Quant Guide 2021: University of Amsterdam

Amsterdam, Netherlands

 

 

The University of Amsterdam’s (UVA) Master’s in Stochastics and Financial Mathematics was one of the smaller programmes in last year’s Risk.net Quant Guide. Its latest cohort, however, has ballooned in size by comparison, the new class comprising 25 students against the preceding 14. Throughout 2020, the course has been led by Peter Spreij, a professor in the faculty of science. For 2021, the programme will be overseen by Asma Khedher, from the same faculty.

In tandem with student numbers, the faculty has also expanded: a group of new instructors has joined its ranks, including: Joris Mooij, a professor of mathematical statistics; Tim van Erven, an associate professor in UVA’s Korteweg-de Vries Institute for Mathematics, formerly of Leiden University; and Eni Musta, an assistant professor of statistics.

“As everywhere, the main issue was that teaching had to take place online,” says Spreij of this year’s MSc. “[It was] much regretted by students, since it was harder to maintain contacts among them.”

Despite teething troubles, both the programme and the student body have adapted to the new realities of remote learning: only one seminar in the programme’s autumn semester was conducted on location, with remote participation remaining an option. Student internships were also conducted remotely, adds Spreij.

“Students filled in questionnaires at the end of the spring semester, and we are waiting to see the results,” he says. “But the informal indications are that students are, given the circumstances, in general satisfied with the adjustments made for teaching.”

While the delivery of course content has been overhauled in light of Covid-19, the MSc’s structure remains unchanged. Students tackle compulsory classes, select one of three specialisations – financial mathematics, data analysis and statistics, and probability and decision-making – and undertake electives, which may be chosen from among modules in other specialisations or other master’s-level programmes altogether. New modules introduced this autumn, Spreij says, include classes on causality and wavelets.

View this institution’s entry in the 2020 guide

View other universities and a guide to the metrics tables

• Tweet  
• Facebook  
• LinkedIn  
• Save this article
• Send to  
• Print this page  

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