Master Seminar in Stochastics and Financial Mathematics

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

Doel vak

After completing the seminar the student will be able to
(a) study scientific/mathematics papers / book chapters,
(b) understand their main contributions in a short period of time,
(c) present the key message and mathematical aspects in a clear manner,
(d) constructively participate in a research seminar.

The Master Seminar is intended for first-year master students of SFM.

Inhoud vak

The seminar consists of multiple presentations of different topics.
Students will prepare scientific/mathematics papers or book chapters
self-responsibly and present the contents to the other students and the
teacher of the course.

Throughout the year, the students will have the opportunity to propose
topics and speakers to invite at the Master Seminar.


The Master Seminar consists of three obligatory components:
- presentations by the participating first-year students on research
literature (students will have a choice from a list, or can propose
their own sources);
- presentations by second-year students on their ongoing master
– the UvA Quants Career Event.

The Master Seminar is primarily split into two parts: the first is
taking place at the University of Amsterdam, the second at the Free
University Amsterdam. In each part each student prepares and gives one
presentation in a group of two students. During each presentation, each
student should present for about 30 to 40 minutes. This results in about
1½ contact hours per week for all students. (In total, these are about
12 x 1½ contact hours). Attendance at all presentations and being on
time is mandatory.

In addition to the contact hours during the seminars, there are
individual meetings with the teacher during the preparation phase to
discuss difficulties and presentation strategies. For each of the two
presentations, these additional meetings will take about one hour per
group of two students.

Students are expected to write a short evaluation report that describes
(a) their assessment of the process of selecting, studying and
presenting the paper, and (b) points-for-improvement for the next
presentation. This evaluation report has to be emailed to the

Finally, the students participate at the UvA Quants Career Event which
takes place on a certain day (for about 5 hours) at the University of
Amsterdam. Attendance is mandatory.


Students receive an individual grade on a scale from 1 to 10. The grade
is based on the quality of both duo-presentations, their attendance, and
their active participation in the seminar.
It should be clear from the presentations that the student has
(I) understood the paper / book chapter,
(II) been able to explain it to fellow students.

There is no resit possibility. If a presentation cannot be given (e.g.
due to sickness), another date for the presentation will be found.
Absence to other presentations is allowed only with a valid reason, when
approved by the instructors in advance. In general, attendance to all
presentations is mandatory and absence results in failing the course.
There is no resit possibility for the Master Seminar.


Different and varying papers or book chapters will be used as sources
for the presentations.



Overige informatie

Most of the seminar takes place in the fall semester; the first half
takes place at the UvA, in the second half it is hosted at the VU. The
Quants Career event takes place on a certain day at the UvA.

This course is offered at the UvA. For more information contact: FNWI
Education Service Centre, Science Park 904,, +31 (0)20 525 7100.
Enrollment via is required.

Aanbevolen voorkennis

Good overall knowledge of various fields of stochastics.

Algemene informatie

Vakcode XM_0056
Studiepunten 3 EC
Periode P1+2
Vakniveau 400
Onderwijstaal Engels
Faculteit Faculteit der Bètawetenschappen
Vakcoördinator prof. dr. M.C.M. de Gunst
Examinator prof. dr. M.C.M. de Gunst
Docenten dr. D. Dobler
prof. dr. M.C.M. de Gunst

Praktische informatie

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