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University of Amsterdam Course/Program Name
Application closes on
National :01 May
International :01 Feb
EU :01 May

MSc Stochastics and Financial Mathematics

Catalog id : 60801
 Course Level
Masters / PG
 Type
Full Time

 Duration
2 Years
 Start month
September

 Tuition fee

International
14630 EUR
National
2000 EUR
EU
2000 EUR

Application fee

International 0 EUR
National 0 EUR
EU 50 EUR
Department
Faculty of Science
Scores accepted
IELTS (min)6.5
TOEFL-IBT (min)92
TOEFL-PBT (min)580
GMAT (avg)600
58

World University Ranking

About this course

The Master's programme is offered in collaboration with the VU University Amsterdam, Utrecht University and Leiden University. As a result, you profit from the expertise of four universities, as well as the networks and cooperative research projects at these universities.

The Master's programme Stochastics and Financial Mathematics trains you in the full depth and breadth of these fields, in both theory and application.

There is a wide range of specialisations available, based on the many areas in which stochastics is applied, their scope and the challenging problems they pose. Both theoretically inclined and more practically oriented students can select specific courses to suit their personal interests.

Check further details on University website

Eligibility Criteria

Applicants should hold a Bachelor's degree in Mathematics, including basic knowledge of Measure and Integration Theory, Probability and Statistics.

Students with a degree that is comparable to a Bachelor's degree in Mathematics, like a Bachelor's degree in Econometrics or Statistics with sufficient mathematics, can also apply for this Master's programme, provided the extra requirement above is satisfied.

Check further details on University website

Course Modules

This programme focuses on phenomena in which chance plays a central role, such as election results, fluctuations in stock prices or complex networks in a living cell, with a specific focus on Financial Mathematics, an important application field of stochastics.

The curriculum is as follows:

  • Master Seminar in Stochastics (6 EC)
  • Measure Theoretic Probability (8 EC)
  • Elective courses (70 EC, of which 12 EC may be spent on courses outside Mathematics)
  • Research Thesis (36 EC)

Few important subjects include:

  • Measure Theoretic Probability (the only core course in mathematics, a foundation for more advanced subjects)
  • Mathematical Statistics (including Nonparametric, Semiparametric and Bayesian Statistics)
  • Stochastic Processes (including Time Series, Lévy Processes and Stochastic Integration)
  • Financial Stochastics
  • Industrial Statistics

Check further details on University website

How to Apply

Please be sure to follow each step carefully.  

  • Register in Studielink
  • Application file submission
  • General application procedure (different for Dutch and International students in some respects)
  • Pay the Tuition Fee (after Admission)

Check further details on University website

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