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Master

Stochastics and Financial Mathematics

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Stochastics and Financial Mathematics is a research oriented two-year Master's programme in mathematics offering courses at a high mathematics level. Its close ties with the financial and consultancy sector in Amsterdam are unique in the Netherlands. SFM is highly valued by the professional field for its top-level theoretical education in areas ranging from Financial Mathematics, Data Analytics & Statistics to Probability & Decision Making.

The study programme 

This programme focuses on the mathematics behind phenomena in which uncertainty plays a central role. Probabilistic modelling and data analysis and statistics are prominently present. And there is a special focus on Financial Mathematics, an important application field of Stochastics. 

A wide range of specialisations available, based on the many areas in which stochastics is applied, their scope and the challenging problems they pose. Both theoretically inclined and more practically oriented students can select specific courses to suit their personal interests. 

Unique master of its kind in The Netherlands

The only mathematical research Master that is entirely devoted to Stochastics and Financial Mathematics

Top level programme

Our lecturers are internationally renowned experts conducting innovative cutting edge research. Our reputation is confirmed by position 22 in Risk.net's 2021 worldwide

Small sized international classroom

The small sized classrooms with roughly half the students from abroad provide an excellent opportunity for intensive enriching contacts

Double-degree programme SFM and Econometrics

A 150 EC double-degree programme to obtain both Master diplomas in Econometrics and SFM by removing the overlap between both programmes

Meet the people 

How to get to know this Master's programme better than via its students? Read the experiences from students and what they say about Stochastics and Financial Mathematics.

The very personal approach of the teachers without any formal hierarchy ensures that you build close relationships with them and you will find assistance in your day-to-day issues. Daniel Krýcha, student Stochastics and Financial Mathematics

After graduation 

As a graduate of this programme, your career prospects are excellent. Graduates find employment in the financial and consultancy sector within Amsterdam and beyond or in technology and service organisations world-wide. Your analytical training and problem-solving skills are highly valued in all these workplaces. Other graduates remain in academia and pursue PhD and devote themselves to SFM-related mathematical research. A career in teaching is also an option after graduating this programme with a major in Teaching. 

Is Stochastics and Financial Mathematics for you? 

It is, if you: 

  • have a solid background in mathematics; 
  • are eager to expand your knowledge and skills in the mathematical disciplines Stochastics (at large) and/or Financial Mathematics; 
  • want to learn to address issues in Data Science and Statistics, Applied Probability and Operations Research, or Mathematical Finance; 
  • are looking for the freedom to compile your own programme; 
  • want to be challenged by the additional possibility to obtain a double-degree with Econometrics; 
  • enjoy studying in an environment with a large proportion of international students; 
  • want the advantages of a small-scale programme, where students and staff all know each other and you have the opportunity to become part of the national and international research network of the staff. 
Facts & Figures
Degree programme MSc Stochastics and Financial Mathematics
Type Regular study programme
Mode Full-time
Credits 120 ECTS, 24 months
Language of instruction English
Starts in September
CROHO code 60801