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Master of Mathematics: Financial and Applied Mathematics

Master of Mathematics: Financial and Applied Mathematics
Academic year :

Model Path over 2 years

Core courses

The student has to acquire 42 ECTS-credits from the compulsory courses and chooses 1 optional course from the Cluster Stochastics and Statistical courses. This optional course will count as a compulsory course. The student chooses 1 out of 2 courses 'Financial Mathematics', at VUB or at the University of Antwerp.

Actuarial models6sp2nd semester
Lebègue, Adrien
Finite difference methods and financial mathematics6sp1st semester
In't Hout, Karel
Advanced calculation of probability6sp1st semester
Einmahl, Uwe
Numerical Optimisation6sp1st semester
Vanroose, Wim
Harmonic and Wavelet Analysis6sp1st semester
Dooms, Ann
Financial mathematics6sp1st semester
Kadankova, Tetyana
Financial mathematics6sp2nd semester
NNB, -
 

Specialisation courses

The students choose courses for 36 ECTS-credits from 3 of 4 clusters : each time 2 courses per cluster

Cluster Financial and Actuarial Courses

Banking6sp2nd semester
Verstegen, Kurt
Financial Risk Management6sp2nd semester
Smits, Bert
Financial Modeling6sp2nd semester
Kadankova, Tetyana
Monte Carlo Methods and FX Derivatives Markets6sp2nd semester
Wystup, Uwe Peter
Path integrals for option prices6sp1st semester
Tempere, Jacques
 

Cluster Numerical Mathematics

Advanced numerical methods6sp1st semester
Cuyt, Annie
Advanced Programming6sp1st semester
Broeckhove, Jan
Multigrid and multiscale solution methods6sp1st semester
Cools, Siegfried
Seminar numerical analysis6sp1st/2nd sem.
In't Hout, Karel
Theory and practice of finite elements methods6sp2nd semester
Vande Sande, Hans
Applications of differential equations6sp1st semester
In't Hout, Karel
 

Cluster Stochastics and Statistical courses

General theory of empirical processes6sp1st semester
Einmahl, Uwe
Advanced stochastic processes6sp1st semester
Van Casteren, Jan
Lévy processes and their applications6sp2nd semester
Kadankova, Tetyana
Statistical methods I6sp2nd semester
Barbé, Kurt
Statistical methods II6sp2nd semester
Barbé, Kurt
Time series analysis I6sp2nd semester
Hörmann, Siegfried
 

Cluster Applied Mathematics

Cryptography6sp2nd semester
Dooms, Ann
Introduction to performance modelling6sp1st semester
Van Houdt, Benny
Reconstruction techniques in medical imaging3sp1st semester
Sijbers, Jan
Applications of differential equations6sp1st semester
In't Hout, Karel
 

Electives

The student chooses 12 ECTS-credits from the list below and/or any of profiling area courses from the 4 clusters

Academic Literacies for Scientists3sp1st semester
Van Hout, Tom
History of science and society6sp2nd semester
De Munck, Bert
Soens, Tim
Integrable Hamiltonian systems6sp1st semester
Hohloch, Sonja
 

Master Thesis

Master thesis30sp2nd semester
NNB, -