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Master Stochastics and Financial Mathematics

In stochastics we study phenomena in which 'chance' plays a role, such as the price of a stock in a financial market, interactions of molecules in a living cell, the evolution of a physical system, etcetera. The mathematical level of the probability theory and statistics that is relevant in realistic applications is typically quite high, especially in financial mathematics. The aim of the Master's Programme Stochastics and Financial Mathematics is to produce experts that can play a role on the highest level, both from the practical as from the theoretical point of view. Throughout the programme the emphasis is on the development of the necessary mathematical theory, which forms the universal background for the variety of applications.

The Master's Programme Stochastics and Financial Mathematics is rooted in the research groups at the Vrije Universiteit Amsterdam, Universiteit Utrecht and the Universiteit van Amsterdam, located in the cities of Amsterdam and Utrecht, The Netherlands. These groups harbor a wide variety of specialists in the relevant areas of probability theory, stochastic processes, mathematical statistics, industrial statistics, stochastic operations research, dynamical systems, biostatistics and mathematical finance.

The two-year Master of Science programme in Stochastics and Financial Mathematics appeals to bachelors in Mathematics, or closely related areas such as Statistics and Econometrics. The programme has a very strong mathematical flavour. Candidates should have a basic knowledge of measure and integration theory, probability theory, and mathematical statistics. Students that complete the programme successfully will be well prepared for research leading to a PhD in their field of specialization. Their strong quantitative abilities will also be in demand in industry.

Programme, Course descriptions and Faculty

See the Stochastics and Financial Mathematics Pages in Amsterdam.
 
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