Master Project Stochastics and Financial Mathematics

2018-2019
Dit vak wordt in het Engels aangeboden. Omschrijvingen kunnen daardoor mogelijk alleen in het Engels worden weergegeven.

Doel vak

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.

Inhoud vak

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).

Onderwijsvorm

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

Toetsvorm

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.

Vereiste voorkennis

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

Literatuur

assigned individually

Doelgroep

mSFM

Overige informatie

If you are planning to do an external project, please contact Corrie
Quant (C.M.Quant@vu.nl) 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 for months prior
to the start.

Algemene informatie

Vakcode XM_400502
Studiepunten 36 EC
Periode Ac. Jaar (sept)
Vakniveau 600
Onderwijstaal Engels
Faculteit Faculteit der Bètawetenschappen
Vakcoördinator dr. C.M. Quant
Examinator dr. C.M. Quant
Docenten

Praktische informatie

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