10

Additional information:

This module can be combined with the module Life Insurance to a single module named "„Insurance Mathematics“ (9 credit points).

Numerical Methods for Hyperbolic PDE

Degree programmes:

 

Master degree programmes of Mathematics, Technomathematics, Economathematics and Mathematics International

 

Contact

time

Self-

study

Effort

270 h

Credit

points

Semester 1, 2 or 3

Duration

1

60 h

210 h

9

cp

semester

1

Courses:

 

Numerical Methods for PDE II

4

lecture hours per week

2

Contents:

 

Numerical methods to deal with hyperbolic differential equations will be provided and analytically analysed. Especially the following contents will be dealt with:

· Approximation methods for hyperbolic problems

· Theory of weak solutions and entropy solutions

· Consistency, stability and convergence

 

where appropriate approximation methods for systems of conservation equations

·

3

Result of study / competences:

 

The students know and understand basic concepts to deal with numerical hyperbolic differential equations as well as mathematical techniques to analyse these methods. On the basis of concrete exercises the students have developed a skilled, precise and independent handling of the terms, propositions and methods tought in Numerical Methods for Hyperbolic PDE.

4

Conditions for participation concerning contents of previous lectures:

The module Differential Equations: Numerics of ODE &

17/04/2012

Module Handbook - Master Mathematics

 

Introduction to PDE

5

Usability of this module:

for master degree programmes mentioned above:

Main focus of study from the following list (under the terms of MPO §4, clause 5):

· Modelling and Scientific Computation

· Partial Differential Equations

Areas of applied mathematics or general mathematics if the main focus of study was not one of the above (considering the rules of the degree progamme which might restrict the above).

6

Award of credit points, examinations:

Examination about this course

7

Frequency of occurrence:

Each year (during the winter semester)

8

Intended size of class:

about 10-25 students

9

Authorized representatives of module and main lecturers:

Prof. Dr. A. Klar, Prof. Dr. R. Pinnau, Prof. Dr. D. Prätzel-Wolters

Probability and Algorithms

 

Degree programmes:

 

Master degree programmes of Mathematics, Technomathematics, Economathematics and Mathematics International

 

Contact

time

Self-

study

Effort

270 h

Credit

points

Semester 1, 2 or 3

Duration

1

90 h

180 h

9

cp

semester

1

Courses:

Probability and

lecture hours, 2 tutorial hours per week

4

Algorithms

2

Contents:

· Deterministic and randomized algorithms – concepts

· Examples for randomized algorithms

 

Erdös' probabilistic method – a construction principle for randomization

·

· De-randomization strategies

 

· Azuma's inequality and the tailbound trick

 

Probabilistic analysis of the travelling salesman problem

·

·

Markov couplings and flows in Markov chains –

estimation of steady-state-approximation times and their application

3

Result of study / competences:

 

The students got to know different types of

 

17/04/2012

Module Handbook - Master Mathematics

 

randomized algorithms. They are able to evaluate the complexity and efficiency of randomized algorithms and apply examples on problems of mathematical optimization. In case studies the students have learned to perform a probabilistic analysis of algorithms and apply methods based on Markov chains.

4

Conditions for participation concerning contents of previous lectures:

The courses Linear and Network Optimization and Stochastic Methods from the bachelor degree programme of Mathematics.

5

Usability of this module:

for master degree programmes mentioned above:

Main focus of study Optimization (under the terms of MPO §4, clause 5). Areas of pure mathematics, applied mathematics or general mathematics if the main focus of study was not Optimization (considering the rules of the degree progamme which might restrict the above).

6

Award of credit points, examinations:

Examination about this course

7

Frequency of occurrence:

Each year (during the winter semester)

8

Intended size of class:

about 10-25 students

9

Authorized representatives of module and main lecturers:

Priv.-Doz. Dr. K.-H. Küfer

Stochastic Differential Equations

 

Degree programmes:

 

Master degree programmes of Mathematics, Technomathematics, Economathematics and Mathematics International

 

Contact

time

Self-

study

Effort

270 h

Credit

points

Semester 1, 2 or 3

Duration

1

90 h

180 h

9

cp

semester

1

Courses:

 

Stochastic Differential Equations

lecture hours, 2 tutorial hours per week

4

2

Contents:

 

Stochastic differential equations (SDEs for short notation of stochastic differential equations) are used for modelling continuous-time random phenomena. Key elements of the theory of stochastic differential

17/04/2012

Module Handbook - Master Mathematics

 

equations are covered. Also an introduction to

algorithmic issues is given. The following topics are covered:

· Brownian motion

· Martingales theory

Stochastic integration (with respect to Brownian motion)

·

·

Strong and weak solutions of SDEs

Stochastic representation of the solution of partial differential equations

·

·

Classical approximation

3

Result of study / competences:

The students have acquired advanced knowledge in analysis of stochastic differential equations. They have also gained insights into the modelling and numerical handling of SDEs.

4

Conditions for participation concerning contents of previous lectures:

Module Probability Theory I and basic knowledge of Functional Analysis.

5

Usability of this module:

for master degree programmes mentioned above:

Main focus of study from the following list (under the terms of MPO §4, clause 5):

· Applied analysis

· Modelling and scientific computation

· Partial differential equations

Areas of abstract, applied or general mathematics if the main focus of study was not chosen from the above list (considering the rules of the degree progamme which might restrict the above).

6

Award of credit points, examinations:

Examination about this course

7

Frequency of occurrence:

Beginning with WS 12/13 each winter semester

8

Intended size of class:

about 10-25 students

9

Authorized representatives of module and main lecturers:

Prof. Dr. K. Ritter

10

Additional information:

This module can not be combined with the module "Financial Mathematics I" in the final examination due to high content overlap.

3.2 Modules offered each summer semester

content overlap. 3.2 Modules offered each summer semester
content overlap. 3.2 Modules offered each summer semester

17/04/2012

Module Handbook - Master Mathematics

Financial Mathematics I

 

Degree programmes:

 

Master degree programmes of Mathematics, Technomathematics, Economathematics and Mathematics International

 

Contact

time

Self-

study

Effort

270 h

Credit

points

Semester 1, 2 or 3

Duration

1

90 h

180 h

9

cp

semester

1

Courses:

Financial Mathematics

4

lecture hours, 2 tutorial

I

hours per week

 

2

Contents:

Basics of stochastic analysis (Brownian motion, Itô- integral, Itô-formula, Martingale representation theorem, Girsanov theorem, linear stochastic differential equations, Feynman-Kac formula)

·

·

Diffusion model for share prices and trading

 

strategies

· Completeness of market

 

· Valuation of options with the duplication principle,

Black-Scholes-formula

 

·

Valuation of options and partial differential

 

equations

Arbitrage bounds (Put-Call-parity, parity of prices for european and american calls)

·

·

Martingale method of Portfolio-Optimization

 

3

Result of study / competences:

 

The students have gained basic knowledge of stochastic analysis and continuous-time financial mathematics.

4

Conditions for participation concerning contents of previous lectures:

The course Probability Theory I.

 

5

Usability of this module:

 

for master degree programmes mentioned above:

Main focus of study from the following list (under the terms of MPO §4, clause 5):

· Financial Mathematics

 

· Statistics

Areas of applied mathematics or general mathematics if the main focus of study was not chosen from the above list (considering the rules of the degree progamme which might restrict the above).

6

Award of credit points, examinations:

 

Examination about this course

 

8

Frequency of occurrence:

 

Each year (during the summer semester)

 

8

Intended size of class:

 

about 10-25 students

 

17/04/2012

Module Handbook - Master Mathematics

9

Authorized representatives of module and main lecturers:

Prof. Dr. R. Korn, Prof. Dr. J. Saß

10

Additional information:

This module can be combined with the module Financial Mathematics II to a single module named Financial Mathematics I/II (13,5 cp) or with the module Continuous-time Portfolio Optimization to a single module named Financial Mathematics I; Continuous-time Portfolio Optimization (13,5 cp).

