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German original

Large Specialization Module Stochastics
(dt. Großes Vertiefungsmodul Stochastik)

Level, degree of commitment in original study programme Advanced module, compulsory elective module
Forms of teaching and learning,
Lecture (4 SWS), recitation class (2 SWS),
270 hours (90 h attendance, 180 h private study)
Credit points,
formal requirements
9 CP
Course requirement: Successful completion of at least 50 percent of the points from the weekly exercises.
Examination type: Written or oral examination
The grading is done with 0 to 15 points according to the examination regulations for study course M.Sc. Business Mathematics.
Original study programme M.Sc. Wirtschaftsmathematik / Mathematische Vertiefungs- und Praxismodule
One semester,
Person in charge of the module's outline All lecturers of Mathematics


Continuation of the contents of an intermediate module, exemplary treatment of current results under inclusion of newer research literature.

The topics come from one of the following areas:

  • probability theory
  • Stochastic processes
  • statistics

Qualification Goals

The students shall

  • learn about hot mathematical research topics and results,
  • learn working with research literature,
  • gain insight into the development of new mathematical results,
  • deepen their mathematical knowledge in a specific field,
  • acquire the competence to acquire and understanding of scientific articles from mathematical journals,
  • practice mathematical methods (development of mathematical intuition and its formal justification, training of the ability to abstract, proof methods),
  • improve their oral communication skills in the recitation classes by practicing free speech in front of an audience and during discussion.


None. The competences taught in the following modules are recommended: either Foundations of Mathematics and Linear Algebra I and Linear Algebra II or Basic Linear Algebra, either Analysis I and Analysis II or Basic Real Analysis. In addition, the competences that are taught in the intermediate modules (depending on the topic) are recommended.

Recommended Reading

  • Themenabhängig

Please note:

This page describes a module according to the latest valid module guide in Wintersemester 2019/20. Most rules valid for a module are not covered by the examination regulations and can therefore be updated on a semesterly basis. The following versions are available in the online module guide:

The module guide contains all modules, independent of the current event offer. Please compare the current course catalogue in Marvin.

The information in this online module guide was created automatically. Legally binding is only the information in the examination regulations (Prüfungsordnung). If you notice any discrepancies or errors, we would be grateful for any advice.