Master in Stochastics and Financial Mathematics

 

The Master of Science (MSc) programme Stochastics and Financial Mathematics is rooted in the Korteweg-de Vries Institute for Mathematics at the Universiteit van Amsterdam (UvA) and the Division of Mathematics and Computer Science of the Vrije Universiteit (VU), both located at Amsterdam. These institutes harbor a wide variety of specialists in the relevant areas of probability theory, stochastic processes, mathematical statistics, industrial statistics, stochastic operations research, dynamical systems, and biostatistics.

The two-year Master of Science programme in Stochastics and Financial Mathematics appeals to bachelors in Mathematics, Statistics, Econometrics, or Actuarial Sciences. Candidates should have a basic knowledge of measure and integration theory, of probability theory, and of statistics. If necessary, knowledge in these areas may be upgraded through self-study and tutorials.

A large number of courses and seminars, from which a master's student in Stochastics and Financial Mathematics has to make a balanced choice will be offered. All course work will have to be done in the first three semesters. The last semester will be devoted completely to writing a master's thesis.

For more information and applications you may contact Dr A.J. van Es (UvA) or Dr J.H. van Zanten (VU).

Information on the courses can be found here.