Life Insurance

 

Degree programmes:

 

Master degree programmes of Mathematics, Technomathematics, Economathematics and Mathematics International

 

Contact

Self-

Credit

Duration

time

30 h

study

105 h

Effort

135 h

points

4,5 cp

Semester 1, 2 or 3

1

semester

1

Courses:

 

Life Insurance

2 lecture hours per week

2

Contents:

 

Elementary financial mathematics (calculation of interest)

·

· Mortality

 

· Insurance benefits

 

· Net premiums and net actuarial reserves

 

· Inclusion of costs

 

· Life related insurance

· Various Ausscheideursachen

 

3

Result of study / competences:

 

The students have acquired fundamental knowledge in the mathematical and practical foundations of classical life insurance mathematics.

4

Conditions for participation concerning contents of previous lectures:

The course Stochastic methods from the bachelor degree programme of Mathematics.

5

Usability of this module:

 

for master degree programmes mentioned above:

Main focus of study from the following list (under the terms of MPO §4, clause 5):

· Financial mathematics

 

· Statistics

 

Areas of applied mathematics or general mathematics if the main focus of study was not one of the above (considering the rules of the degree progamme which might restrict the

17/04/2012

Module Handbook - Master Mathematics

6

Award of credit points, examinations:

Examination about this course

8

Frequency of occurrence:

Each year (during the summer semester)

8

Intended size of class:

about 10-25 students

9

Authorized representatives of module and main lecturers:

Prof. Dr. R. Korn, Prof. Dr. J. Saß

10

Additional information:

This module can be combined with the module Financial Mathematics I to a single module named "Financial Mathematics I; Life insurance" (13,5 credit points).

Numerical Methods for Elliptic and Parabolic PDE

Degree programmes:

 

Master degree programmes of Mathematics, Technomathematics, Economathematics and Mathematics International

 

Contact

time

Self-

study

Effort

270 h

Credit

points

Semester 1, 2 or 3

Duration

1

90 h

180 h

9

cp

semester

1

Courses:

 

Numerical Methods for PDE I

lecture hours, 2 tutorial hours per week

4

2

Contents:

 

Continuation of the courses Numerics of ODE and Introduction to PDE. Numerical methods to deal with

elliptic and parabolic differential equations will be provided and analytically analysed. Especially the following contents will be dealt with:

· Approximation methods for elliptic problems

 

· Theory of weak solutions

 

· Consistency, stability and convergence

 

· Approximation methods for parabolic problems

3

Result of study / competences:

 

The students know and understand basic concepts to deal with numerical partial differential equations as well as mathematical techniques to analyse these methods.

4

Conditions for participation concerning contents of previous lectures:

The modules Numerics of ODE and Introduction to PDE

5

Usability of this module:

 

for master degree programmes mentioned above:

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Module Handbook - Master Mathematics

 

Main focus of study from the following list (under the terms of MPO §4, clause 5):

· Modelling and Scientific Computation

· Partial Differential Equations

Areas of applied mathematics or general mathematics if the main focus of study was not one of the above (considering the rules of the degree progamme which might restrict the above).

6 Award of credit points, examinations:

 

Examination about this course

7 Frequency of occurrence:

 

Each year (during the summer semester)

8 Intended size of class:

 

Lectures: about 15-50 students, Tutorials: about 15-25 students

9 Authorized representatives of module and main lecturers:

 

Prof. Dr. A. Klar, Prof. Dr. R. Pinnau

Theory of Scheduling Problems

 

Degree programmes:

 

Master degree programmes of Mathematics, Technomathematics, Economathematics and Mathematics International

 

Contact

time

Self-

study

Effort

270 h

Credit

points

Semester 1, 2 or 3

Duration

1

90 h

180 h

9

cp

semester

1

Courses:

 

Theory of Scheduling Problems

lecture hours, 2 tutorial hours per week

4

2

Contents:

 

·

Classification of scheduling problems

 

The link between scheduling and combinatorial optimization problems

·

· Single machine problems

 

· Parallel machines

 

· Job shop scheduling

· Due-date scheduling

 

· Time-Cost tradeoff Problems

 

In parts, only some of the headwords above as well as further research topics will be covered in detail during the lecture and tutorials. Details are to be found in the information system of the University of Kaiserslautern.

