Quant Guide 2020: University of Amsterdam

Amsterdam, Netherlands

 

The Master’s in Stochastics and Financial Mathematics programme at the University of Amsterdam (UVA) is among the smallest in the Risk.net quant guide. There are just 14 students in the latest cohort, an increase of one from the previous year. The two-year programme has 13 staff, giving it an excellent staff/student ratio. The master’s has also boosted its employment rate to 90% among graduates who did not continue to further study. Asma Khedher, a member of the university’s faculty of science and institute of mathematics, remains the academic programme director.

Candidates take three compulsory components before selecting a pre-designed specialisation – financial mathematics, data analysis, or probability and decision-making – each of which has its own mandatory and elective modules. One attractive element of the degree is UVA’s membership of Mastermath – a collaborative body unique to the Netherlands. Mastermath’s members are the assembled mathematics departments of all Dutch universities. Students are free to take for-credit classes at other member institutions across the country.

Khedher says several new courses have been added to the curriculum for this year. They include classes in random walks, topological data analysis, statistics for stochastic process, percolation theory and complex networks. Some courses have also been dropped from the programme. These include Bayesian statistics, heuristic methods in operations research, and statistical theory for high- and infinite-dimensional models.

The degree concludes with a project, which may include an internship. The project also involves a thesis and two separate presentations: one a progress report given halfway through the project and attended by classmates; the second, a final report, assessed by a supervisor and an independent second reviewer.

View this institution’s entry in the 2019 guide

View other universities and a guide to the metrics tables

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• Topics
• Netherlands
• Quantitative analysis
• Quantitative finance
• Quantitative finance