Stochastics and Financial Mathematics

Stochastics is usually subdivided into Statistics, Probability Theory and Stochastic Operations Research. Financial Mathematics is an important field for the application of Stochastics. Both the theoretically inclined and the more 'applied' student can put together a programme to suit their personal interests. The Master's programme is a two-year programme, divided into four semesters. During the first semester, you will take the only compulsory course: Measure Theoretic Probability. This forms the foundation for the more advanced subjects to come. You will select four or five subjects each semester from the department's list of recommended courses. The Master's programme in Stochastics and Financial Mathematics concludes with a research project or with an external project carried out at a business or research facility outside the Department of Mathematics. This project culminates in writing your Master's thesis. Your Master's degree will be a great asset to you in finding employment in the business world, especially with major financial institutions.

Instruction modes

lecture, self study, tutorial, working group

Accreditation: NVAO

Erasmus Mundus program: This is an Erasmus Mundus program.

Other requirements