3

Result of study / competences:

 

The students have gained a good overview of current

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mathematical methods to solve scheduling or processing problems. The latter are of great importance for the oganisation of operative pocesses and computer science.

4

Conditions for participation concerning contents of previous lectures:

The course Linear and Network Optimization from the bachelor degree programme of Mathematics; Integer Programming: Polyhedral Theory and Algorithms

5

Usability of this module:

for master degree programmes mentioned above:

Main focus of study Optimization (under the terms of MPO §4, clause 5). Areas of applied mathematics or general mathematics if the main focus of study was not Optimization (considering the rules of the degree progamme which might restrict the above).

6

Award of credit points, examinations:

Examination about this course

7

Frequency of occurrence:

Each year (during the summer semester)

8

Intended size of class:

about 10-25 students

9

Authorized representatives of module and main lecturers:

Prof. Dr. H. Hamacher, Priv.-Doz. Dr. K.-H. Küfer

3.3 Modules offered irregularly

3D Image Analysis

 

Degree programmes:

 

Master degree programmes of Mathematics, Technomathematics, Economathematics and Mathematics International

 

Contact

Self-

Credit

Duration

time

60 h

study

75 h

Effort

135 h

points

4,5 cp

Semester 1, 2 or 3

1

Semester

1

Courses:

   

3D Image Analysis

2 lecture hours, 2 tutorial/practice hours per week

2

Contents:

 

Processing and statistical analysis of three- dimensional image data, in particular:

 

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Module Handbook - Master Mathematics

 

· Random closed sets and their characteristics

· Discretization and three-dimensional context

· Mathematical morphology

· Methods of image processing: filtering,

segmentation, Euclidean distance transformation, labeling, watershed transformation

Estimates of geometrical characteristics for random closed sets of image data

·

3

Result of study / competences:

The students have learned basic classes of algorithms for processing and analysis of three-dimensional image data. Assuming that the pictured structure is a random closed set, they can estimate geometric structure characteristics from the image data. They are also able to process and to analyse the given image data by means of suitable image processing software.

4

Conditions for participation concerning contents of previous lectures:

Course "Practical Mathematics: Stochastic methods" from the bachelor's degree programme of Mathematics. Advanced knowledge in stochastics (e.g. "Time Series Analysis" or "Probability Theory I") is an advantage, but is not necessarily required.

5

Usability of this module:

for master degree programmes mentioned above:

Main focus of study Statistics (under the terms of MPO §4, clause 5).

Areas of applied mathematics or general mathematics if the main focus of study was not Statistics (considering the rules of the degree progamme which might restrict the above).

6

Award of credit points, examinations:

Examination about this course

7

Frequency of occurrence:

Irregular

8

Intended size of class:

About 10-25 students

9

Authorized representatives of module and main lecturers:

Prof. Dr. J. Franke, Dr. C. Redenbach

Advanced Network Flows and Selfish Routing

Degree programmes:

Master degree programmes of Mathematics,

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Module Handbook - Master Mathematics

Technomathematics, Economathematics and Mathematics International

 

Contact

time

Self-

study

Effort

270 h

Credit

points

Semester 1, 2 or 3

Duration

1

90 h

180 h

9

cp

semester

1

Courses:

 

Advanced Network Flows and Selfish Routing

lecture hours, 2 tutorial hours per week

4

2

Contents:

·

Basics of network flows

 

Efficient methods to compute max flows (Dinic's algorithm, Push-Relabel method)

·

Polynomial and strong polynomial methods for min cost flows

·

·

Dynamic network flows (dynamic max-flow-min-cut

theorem, temporally repeated flows) and networks expanded over time

· Flows with flow-depending costs, Optimality criteria

· Flows in Nash-equilibrium

 

· Price of the anarchy (lower and upper bounds)

· Paradox of Braess and its consequences

 

· Network design for selfish users

 

· Congestion Games

 

3

Result of study / competences:

 

The students are able to cope with advanced techniques to compute network flows. The know and understand different accesses to network flows, esspecially those coming from game theory, with applications in traffic planning and economic science.

4

Conditions for participation concerning contents of previous lectures:

The course Linear and Network Optimization from the bachelor degree programme of Mathematics

5

Usability of this module:

 

for master degree programmes mentioned above:

Main focus of study Optimization (under the terms of MPO §4, clause 5). Areas of applied mathematics or general mathematics if the main focus of study was not Optimization (considering the rules of the degree progamme which might restrict the above).

6

Award of credit points, examinations:

 

Examination about this course

 

7

Frequency of occurrence:

 

Irregular

8

Intended size of class:

 

about 10-25 students

 

9

Authorized representatives of module and main lecturers:

Prof. Dr. H. Hamacher, Prof. Dr. S. Krumke, Jun. Prof. Dr. S. Ruzika

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Module Handbook - Master Mathematics

Advanced Topics in Algebraic Geometry

Degree programmes:

 

Master degree programmes of Mathematics, Technomathematics, Economathematics and Mathematics International

 

Contact

Self-

Credit

Duration

time

30 h

study

105 h

Effort

135 h

points

4,5 cp

Semester 1, 2 or 3

1

semester

1

Courses:

 

Advanced Topics in Algebraic Geometry

2 lecture hours per week

2

Contents:

 

A selection of topics from the following areas will be handled:

· Sheaves and cohomology theory

 

· Divisors and line bundles

 

· Differential forms

 

· Proj constructions and applications

 

· Blowing up

 

· Relative rational variaties

 

· Hilbert schemes

 

· Moduli spaces

3

Result of study / competences:

 

The students have acquired advanced knowledge in the theory of modern algebraic geometry which enables them to understand the current work in algebraic geometry. They are able to independently work on special problems in this area and solve them as a part of their thesis.

4

Conditions for participation concerning contents of previous lectures:

Module Algebraic Geometry.

 

5

Usability of this module:

 

for master degree programmes mentioned above:

Main focus of study Algebraic Geometry and Computer Algebra (under the terms of MPO §4, clause 5).

Areas of pure mathematics or general mathematics if the main focus of study was not Algebraic Geometry and Computer Algebra (considering the rules of the degree progamme which might restrict the above).

6

Award of credit points, examinations:

 

Examination about this course

 

7

Frequency of occurrence:

 

Irregular

 

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Module Handbook - Master Mathematics

8

Intended size of class:

about 10-25 students

9

Authorized representatives of module and main lecturers:

Prof. Dr. W. Decker, Prof. Dr. G. Trautmann

10

Additional information::

This module can not be combined with the module "Algebraic Geometry II: Sheaves, Cohomology and Applications" in the final examination due to high content overlap.

Algebraic Combinatorics

 

Degree programmes:

 

Master degree programmes of Mathematics, Technomathematics, Economathematics and Mathematics International

 

Contact

time

Self-

study

Effort

270 h

Credit

points

Semester 1, 2 or 3

Duration

1

90 h

180 h

9

cp

semester

1

Courses:

 

Algebraic

 

lecture hours, 2 tutorial hours per week

4

Combinatorics

2

Contents:

 

· Principle of inclusion and exclusion

 

· Formal power series and combinatoric applications

· Polya-Redfield-counting

 

· Eigenvalue-theory of graphs

 

· Strong regular graphs

 

· Designs and difference quantities

 

3

Result of study / competences:

 

The students know and understand applications of algebraic structures (eigenvalue-theory, polynomial rings, formal power series, finite fields, results of group theory) to combinatoric tasks.

