Master Project Stochastics and Financial Mathematics

2019-2020

Course Objective

The objectives of the master project are:
- to explore a research problem in the area of Stochastics and/or
Financial Mathematics, or in case of an external project, to distill
such a mathematical problem
formulation from the context of the host organisation,
- to study relevant papers from the (mathematical) literature, to
combine those, and to add an original contribution,
- to put the results and conclusions in proper perspective, also in
relation to results obtained by others,
- to present the research both in writing and in an oral presentation.
The student is expected to show:
-suficient mathematical maturity,
-skills appropriate for a professional mathematician: technical
mathematical skills, independence and initiative, originality and
creativity and overview of the mathematical subject area.

Course Content

The Master's programme is concluded by an internal or external master
project. An external project ("internship") is carried out within a
business, industry or research facility other than the departments of
Mathematics.

For an internal research project, the student starts by identifying a
research topic in consultation with his/her supervisor. This leads to a
research plan, which is recorded in the 'master project planner' and a
copy of this form is given to the master
coordinator. The planner can be found on Canvas.

The project itself usually starts with a literature study,
leads towards the boundaries of mathematical knowledge, and ideally
culminates in original research by the student. The work is carried out
by the student individually, while there are weekly or biweekly meetings
with the supervisor to discuss progress and scientific questions. The
work is presented in a master thesis, a midterm presentation in the
master seminar of your track and in a final (oral) presentation.
(mandatory).

Teaching Methods

Either the student performs individual research or the student is an
intern at a host organization.

Method of Assessment

Assessment is based on attitude and execution (35%), the written master
thesis (50%), the midterm presentation in the master seminar (5%) and
the final presentation (10%)
The form used for the assessment of a master project can be found on
Canvas.

Entry Requirements

78 EC of the master program need to be completed before starting the
final project

Literature

assigned individually

Target Audience

mSFM

Additional Information

Please register for this course in VUnet, you then also have access to
the information on Canvas.

If you are planning to do an external project, please contact Wouter
Kager at least four months prior to the start. Your
name will then also be added to the Canvas site of the master project
Business Analytics, where you can find practical information about
internships. In addition please contact Annemieke van Goor
(vangoor@few.vu.nl) at the Internship Office at least four months prior
to the start.

General Information

Course Code XM_400502
Credits 36 EC
Period Ac. Year (sept)
Course Level 600
Language of Tuition English
Faculty Faculty of Science
Course Coordinator dr. C.M. Quant
Examiner dr. C.M. Quant
Teaching Staff

Practical Information

You need to register for this course yourself

Last-minute registration is available for this course.

Target audiences

This course is also available as: