How fast can a Bayesian procedure learn an unknown function?
How can statistical and probabilistic methods contribute to the risk management procedures at financial institutions?
Stochastics examines phenomena in which chance plays a central role, such as the result of a general election, fluctuations in share prices or the interactions between molecules in a living cell. If you opt for the Master’s programme in Stochastics and Financial Mathematics, you will be trained to become a world-class expert in both theory and relevant areas of application. The Master’s programme in Stochastics and Financial Mathematics at VU Amsterdam trains you in the full depth and breadth of the field, expanding your abilities and insights and enhancing your opportunities on the job market.
Courses you can follow include Stochastic Processes for Finance, Interest Rate Models, Applied Stochastic Modelling, Optimization of Business Processes and Statistics for High-dimensional Data.
During the entire first year, you will participate in the weekly Master Seminar. The seminar is led by active mathematicians who will introduce you to the local research groups in your field of specialization. You will also learn about possible thesis projects, practice giving advanced mathematical presentations, and experience what it means to be part of an active research community.
The last semester is dedicated to the Master’s Project. Most students in the Stochastics and Financial Mathematics programme choose to do an external internship at a company or research facility as their Master's Project. During this internship you will work under supervision of an advisor from the company and a staff member from the Department of Mathematics.
|Faculty||Faculty of Science|
|Interest Rate Models||P1+2||6EC||X_418091|
|Stochastic Processes for Finance||P1+2||6EC||X_400352|
|Advanced Machine Learning||P1||6EC||XM_0010|
|Planning and Reinforcement Learning||P2||6EC||XM_0055|
|Master Project Stochastics and Financial Mathematics||Ac. Year (sept)||36EC||XM_400502|
|Measure Theoretical Probability||P1+2||8EC||X_400244|
|Scientific Writing in English||P4||3EC||X_400512|