4

Conditions for participation concerning contents of previous lectures:

The course Algebraic Structures from the bachelor degree programme of Mathematics. Selected terms and results from the course Introduction to Algebra from the bachelor degree programme of Mathematics and from the course Group Theory will be sufficiently discussed during this lecture. Therefore, these lectures are good additions but not necessarily required.

5

Usability of this module:

 

for master degree programmes mentioned above:

Main focus of study Algebra and Number Theory

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Module Handbook - Master Mathematics

 

(under the terms of MPO §4, clause 5). Areas of pure mathematics or general mathematics if the main focus of study was not Algebra and Number Theory (considering the rules of the degree progamme which might restrict the above).

6 Award of credit points, examinations:

 

Examination about this course

7 Frequency of occurrence:

 

Irregular

8 Intended size of class:

 

about 10-25 students

9 Authorized representatives of module and main lecturers:

 

Prof. Dr. U. Dempwolff

Algebraic Geometry II: Sheaves, Cohomology and Applications

 

Degree programmes:

 

Master degree programmes of Mathematics, Technomathematics, Economathematics and Mathematics International

 

Contact

time

Self-

study

Effort

270 h

Credit

points

Semester 1, 2 or 3

Duration

1

60 h

210 h

9

cp

semester

1

Courses:

   

Algebraic Geometry II:

4

lecture hours per week

Sheaves, Cohomology and Applications

 

2

Contents:

 

· Sheaves and sheaf cohomology

 

· Divisors and line bundles

 

· Differential forms

 

Applications and examples (e.g. Riemann-Hurwitz- formula, Riemann-Roch theorem, projective embedding, blow-ups, Grassmann-varieties)

·

3

Result of study / competences:

 

The students are well grounded in knowledge of the theory of modern algebraic geometry which enables them to understand current works in algebraic geometry. They particulary know and understand typical examples and applications.

4

Conditions for participation concerning contents of previous lectures:

Module Algebraic Geometry.

 

5

Usability of this module:

 

for master degree programmes mentioned above:

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Module Handbook - Master Mathematics

 

Main focus of study Algebraic Geometry and Computer Algebra (under the terms of MPO §4, clause 5). Areas of pure mathematics, applied mathematicas or general mathematics if the main focus of study was not Algebraic Geometry and Computer Algebra (considering the rules of the degree progamme which might restrict the above).

6 Award of credit points, examinations:

 

Examination about this course

7 Frequency of occurrence:

 

Irregular

8 Intended size of class:

 

about 10-25 students

9 Authorized representatives of module and main lecturers:

 

Prof. Dr. W. Decker, Prof. Dr. A. Gathmann

Algorithmic Game Theory

 

Degree programmes:

 

Master degree programmes of Mathematics, Technomathematics, Economathematics and Mathematics International

 

Contact

time

Self-

study

Effort

270 h

Credit

points

Semester 1, 2 or 3

Duration

1

90 h

180 h

9

cp

semester

1

Courses:

 

Algorithmic Game Theory

lecture hours, 2 tutorial hours per week

4

2

Contents:

 

Cooperative Game Theory:

 

Games in characteristic function form 

 

Solution concepts, e.g., core, Shapley value  Games in characteristic function form   Complexity of the computation of solution concepts Cost

Complexity of the computation of solution conceptsform   Solution concepts, e.g., core, Shapley value Cost allocation problems   Application, e.g.,

Cost allocation problems 

 

Application, e.g., optimization problems in multi- player-situationsof solution concepts Cost allocation problems   Non-cooperative Game Theory:   Equilibria, e.g.,

Non-cooperative Game Theory:

 

Equilibria, e.g., Nash Equilibria, dominant strategies 

 

Complexity of the computation of equilibriae.g., Nash Equilibria, dominant strategies   Introduction to mechanism design, e.g., truthful mechanisms

Introduction to mechanism design, e.g., truthful mechanisms  Complexity of the computation of equilibria 3 Result of study / competences:   The students

3

Result of study / competences:

 

The students know and understand different solution

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Module Handbook - Master Mathematics

 

concepts of cooperative and non-cooperative game theory. They are able to evaluate the complexity of solutions of cooperative and non-cooperative games and to get the solutions with help of optimization methods. During the exercises students have developed a skilled, precise and independent handling of the terms, propositions and methods tought during the lectures.

