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In this presentation, recorded during the Meet & Ask session in the Master’s week of November 2021, the programme director talks about the study and the professional perspective. Students explain what it is like to do this master.
Programme coordinator Professor Peter Spreij and student Robert Hana highlight the uniqueness of the Master's programme Stochastics and Financial Mathematics at the UvA.
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The Master’s programme Stochastics and Financial Mathematics focuses on the mathematics behind phenomena in which uncertainty plays a central role, such as fluctuations in stock prices or in complex networks (internet, mobile communication). Probabilistic modelling and data analysis and statistics are prominently present. A special focus is on Financial Mathematics, an important application field of Stochastics.
The study programme consists of 3 compulsory components, the course Measure Theoretic Probability, the Master Seminar, specialisation courses in Financial Mathematics, Data Analysis and Statistics or Probability and Decision Making. Additionally you will take 36 EC worth of courses from one of the other specialisations.
The entry requirements and the application procedure for this Master’s programme depends on whether you have completed your prior education in the Netherlands or abroad.
The Master's programme Stochastics and Financial Mathematics is only offered as a full-time programme. Due to the nature of the study programme, it isn’t possible to study in part-time.
The application process and the deadline depend on whether you have completed your prior education in the Netherlands or abroad. We strongly recommend to start the application procedure at least a week before the deadline. Getting all your documents ready and going through the process will take several days.
Unique at UvA is the challenging 150 EC double Master’s degree programme in Econometrics and Stochastics and Financial Mathematics that enables you to obtain the degrees in both fields in three years.
As a student in the double degree programme, you will follow the essential courses from both programmes. However you only conduct one interdisciplinary Master's project with supervisors from both disciplines, resulting in one integrated Master's thesis. You can only follow a double degree programme if you meet the admission criteria for both programmes separately.
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