Stochastics and Financial Mathematics
Programme 2009 - 2010
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| Vrije Universteit Amsterdam | Universiteit Utrecht | Universiteit van Amsterdam | Universiteit Leiden |
The Mathematics departments of the Vrije Universiteit, Universiteit Utrecht, Universiteit van Amsterdam and Universiteit Leiden offer a large number of courses and seminars, from which a master's student in Stochastics and Financial Mathematics will make a balanced choice. All course work will be done in the first three semesters. The last semester is devoted completely to writing a master's thesis, supervised by a staff member active in research or an associate in industry. To get an impression of the range of topics that are actively studied by our staff members, see the list of staff members. It is possible to do the thesis work in a practical environment, such as a financial institution or a research lab.
The specialized courses that are offered in the academic year 2008-2009 are listed below. In the first three semesters, the student has to select 4 or 5 courses each semester, totalling 30 credits per semester. The basic course "measure theoretic probability" is mandatory for all students. Some of the specific Stochastics and Financial Mathematics courses may be replaced by alternative relevant mathematics courses, such as courses on PDE's or functional analysis. In addition, it is possible to follow some courses in other departments, like econometrics or economics. Below we suggest some courses that could be fitted into the programme, in consultation with the staff.
The course names in the table below can be clicked for more information. The acronyms VU, UU, UvA and UL indicate the university where the course is offered: Vrije Universiteit, Universiteit Utrecht, Universiteit van Amsterdam, or Universiteit Leiden.
Recommended courses:
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Time tables: