Μ.Sc. in Quantitative Management of Actuarial and Financial Risk
Master of Science (Μ.Sc.) in Quantitative Management of Actuarial and Financial Risk
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:
- Stochastic and statistic modelling of financial, insurance and actuarial risk.
- Risk management techniques
- Selection techniques for financial and insurance portfolios
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.
Three obligatory courses are offered in each of the first four semesters
- Probability and applications using computational techniques (5 ECTS)
- Statistics and applications using computational techniques (5 ECTS)
- Financial Markets and Corporate Finance (5 ECTS)
- Optimization Techniques and Portfolio Theory (5 ECTS)
- Linear models and Time Series Analysis (5 ECTS)
- Stochastic Processes and Derivative Markets (5 ECTS)
- Financial Econometrics (5 ECTS)
- Financial Mathematics with Computational Applications (5 ECTS)
- Life Insurance – General Insurance (5 ECTS)
- Insurance Risk Management - Solvency II (5 ECTS)
- Credit and Financial Risk Management (5 ECTS)
- Topics in Insurance and Finance (5 ECTS)
Dissertation Thesis (30 ECTS)
Instructions (in Greek)
Instructions for delivering the thesis (in Greek)
Devision Regulation (in Greek)
You can find a short description of the courses here.
The program regulation is here (in Greek).
The PD for the program's regulation can be found here (in Greek).
Proclamation for the academic year 2023-24.
The study guide for the program can be found here.
Quality Assurance Policy for the M.Sc. in Quantitative Management of Actuarial and Financial Risk can be found here (in Greek)