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Master Stochastics and Financial Mathematics

Study programme

Stochastics and Financial Mathematics (MSc)

This programme 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.

Curriculum

The curriculum is as follows: 

  • Three compulsory components (47 EC) 
  • The course Measure Theoretic Probability (8 EC)
  • The Master Seminar (3 EC), in which you will discuss trends and current research with local staff, fellow students, alumni and potential future employers.
  • One of the three specialisations. Each specialisation has five compulsory and restricted choice courses, adding up to around 38 EC.
  • About 36 EC worth of courses. You can choose from one of the other specialisations or from related Master's programmes, such as Mathematics or Econometrics and may be local UvA courses or Mastermath courses. The offer is in constant flux, in order to modernise the mathematical content and to meet the demands of the continually and rapidly changing professional field.
  • The Master's project (36 EC), as a conclusion of the programme.

Specialisations

  • Financial Mathematics
  • Data Analysis and Statistics
  • Probability and Decision Making

Detailed course information

For detailed information regarding the current curriculum and courses (academic year 2019-2020), please see the UvA Course Catalogue via the link below. 

Uva Course Catalogue - MSc Stochastics and Financial Mathematics (2019-2020)

Master's project

You will conclude the programme with a 36 EC Master's project. This is a research project that you will usually conduct under the personal supervision of a member of the research staff of the Korteweg-de Vries Institute for Mathematics. It may well include an internship in the finance and consultancy sector in the Amsterdam area, with which the programme has strong ties. Halfway your project, you present your progress at the SFM Master Seminar to your fellow students. Your work includes writing a Master's thesis, giving a final presentation about your entire project and its outcomes in the presence of your supervisor, an independent second reviewer, and all interested. 

Mastermath: a national collaboration

Mastermath is a powerful and unparalleled cooperation between all departments of mathematics of the universities in the  Netherlands, including the University of Amsterdam. As part of your specialisation you can choose from a wide range of courses taught by top lecturers at centrally located universities. It gives you the opportunity to tailor your programme to your personal mathematical interests and to study with like-minded students from other institutes of mathematics.

An overview of available courses

UvA Quants Career Event

As a student in the SFM Master's programme, you will have the opportunity to meet with companies in the financial industry during the yearly UvA Quants Career Event. In 2019 companies such as ABN Amro, Deloitte, Flowtraders, ING, Optiver Services B.V., Ortec Finance, Rabobank and Zanders gave presentations on current research problems and held one-to-one interviews with our students, resulting in interesting practical internships and professional training opportunities.

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Bring your own device

All students enrolled in the Stochastics and Financial Mathematics master's programme are requested to bring their own laptop. More information on specific system requirements can be found here.