4

Conditions for participation concerning contents of previous lectures:

The course "Linear and Network Optimization" from the bachelor degree programme of Mathematics, the module "Integer Programming: Polyhedral Theory and Algorithms".

5

Usability of this module:

for master degree programmes mentioned above:

Main focus of study Optimization (under the terms of MPO §4, clause 5). Areas of applied mathematics or general mathematics if the main focus was different (considering the rules of the degree progamme which might restrict the above).

6

Award of credit points, examinations:

Examination about this course

7

Frequency of occurrence:

Irregular

8

Intended size of class:

about 10-25 students

9

Authorized representatives of module and main lecturers:

Prof. Dr. H. Hamacher, Prof. Dr. S. Krumke

Algorithms in Homological and Commutative Algebra

Degree programmes:

 

Master degree programmes of Mathematics, Technomathematics, Economathematics and Mathematics International

 

Contact

Self-

Credit

Duration

time

30 h

study

105 h

Effort

135 h

points

4,5 cp

Semester 1, 2 or 3

1

semester

1

Courses:

   

Algorithms in Homological and Commutative Algebra

2 lecture hours per week

2

Contents:

 

· Normalization, integrity bases

 

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Module Handbook - Master Mathematics

 

·

Application: parameterization of rational curves

Flatness, depth and codimension, Cohen-Macaulay rings

·

·

Application: invariant rings

3

Result of study / competences:

The students have learnt how to handle the main concepts from the field of the algorithms in homological and commutative algebra.

4

Conditions for participation concerning contents of previous lectures:

The courses "Commutative Algebra" and "Computer Algebra".

5

Usability of this module:

for master degree programmes mentioned above:

Main focus of study "Algebraic Geometry and Computer Algebra" (under the terms of MPO §4, clause 5). Areas of pure mathematics or general mathematics if the main focus was not "Algebraic Geometry and Computer Algebra" (considering the rules of the degree progamme which might restrict the above).

6

Award of credit points, examinations:

Examination about this course

7

Frequency of occurrence:

Irregular

8

Intended size of class:

about 10-25 students

9

Authorized representatives of module and main lecturers:

Prof. Dr. W. Decker, Prof. Dr. G. Pfister

10

Additional information::

This module can not be combined with the module "Computational Algebraic Geometry" in the final examination due to high content overlap.

Analytic Number Theory

 

Degree programmes:

 

Master degree programmes of Mathematics, Technomathematics, Economathematics and Mathematics International

 

Contact

time

Self-

study

Effort

270 h

Credit

points

Semester 1, 2 or 3

Duration

1

90 h

180 h

9

cp

semester

1

Courses:

 

Analytic Number Theory

lecture hours, 2 tutorial hours per week

4

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Module Handbook - Master Mathematics

2

Contents:

· Dirichlet series

· Prime numbers in arithmetic progressions

· Functional equation of the Riemann zeta function

· L-functions and Gaussian sums

· Binary quadratic forms

· Class numbers of quadratic fields

3

Result of study / competences:

The students know and understand basic methods and results of Analytic Number Theory.

4

Conditions for participation concerning contents of previous lectures:

The courses Introduction to Algebra and Introduction to Complex Analysis from the bachelor degree programme of Mathematics.

5

Usability of this module:

for master degree programmes mentioned above:

Main focus of study Algebra and Number Theory (under the terms of MPO §4, clause 5). Areas of pure mathematics or general mathematics if the main focus of study was not Algebra and Number Theory (considering the rules of the degree progamme which might restrict the above).

6

Award of credit points, examinations: