Study programme

Dutch-taught Master of Mathematics: Financial and Applied Mathematics

2023-2024

Model Path over 2 years

Core courses

The student has to attend all courses from the lists 'core courses UA' and 'core courses VUB' . The student chooses 1 out of 2 courses 'Financial mathematics', at VUB or at the University of Antwerp.
The student chooses 'Advanced Calculation of Probability' or 'Statistical Methods I or II'.

Core courses UA

Finite difference methods and financial mathematics

This information sheet indicates how the course will be organized at pandemic code level yellow and green.

If the colour codes change during the academic year to orange or red, modifications are possible, for example to the teaching and evaluation methods.

Course code:
2001WETEDM
Semester:
1E SEM
Contact hours:
60
ECTS-credits:
6 ECTS-credits
Study load (hours):
168
Contract restrictions:
No contract restriction
Language of instruction:
Dutch
Exam Period:
exam in the 1st semester
Study domain:
Mathematics
Lecturer(s):
Numerical Optimisation

This information sheet indicates how the course will be organized at pandemic code level yellow and green.

If the colour codes change during the academic year to orange or red, modifications are possible, for example to the teaching and evaluation methods.

Course code:
2600WETNOP
Semester:
1E SEM
Contact hours:
60
ECTS-credits:
6 ECTS-credits
Study load (hours):
168
Contract restrictions:
No contract restriction
Language of instruction:
English
Exam Period:
exam in the 1st semester
Study domain:
Mathematics
Lecturer(s):
Statistical Data Science

This information sheet indicates how the course will be organized at pandemic code level yellow and green.

If the colour codes change during the academic year to orange or red, modifications are possible, for example to the teaching and evaluation methods.

Course code:
2600WETSDS
Semester:
1E SEM
Contact hours:
60
ECTS-credits:
6 ECTS-credits
Study load (hours):
168
Contract restrictions:
No contract restriction
Language of instruction:
English
Exam Period:
exam in the 1st semester
Study domain:
Mathematics
Lecturer(s):
Actuarial models

This information sheet indicates how the course will be organized at pandemic code level yellow and green.

If the colour codes change during the academic year to orange or red, modifications are possible, for example to the teaching and evaluation methods.

Course code:
2001WETACM
Semester:
2E SEM
Contact hours:
60
ECTS-credits:
6 ECTS-credits
Study load (hours):
168
Contract restrictions:
No contract restriction
Language of instruction:
Dutch
Exam Period:
exam in the 2nd semester
Study domain:
Mathematics
Lecturer(s):
Financial mathematics

This information sheet indicates how the course will be organized at pandemic code level yellow and green.

If the colour codes change during the academic year to orange or red, modifications are possible, for example to the teaching and evaluation methods.

Course code:
2001WETFWI
Semester:
2E SEM
Contact hours:
60
ECTS-credits:
6 ECTS-credits
Study load (hours):
168
Contract restrictions:
No contract restriction
Language of instruction:
Dutch
Exam Period:
exam in the 2nd semester
Study domain:
Mathematics

Core courses VUB

Advanced calculation of probability

This information sheet indicates how the course will be organized at pandemic code level yellow and green.

If the colour codes change during the academic year to orange or red, modifications are possible, for example to the teaching and evaluation methods.

Course code:
9001VUBGKR
Semester:
1E SEM
Contact hours:
60
ECTS-credits:
6 ECTS-credits
Study load (hours):
168
Contract restrictions:
Exam contract not possible
Language of instruction:
Dutch
Exam Period:
exam in the 1st semester
Study domain:
Mathematics
Lecturer(s):
  • Uwe Einmahl
Harmonic and Wavelet Analysis

This information sheet indicates how the course will be organized at pandemic code level yellow and green.

If the colour codes change during the academic year to orange or red, modifications are possible, for example to the teaching and evaluation methods.

Course code:
9600VUBHWA
Semester:
1E SEM
Contact hours:
600
ECTS-credits:
6 ECTS-credits
Study load (hours):
168
Contract restrictions:
Exam contract not possible
Language of instruction:
Dutch
Exam Period:
exam in the 1st semester
Study domain:
Mathematics
Lecturer(s):
  • Ann Dooms
  • Kurt Barbé
Financial mathematics

This information sheet indicates how the course will be organized at pandemic code level yellow and green.

If the colour codes change during the academic year to orange or red, modifications are possible, for example to the teaching and evaluation methods.

Course code:
9600VUBFWI
Semester:
1E SEM
Contact hours:
60
ECTS-credits:
6 ECTS-credits
Study load (hours):
168
Contract restrictions:
No contract restriction
Language of instruction:
Dutch
Exam Period:
exam in the 1st and/or 2nd semester
Study domain:
Mathematics
Lecturer(s):
  • Tetyana Kadankova
Statistical methods I

This information sheet indicates how the course will be organized at pandemic code level yellow and green.

If the colour codes change during the academic year to orange or red, modifications are possible, for example to the teaching and evaluation methods.

Course code:
9001VUBSTM
Semester:
2E SEM
Contact hours:
60
ECTS-credits:
6 ECTS-credits
Study load (hours):
168
Contract restrictions:
Exam contract not possible
Language of instruction:
Dutch
Bi-annual course:
Taught in academic years starting in an odd year
Exam Period:
exam in the 2nd semester
Study domain:
Mathematics
Lecturer(s):
  • Kurt Barbé
Statistical methods II

This information sheet indicates how the course will be organized at pandemic code level yellow and green.

If the colour codes change during the academic year to orange or red, modifications are possible, for example to the teaching and evaluation methods.

Course code:
9002VUBSTM
Semester:
2E SEM
Contact hours:
60
ECTS-credits:
6 ECTS-credits
Study load (hours):
168
Contract restrictions:
Exam contract not possible
Language of instruction:
Dutch
Bi-annual course:
Taught in academic years starting in an even year
Exam Period:
exam in the 2nd semester
Study domain:
Mathematics
Lecturer(s):
  • Kurt Barbé

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

Financial risk management

This information sheet indicates how the course will be organized at pandemic code level yellow and green.

If the colour codes change during the academic year to orange or red, modifications are possible, for example to the teaching and evaluation methods.

Course code:
2104TEWFIN
Semester:
1E SEM
Contact hours:
45
ECTS-credits:
6 ECTS-credits
Study load (hours):
168
Contract restrictions:
No contract restriction
Language of instruction:
English
Exam Period:
exam in the 1st semester
Study domain:
Finance
Lecturer(s):
Path integrals for option prices

This information sheet indicates how the course will be organized at pandemic code level yellow and green.

If the colour codes change during the academic year to orange or red, modifications are possible, for example to the teaching and evaluation methods.

Course code:
2002WETPOP
Semester:
1E SEM
Contact hours:
60
ECTS-credits:
6 ECTS-credits
Study load (hours):
168
Contract restrictions:
No contract restriction
Language of instruction:
Dutch
Bi-annual course:
Taught in academic years starting in an even year
Exam Period:
exam in the 1st semester
Study domain:
Mathematics
Lecturer(s):
Advanced Statistical models in non-life insurance

This information sheet indicates how the course will be organized at pandemic code level yellow and green.

If the colour codes change during the academic year to orange or red, modifications are possible, for example to the teaching and evaluation methods.

Course code:
2600WETASM
Semester:
2E SEM
Contact hours:
60
ECTS-credits:
6 ECTS-credits
Study load (hours):
168
Contract restrictions:
No contract restriction
Language of instruction:
English
Exam Period:
exam in the 2nd semester
Study domain:
Mathematics
Lecturer(s):
Banking

This information sheet indicates how the course will be organized at pandemic code level yellow and green.

If the colour codes change during the academic year to orange or red, modifications are possible, for example to the teaching and evaluation methods.

Course code:
2109TEWFIN
Semester:
1E SEM
Contact hours:
60
ECTS-credits:
6 ECTS-credits
Study load (hours):
168
Contract restrictions:
Exam contract not possible
Language of instruction:
English
Exam Period:
exam in the 1st semester
Study domain:
Finance
Lecturer(s):
Financial Modeling

This information sheet indicates how the course will be organized at pandemic code level yellow and green.

If the colour codes change during the academic year to orange or red, modifications are possible, for example to the teaching and evaluation methods.

Course code:
9001VUBTAF
Semester:
2E SEM
Contact hours:
60
ECTS-credits:
6 ECTS-credits
Study load (hours):
168
Contract restrictions:
No contract restriction
Language of instruction:
Dutch
Bi-annual course:
Taught in academic years starting in an even year
Exam Period:
exam in the 1st and/or 2nd semester
Study domain:
Mathematics
Lecturer(s):
  • Tetyana Kadankova
Monte Carlo Methods and FX Derivatives Markets

This information sheet indicates how the course will be organized at pandemic code level yellow and green.

If the colour codes change during the academic year to orange or red, modifications are possible, for example to the teaching and evaluation methods.

Course code:
2000WETMCM
Semester:
2E SEM
Contact hours:
48
ECTS-credits:
6 ECTS-credits
Study load (hours):
168
Contract restrictions:
No contract restriction
Language of instruction:
English
Exam Period:
exam in the 2nd semester
Study domain:
Mathematics
Lecturer(s):

Cluster Numerical Mathematics

Advanced programming

This information sheet indicates how the course will be organized at pandemic code level yellow and green.

If the colour codes change during the academic year to orange or red, modifications are possible, for example to the teaching and evaluation methods.

Course code:
1500WETAPR
Semester:
1E SEM
Contact hours:
48
ECTS-credits:
6 ECTS-credits
Study load (hours):
168
Contract restrictions:
No contract restriction
Language of instruction:
English
Exam Period:
exam in the 1st semester
Study domain:
Computer Science
Multigrid and multiscale solution methods

This information sheet indicates how the course will be organized at pandemic code level yellow and green.

If the colour codes change during the academic year to orange or red, modifications are possible, for example to the teaching and evaluation methods.

Course code:
2001WETMMO
Semester:
1E SEM
Contact hours:
45
ECTS-credits:
6 ECTS-credits
Study load (hours):
168
Contract restrictions:
No contract restriction
Language of instruction:
Dutch
Exam Period:
exam in the 1st semester
Study domain:
Mathematics
Lecturer(s):
Applications of differential equations

This information sheet indicates how the course will be organized at pandemic code level yellow and green.

If the colour codes change during the academic year to orange or red, modifications are possible, for example to the teaching and evaluation methods.

Course code:
2001WETTDV
Semester:
1E SEM
Contact hours:
60
ECTS-credits:
6 ECTS-credits
Study load (hours):
168
Contract restrictions:
No contract restriction
Language of instruction:
Dutch
Exam Period:
exam in the 1st semester
Study domain:
Mathematics
Seminar Applied Mathematics

This information sheet indicates how the course will be organized at pandemic code level yellow and green.

If the colour codes change during the academic year to orange or red, modifications are possible, for example to the teaching and evaluation methods.

Course code:
2600WETAPM
Semester:
1E/2E SEM
Contact hours:
60
ECTS-credits:
6 ECTS-credits
Study load (hours):
168
Contract restrictions:
Exam contract not possible
Language of instruction:
English
Exam Period:
exam in the 2nd semester
Study domain:
Mathematics
Convex Optimisation: theory and algorithms

This information sheet indicates how the course will be organized at pandemic code level yellow and green.

If the colour codes change during the academic year to orange or red, modifications are possible, for example to the teaching and evaluation methods.

Course code:
2600WETCOO
Semester:
2E SEM
Contact hours:
60
ECTS-credits:
6 ECTS-credits
Study load (hours):
168
Contract restrictions:
No contract restriction
Language of instruction:
English
Bi-annual course:
Taught in academic years starting in an even year
Exam Period:
exam in the 2nd semester
Study domain:
Mathematics
Lecturer(s):
Theory and practice of finite elements methods

This information sheet indicates how the course will be organized at pandemic code level yellow and green.

If the colour codes change during the academic year to orange or red, modifications are possible, for example to the teaching and evaluation methods.

Course code:
2001WETEEM
Semester:
2E SEM
Contact hours:
60
ECTS-credits:
6 ECTS-credits
Study load (hours):
168
Contract restrictions:
No contract restriction
Language of instruction:
Dutch
Exam Period:
exam in the 2nd semester
Study domain:
Mathematics
Lecturer(s):
Nonsmooth optimisation

This information sheet indicates how the course will be organized at pandemic code level yellow and green.

If the colour codes change during the academic year to orange or red, modifications are possible, for example to the teaching and evaluation methods.

Course code:
2600WETNOO
Semester:
2E SEM
Contact hours:
60
ECTS-credits:
6 ECTS-credits
Study load (hours):
168
Contract restrictions:
No contract restriction
Language of instruction:
English
Bi-annual course:
Taught in academic years starting in an odd year
Exam Period:
exam in the 2nd semester
Study domain:
Mathematics
Lecturer(s):

Cluster Stochastics and Statistical courses

Advanced Statistical models in non-life insurance

This information sheet indicates how the course will be organized at pandemic code level yellow and green.

If the colour codes change during the academic year to orange or red, modifications are possible, for example to the teaching and evaluation methods.

Course code:
2600WETASM
Semester:
2E SEM
Contact hours:
60
ECTS-credits:
6 ECTS-credits
Study load (hours):
168
Contract restrictions:
No contract restriction
Language of instruction:
English
Exam Period:
exam in the 2nd semester
Study domain:
Mathematics
Lecturer(s):
Lévy processes and their applications

This information sheet indicates how the course will be organized at pandemic code level yellow and green.

If the colour codes change during the academic year to orange or red, modifications are possible, for example to the teaching and evaluation methods.

Course code:
9001VUBLPA
Semester:
2E SEM
Contact hours:
60
ECTS-credits:
6 ECTS-credits
Study load (hours):
168
Contract restrictions:
Exam contract not possible
Language of instruction:
Dutch
Exam Period:
exam in the 1st and/or 2nd semester
Study domain:
Mathematics
Lecturer(s):
  • Uwe Einmahl
Robust Statistics

This information sheet indicates how the course will be organized at pandemic code level yellow and green.

If the colour codes change during the academic year to orange or red, modifications are possible, for example to the teaching and evaluation methods.

Course code:
2600WETROS
Semester:
2E SEM
Contact hours:
60
ECTS-credits:
6 ECTS-credits
Study load (hours):
168
Contract restrictions:
No contract restriction
Language of instruction:
English
Exam Period:
exam in the 2nd semester
Study domain:
Mathematics
Statistical methods I

This information sheet indicates how the course will be organized at pandemic code level yellow and green.

If the colour codes change during the academic year to orange or red, modifications are possible, for example to the teaching and evaluation methods.

Course code:
9001VUBSTM
Semester:
2E SEM
Contact hours:
60
ECTS-credits:
6 ECTS-credits
Study load (hours):
168
Contract restrictions:
Exam contract not possible
Language of instruction:
Dutch
Bi-annual course:
Taught in academic years starting in an odd year
Exam Period:
exam in the 2nd semester
Study domain:
Mathematics
Lecturer(s):
  • Kurt Barbé
Statistical methods II

This information sheet indicates how the course will be organized at pandemic code level yellow and green.

If the colour codes change during the academic year to orange or red, modifications are possible, for example to the teaching and evaluation methods.

Course code:
9002VUBSTM
Semester:
2E SEM
Contact hours:
60
ECTS-credits:
6 ECTS-credits
Study load (hours):
168
Contract restrictions:
Exam contract not possible
Language of instruction:
Dutch
Bi-annual course:
Taught in academic years starting in an even year
Exam Period:
exam in the 2nd semester
Study domain:
Mathematics
Lecturer(s):
  • Kurt Barbé

Cluster Applied Mathematics

Introduction to performance modelling

This information sheet indicates how the course will be organized at pandemic code level yellow and green.

If the colour codes change during the academic year to orange or red, modifications are possible, for example to the teaching and evaluation methods.

Course code:
2001WETSMT
Semester:
1E SEM
Contact hours:
45
ECTS-credits:
6 ECTS-credits
Study load (hours):
168
Contract restrictions:
No contract restriction
Language of instruction:
English
Exam Period:
exam in the 1st semester
Study domain:
Computer Science
Lecturer(s):
Mathematical Foundations of Reinforcement Learning

This information sheet indicates how the course will be organized at pandemic code level yellow and green.

If the colour codes change during the academic year to orange or red, modifications are possible, for example to the teaching and evaluation methods.

Course code:
2500WETMRL
Semester:
1E SEM
Contact hours:
60
ECTS-credits:
6 ECTS-credits
Study load (hours):
168
Contract restrictions:
No contract restriction
Language of instruction:
English
Exam Period:
exam in the 1st semester
Study domain:
Computer Science
Specification and verification

This information sheet indicates how the course will be organized at pandemic code level yellow and green.

If the colour codes change during the academic year to orange or red, modifications are possible, for example to the teaching and evaluation methods.

Course code:
2001WETFSP
Semester:
1E SEM
Contact hours:
45
ECTS-credits:
6 ECTS-credits
Study load (hours):
168
Contract restrictions:
No contract restriction
Language of instruction:
English
Bi-annual course:
Taught in academic years starting in an even year
Exam Period:
exam in the 1st semester
Study domain:
Computer Science
Applications of differential equations

This information sheet indicates how the course will be organized at pandemic code level yellow and green.

If the colour codes change during the academic year to orange or red, modifications are possible, for example to the teaching and evaluation methods.

Course code:
2001WETTDV
Semester:
1E SEM
Contact hours:
60
ECTS-credits:
6 ECTS-credits
Study load (hours):
168
Contract restrictions:
No contract restriction
Language of instruction:
Dutch
Exam Period:
exam in the 1st semester
Study domain:
Mathematics
Cryptography

This information sheet indicates how the course will be organized at pandemic code level yellow and green.

If the colour codes change during the academic year to orange or red, modifications are possible, for example to the teaching and evaluation methods.

Course code:
9600VUBCRY
Semester:
2E SEM
Contact hours:
60
ECTS-credits:
6 ECTS-credits
Study load (hours):
168
Contract restrictions:
Exam contract not possible
Language of instruction:
Dutch
Exam Period:
exam in the 2nd semester
Study domain:
Mathematics
Lecturer(s):
  • Ann Dooms
Programming paradigms

This information sheet indicates how the course will be organized at pandemic code level yellow and green.

If the colour codes change during the academic year to orange or red, modifications are possible, for example to the teaching and evaluation methods.

Course code:
2001WETPPA
Semester:
2E SEM
Contact hours:
45
ECTS-credits:
6 ECTS-credits
Study load (hours):
168
Contract restrictions:
No contract restriction
Language of instruction:
English
Bi-annual course:
Taught in academic years starting in an odd year
Exam Period:
exam in the 2nd semester
Study domain:
Computer Science

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 Scientists

This information sheet indicates how the course will be organized at pandemic code level yellow and green.

If the colour codes change during the academic year to orange or red, modifications are possible, for example to the teaching and evaluation methods.

Course code:
2000WETSEN
Semester:
1E SEM
Contact hours:
28
ECTS-credits:
3 ECTS-credits
Study load (hours):
84
Contract restrictions:
Exam contract not possible
Language of instruction:
English
Exam Period:
exam in the 1st semester
Study domain:
Linguistics and Proficiency
Integrable Hamiltonian systems

This information sheet indicates how the course will be organized at pandemic code level yellow and green.

If the colour codes change during the academic year to orange or red, modifications are possible, for example to the teaching and evaluation methods.

Course code:
2600WETIHS
Semester:
1E SEM
Contact hours:
60
ECTS-credits:
6 ECTS-credits
Study load (hours):
168
Contract restrictions:
No contract restriction
Language of instruction:
English
Exam Period:
exam in the 1st semester
Study domain:
Mathematics
Lecturer(s):
History of science and society

This information sheet indicates how the course will be organized at pandemic code level yellow and green.

If the colour codes change during the academic year to orange or red, modifications are possible, for example to the teaching and evaluation methods.

Course code:
2000WETHSS
Semester:
2E SEM
Contact hours:
60
ECTS-credits:
6 ECTS-credits
Study load (hours):
168
Contract restrictions:
No contract restriction
Language of instruction:
English
Exam Period:
exam in the 2nd semester
Study domain:
History
Lecturer(s):
Introduction to Integrable PDEs: the Korteweg-de Vries equation

This information sheet indicates how the course will be organized at pandemic code level yellow and green.

If the colour codes change during the academic year to orange or red, modifications are possible, for example to the teaching and evaluation methods.

Course code:
2600WETPDE
Semester:
2E SEM
Contact hours:
30
ECTS-credits:
3 ECTS-credits
Study load (hours):
84
Contract restrictions:
No contract restriction
Language of instruction:
English
Exam Period:
exam in the 2nd semester
Study domain:
Mathematics
Lecturer(s):

Master Thesis

Master thesis Financial and Applied Mathematics including internship

This information sheet indicates how the course will be organized at pandemic code level yellow and green.

If the colour codes change during the academic year to orange or red, modifications are possible, for example to the teaching and evaluation methods.

Course code:
2602WETMAP
Semester:
2E SEM
ECTS-credits:
30 ECTS-credits
Study load (hours):
840
Contract restrictions:
Exam contract not possible
Language of instruction:
Dutch
Exam Period:
exam in the 2nd semester
Credit required to obtain degree:
Yes
Study domain:
Mathematics
Lecturer(s):

2022-2023

Model Path over 2 years

Core courses

The student has to attend all courses from the lists 'core courses UA' and 'core courses VUB' . The student chooses 1 out of 2 courses 'Financial mathematics', at VUB or at the University of Antwerp.
The student chooses 'Advanced Calculation of Probability' or 'Statistical Methods I or II'.

Core courses UA

Finite difference methods and financial mathematics

This information sheet indicates how the course will be organized at pandemic code level yellow and green.

If the colour codes change during the academic year to orange or red, modifications are possible, for example to the teaching and evaluation methods.

Course code:
2001WETEDM
Semester:
1E SEM
Contact hours:
60
ECTS-credits:
6 ECTS-credits
Study load (hours):
168
Contract restrictions:
No contract restriction
Language of instruction:
Dutch
Exam Period:
exam in the 1st semester
Study domain:
Mathematics
Lecturer(s):
Numerical Optimisation

This information sheet indicates how the course will be organized at pandemic code level yellow and green.

If the colour codes change during the academic year to orange or red, modifications are possible, for example to the teaching and evaluation methods.

Course code:
2600WETNOP
Semester:
1E SEM
Contact hours:
60
ECTS-credits:
6 ECTS-credits
Study load (hours):
168
Contract restrictions:
No contract restriction
Language of instruction:
English
Exam Period:
exam in the 1st semester
Study domain:
Mathematics
Lecturer(s):
Statistical Data Science

This information sheet indicates how the course will be organized at pandemic code level yellow and green.

If the colour codes change during the academic year to orange or red, modifications are possible, for example to the teaching and evaluation methods.

Course code:
2600WETSDS
Semester:
1E SEM
Contact hours:
60
ECTS-credits:
6 ECTS-credits
Study load (hours):
168
Contract restrictions:
No contract restriction
Language of instruction:
English
Exam Period:
exam in the 1st semester
Study domain:
Mathematics
Lecturer(s):
Actuarial models

This information sheet indicates how the course will be organized at pandemic code level yellow and green.

If the colour codes change during the academic year to orange or red, modifications are possible, for example to the teaching and evaluation methods.

Course code:
2001WETACM
Semester:
2E SEM
Contact hours:
60
ECTS-credits:
6 ECTS-credits
Study load (hours):
168
Contract restrictions:
No contract restriction
Language of instruction:
Dutch
Exam Period:
exam in the 2nd semester
Study domain:
Mathematics
Lecturer(s):
Financial mathematics

This information sheet indicates how the course will be organized at pandemic code level yellow and green.

If the colour codes change during the academic year to orange or red, modifications are possible, for example to the teaching and evaluation methods.

Course code:
2001WETFWI
Semester:
2E SEM
Contact hours:
60
ECTS-credits:
6 ECTS-credits
Study load (hours):
168
Contract restrictions:
No contract restriction
Language of instruction:
Dutch
Exam Period:
exam in the 2nd semester
Study domain:
Mathematics

Core courses VUB

Advanced calculation of probability

This information sheet indicates how the course will be organized at pandemic code level yellow and green.

If the colour codes change during the academic year to orange or red, modifications are possible, for example to the teaching and evaluation methods.

Course code:
9001VUBGKR
Semester:
1E SEM
Contact hours:
60
ECTS-credits:
6 ECTS-credits
Study load (hours):
168
Contract restrictions:
Exam contract not possible
Language of instruction:
Dutch
Exam Period:
exam in the 1st semester
Study domain:
Mathematics
Lecturer(s):
  • Uwe Einmahl
Harmonic and Wavelet Analysis

This information sheet indicates how the course will be organized at pandemic code level yellow and green.

If the colour codes change during the academic year to orange or red, modifications are possible, for example to the teaching and evaluation methods.

Course code:
9600VUBHWA
Semester:
1E SEM
Contact hours:
600
ECTS-credits:
6 ECTS-credits
Study load (hours):
168
Contract restrictions:
Exam contract not possible
Language of instruction:
Dutch
Exam Period:
exam in the 1st semester
Study domain:
Mathematics
Lecturer(s):
  • Ann Dooms
  • Kurt Barbé
Financial mathematics

This information sheet indicates how the course will be organized at pandemic code level yellow and green.

If the colour codes change during the academic year to orange or red, modifications are possible, for example to the teaching and evaluation methods.

Course code:
9600VUBFWI
Semester:
1E SEM
Contact hours:
60
ECTS-credits:
6 ECTS-credits
Study load (hours):
168
Contract restrictions:
No contract restriction
Language of instruction:
Dutch
Exam Period:
exam in the 1st and/or 2nd semester
Study domain:
Mathematics
Lecturer(s):
  • Tetyana Kadankova
Statistical methods I

This information sheet indicates how the course will be organized at pandemic code level yellow and green.

If the colour codes change during the academic year to orange or red, modifications are possible, for example to the teaching and evaluation methods.

Course code:
9001VUBSTM
Semester:
2E SEM
Contact hours:
60
ECTS-credits:
6 ECTS-credits
Study load (hours):
168
Contract restrictions:
Exam contract not possible
Language of instruction:
Dutch
Bi-annual course:
Taught in academic years starting in an odd year
Exam Period:
exam in the 2nd semester
Study domain:
Mathematics
Lecturer(s):
  • Kurt Barbé
Statistical methods II

This information sheet indicates how the course will be organized at pandemic code level yellow and green.

If the colour codes change during the academic year to orange or red, modifications are possible, for example to the teaching and evaluation methods.

Course code:
9002VUBSTM
Semester:
2E SEM
Contact hours:
60
ECTS-credits:
6 ECTS-credits
Study load (hours):
168
Contract restrictions:
Exam contract not possible
Language of instruction:
Dutch
Bi-annual course:
Taught in academic years starting in an even year
Exam Period:
exam in the 2nd semester
Study domain:
Mathematics
Lecturer(s):
  • Kurt Barbé

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

Financial risk management

This information sheet indicates how the course will be organized at pandemic code level yellow and green.

If the colour codes change during the academic year to orange or red, modifications are possible, for example to the teaching and evaluation methods.

Course code:
2104TEWFIN
Semester:
1E SEM
Contact hours:
45
ECTS-credits:
6 ECTS-credits
Study load (hours):
168
Contract restrictions:
No contract restriction
Language of instruction:
English
Exam Period:
exam in the 1st semester
Study domain:
Finance
Lecturer(s):
Path integrals for option prices

This information sheet indicates how the course will be organized at pandemic code level yellow and green.

If the colour codes change during the academic year to orange or red, modifications are possible, for example to the teaching and evaluation methods.

Course code:
2002WETPOP
Semester:
1E SEM
Contact hours:
60
ECTS-credits:
6 ECTS-credits
Study load (hours):
168
Contract restrictions:
No contract restriction
Language of instruction:
Dutch
Bi-annual course:
Taught in academic years starting in an even year
Exam Period:
exam in the 1st semester
Study domain:
Mathematics
Lecturer(s):
Advanced Statistical models in non-life insurance

This information sheet indicates how the course will be organized at pandemic code level yellow and green.

If the colour codes change during the academic year to orange or red, modifications are possible, for example to the teaching and evaluation methods.

Course code:
2600WETASM
Semester:
2E SEM
Contact hours:
60
ECTS-credits:
6 ECTS-credits
Study load (hours):
168
Contract restrictions:
No contract restriction
Language of instruction:
English
Exam Period:
exam in the 2nd semester
Study domain:
Mathematics
Lecturer(s):
Banking

This information sheet indicates how the course will be organized at pandemic code level yellow and green.

If the colour codes change during the academic year to orange or red, modifications are possible, for example to the teaching and evaluation methods.

Course code:
2109TEWFIN
Semester:
1E SEM
Contact hours:
60
ECTS-credits:
6 ECTS-credits
Study load (hours):
168
Contract restrictions:
Exam contract not possible
Language of instruction:
English
Exam Period:
exam in the 1st semester
Study domain:
Finance
Lecturer(s):
Financial Modeling

This information sheet indicates how the course will be organized at pandemic code level yellow and green.

If the colour codes change during the academic year to orange or red, modifications are possible, for example to the teaching and evaluation methods.

Course code:
9001VUBTAF
Semester:
2E SEM
Contact hours:
60
ECTS-credits:
6 ECTS-credits
Study load (hours):
168
Contract restrictions:
No contract restriction
Language of instruction:
Dutch
Bi-annual course:
Taught in academic years starting in an even year
Exam Period:
exam in the 1st and/or 2nd semester
Study domain:
Mathematics
Lecturer(s):
  • Tetyana Kadankova
Monte Carlo Methods and FX Derivatives Markets

This information sheet indicates how the course will be organized at pandemic code level yellow and green.

If the colour codes change during the academic year to orange or red, modifications are possible, for example to the teaching and evaluation methods.

Course code:
2000WETMCM
Semester:
2E SEM
Contact hours:
48
ECTS-credits:
6 ECTS-credits
Study load (hours):
168
Contract restrictions:
No contract restriction
Language of instruction:
English
Exam Period:
exam in the 2nd semester
Study domain:
Mathematics
Lecturer(s):

Cluster Numerical Mathematics

Advanced programming

This information sheet indicates how the course will be organized at pandemic code level yellow and green.

If the colour codes change during the academic year to orange or red, modifications are possible, for example to the teaching and evaluation methods.

Course code:
1500WETAPR
Semester:
1E SEM
Sequentiality:
Minimum 8/20 for Introduction to programming, Computersystems and -architecture, Project software engineering and Computer Graphics.
Contact hours:
60
ECTS-credits:
6 ECTS-credits
Study load (hours):
168
Contract restrictions:
No contract restriction
Language of instruction:
English
Exam Period:
exam in the 1st semester
Study domain:
Computer Science
Multigrid and multiscale solution methods

This information sheet indicates how the course will be organized at pandemic code level yellow and green.

If the colour codes change during the academic year to orange or red, modifications are possible, for example to the teaching and evaluation methods.

Course code:
2001WETMMO
Semester:
1E SEM
Contact hours:
45
ECTS-credits:
6 ECTS-credits
Study load (hours):
168
Contract restrictions:
No contract restriction
Language of instruction:
Dutch
Exam Period:
exam in the 1st semester
Study domain:
Mathematics
Lecturer(s):
Applications of differential equations

This information sheet indicates how the course will be organized at pandemic code level yellow and green.

If the colour codes change during the academic year to orange or red, modifications are possible, for example to the teaching and evaluation methods.

Course code:
2001WETTDV
Semester:
1E SEM
Contact hours:
60
ECTS-credits:
6 ECTS-credits
Study load (hours):
168
Contract restrictions:
No contract restriction
Language of instruction:
Dutch
Exam Period:
exam in the 1st semester
Study domain:
Mathematics
Seminar Applied Mathematics

This information sheet indicates how the course will be organized at pandemic code level yellow and green.

If the colour codes change during the academic year to orange or red, modifications are possible, for example to the teaching and evaluation methods.

Course code:
2600WETAPM
Semester:
1E/2E SEM
Contact hours:
60
ECTS-credits:
6 ECTS-credits
Study load (hours):
168
Contract restrictions:
Exam contract not possible
Language of instruction:
English
Exam Period:
exam in the 2nd semester
Study domain:
Mathematics
Convex Optimisation: theory and algorithms

This information sheet indicates how the course will be organized at pandemic code level yellow and green.

If the colour codes change during the academic year to orange or red, modifications are possible, for example to the teaching and evaluation methods.

Course code:
2600WETCOO
Semester:
2E SEM
Contact hours:
60
ECTS-credits:
6 ECTS-credits
Study load (hours):
168
Contract restrictions:
No contract restriction
Language of instruction:
English
Exam Period:
exam in the 2nd semester
Study domain:
Mathematics
Lecturer(s):
Theory and practice of finite elements methods

This information sheet indicates how the course will be organized at pandemic code level yellow and green.

If the colour codes change during the academic year to orange or red, modifications are possible, for example to the teaching and evaluation methods.

Course code:
2001WETEEM
Semester:
2E SEM
Contact hours:
60
ECTS-credits:
6 ECTS-credits
Study load (hours):
168
Contract restrictions:
No contract restriction
Language of instruction:
Dutch
Exam Period:
exam in the 2nd semester
Study domain:
Mathematics
Lecturer(s):

Cluster Stochastics and Statistical courses

Advanced Statistical models in non-life insurance

This information sheet indicates how the course will be organized at pandemic code level yellow and green.

If the colour codes change during the academic year to orange or red, modifications are possible, for example to the teaching and evaluation methods.

Course code:
2600WETASM
Semester:
2E SEM
Contact hours:
60
ECTS-credits:
6 ECTS-credits
Study load (hours):
168
Contract restrictions:
No contract restriction
Language of instruction:
English
Exam Period:
exam in the 2nd semester
Study domain:
Mathematics
Lecturer(s):
Lévy processes and their applications

This information sheet indicates how the course will be organized at pandemic code level yellow and green.

If the colour codes change during the academic year to orange or red, modifications are possible, for example to the teaching and evaluation methods.

Course code:
9001VUBLPA
Semester:
2E SEM
Contact hours:
60
ECTS-credits:
6 ECTS-credits
Study load (hours):
168
Contract restrictions:
Exam contract not possible
Language of instruction:
Dutch
Exam Period:
exam in the 1st and/or 2nd semester
Study domain:
Mathematics
Lecturer(s):
  • Uwe Einmahl
Robust Statistics

This information sheet indicates how the course will be organized at pandemic code level yellow and green.

If the colour codes change during the academic year to orange or red, modifications are possible, for example to the teaching and evaluation methods.

Course code:
2600WETROS
Semester:
2E SEM
Contact hours:
60
ECTS-credits:
6 ECTS-credits
Study load (hours):
168
Contract restrictions:
No contract restriction
Language of instruction:
English
Exam Period:
exam in the 2nd semester
Study domain:
Mathematics
Statistical methods I

This information sheet indicates how the course will be organized at pandemic code level yellow and green.

If the colour codes change during the academic year to orange or red, modifications are possible, for example to the teaching and evaluation methods.

Course code:
9001VUBSTM
Semester:
2E SEM
Contact hours:
60
ECTS-credits:
6 ECTS-credits
Study load (hours):
168
Contract restrictions:
Exam contract not possible
Language of instruction:
Dutch
Bi-annual course:
Taught in academic years starting in an odd year
Exam Period:
exam in the 2nd semester
Study domain:
Mathematics
Lecturer(s):
  • Kurt Barbé
Statistical methods II

This information sheet indicates how the course will be organized at pandemic code level yellow and green.

If the colour codes change during the academic year to orange or red, modifications are possible, for example to the teaching and evaluation methods.

Course code:
9002VUBSTM
Semester:
2E SEM
Contact hours:
60
ECTS-credits:
6 ECTS-credits
Study load (hours):
168
Contract restrictions:
Exam contract not possible
Language of instruction:
Dutch
Bi-annual course:
Taught in academic years starting in an even year
Exam Period:
exam in the 2nd semester
Study domain:
Mathematics
Lecturer(s):
  • Kurt Barbé

Cluster Applied Mathematics

Introduction to performance modelling

This information sheet indicates how the course will be organized at pandemic code level yellow and green.

If the colour codes change during the academic year to orange or red, modifications are possible, for example to the teaching and evaluation methods.

Course code:
2001WETSMT
Semester:
1E SEM
Contact hours:
45
ECTS-credits:
6 ECTS-credits
Study load (hours):
168
Contract restrictions:
No contract restriction
Language of instruction:
English
Exam Period:
exam in the 1st semester
Study domain:
Computer Science
Lecturer(s):
Mathematical Foundations of Reinforcement Learning

This information sheet indicates how the course will be organized at pandemic code level yellow and green.

If the colour codes change during the academic year to orange or red, modifications are possible, for example to the teaching and evaluation methods.

Course code:
2500WETMRL
Semester:
1E SEM
Contact hours:
60
ECTS-credits:
6 ECTS-credits
Study load (hours):
168
Contract restrictions:
No contract restriction
Language of instruction:
English
Exam Period:
exam in the 1st semester
Study domain:
Computer Science
Reconstruction techniques in medical imaging

This information sheet indicates how the course will be organized at pandemic code level yellow and green.

If the colour codes change during the academic year to orange or red, modifications are possible, for example to the teaching and evaluation methods.

Course code:
2001WETRMB
Semester:
1E SEM
Contact hours:
15
ECTS-credits:
3 ECTS-credits
Study load (hours):
84
Contract restrictions:
No contract restriction
Language of instruction:
Dutch
Exam Period:
exam in the 1st semester
Study domain:
Physics
Applications of differential equations

This information sheet indicates how the course will be organized at pandemic code level yellow and green.

If the colour codes change during the academic year to orange or red, modifications are possible, for example to the teaching and evaluation methods.

Course code:
2001WETTDV
Semester:
1E SEM
Contact hours:
60
ECTS-credits:
6 ECTS-credits
Study load (hours):
168
Contract restrictions:
No contract restriction
Language of instruction:
Dutch
Exam Period:
exam in the 1st semester
Study domain:
Mathematics
Cryptography

This information sheet indicates how the course will be organized at pandemic code level yellow and green.

If the colour codes change during the academic year to orange or red, modifications are possible, for example to the teaching and evaluation methods.

Course code:
9600VUBCRY
Semester:
2E SEM
Contact hours:
60
ECTS-credits:
6 ECTS-credits
Study load (hours):
168
Contract restrictions:
Exam contract not possible
Language of instruction:
Dutch
Exam Period:
exam in the 2nd semester
Study domain:
Mathematics
Lecturer(s):
  • Ann Dooms

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 Scientists

This information sheet indicates how the course will be organized at pandemic code level yellow and green.

If the colour codes change during the academic year to orange or red, modifications are possible, for example to the teaching and evaluation methods.

Course code:
2000WETSEN
Semester:
1E SEM
Contact hours:
28
ECTS-credits:
3 ECTS-credits
Study load (hours):
84
Contract restrictions:
Exam contract not possible
Language of instruction:
English
Exam Period:
exam in the 1st semester
Study domain:
Linguistics and Proficiency
Integrable Hamiltonian systems

This information sheet indicates how the course will be organized at pandemic code level yellow and green.

If the colour codes change during the academic year to orange or red, modifications are possible, for example to the teaching and evaluation methods.

Course code:
2600WETIHS
Semester:
1E SEM
Contact hours:
60
ECTS-credits:
6 ECTS-credits
Study load (hours):
168
Contract restrictions:
No contract restriction
Language of instruction:
English
Exam Period:
exam in the 1st semester
Study domain:
Mathematics
Lecturer(s):
History of science and society

This information sheet indicates how the course will be organized at pandemic code level yellow and green.

If the colour codes change during the academic year to orange or red, modifications are possible, for example to the teaching and evaluation methods.

Course code:
2000WETHSS
Semester:
2E SEM
Contact hours:
60
ECTS-credits:
6 ECTS-credits
Study load (hours):
168
Contract restrictions:
No contract restriction
Language of instruction:
English
Exam Period:
exam in the 2nd semester
Study domain:
History
Lecturer(s):
Introduction to Integrable PDEs: the Korteweg-de Vries equation

This information sheet indicates how the course will be organized at pandemic code level yellow and green.

If the colour codes change during the academic year to orange or red, modifications are possible, for example to the teaching and evaluation methods.

Course code:
2600WETPDE
Semester:
2E SEM
Contact hours:
30
ECTS-credits:
3 ECTS-credits
Study load (hours):
84
Contract restrictions:
No contract restriction
Language of instruction:
English
Exam Period:
exam in the 2nd semester
Study domain:
Mathematics
Lecturer(s):

Master Thesis

Master thesis Financial and Applied Mathematics including internship

This information sheet indicates how the course will be organized at pandemic code level yellow and green.

If the colour codes change during the academic year to orange or red, modifications are possible, for example to the teaching and evaluation methods.

Course code:
2602WETMAP
Semester:
2E SEM
ECTS-credits:
30 ECTS-credits
Study load (hours):
840
Contract restrictions:
Exam contract not possible
Language of instruction:
Dutch
Exam Period:
exam in the 2nd semester
Credit required to obtain degree:
Yes
Study domain:
Mathematics
Lecturer(s):

2021-2022

Model Path over 2 years

Core courses

The student has to attend all courses from the lists 'core courses UA' and 'core courses VUB' . The student chooses 1 out of 2 courses 'Financial mathematics', at VUB or at the University of Antwerp.
The student chooses 'Advanced Calculation of Probability' or 'Statistical Methods I or II'.

Core courses UA

Finite difference methods and financial mathematics

This information sheet indicates how the course will be organized at pandemic code level yellow and green.

If the colour codes change during the academic year to orange or red, modifications are possible, for example to the teaching and evaluation methods.

Course code:
2001WETEDM
Semester:
1E SEM
Contact hours:
60
ECTS-credits:
6 ECTS-credits
Study load (hours):
168
Contract restrictions:
No contract restriction
Language of instruction:
Dutch
Exam Period:
exam in the 1st semester
Study domain:
Mathematics
Lecturer(s):
Numerical Optimisation

This information sheet indicates how the course will be organized at pandemic code level yellow and green.

If the colour codes change during the academic year to orange or red, modifications are possible, for example to the teaching and evaluation methods.

Course code:
2600WETNOP
Semester:
1E SEM
Contact hours:
60
ECTS-credits:
6 ECTS-credits
Study load (hours):
168
Contract restrictions:
No contract restriction
Language of instruction:
English
Exam Period:
exam in the 1st semester
Study domain:
Mathematics
Lecturer(s):

This information sheet indicates how the course will be organized at pandemic code level yellow and green.

If the colour codes change during the academic year to orange or red, modifications are possible, for example to the teaching and evaluation methods.

Course code:
2600WETSDS
Semester:
1E SEM
Contact hours:
60
ECTS-credits:
6 ECTS-credits
Study load (hours):
168
Contract restrictions:
No contract restriction
Language of instruction:
English
Exam Period:
exam in the 1st semester
Study domain:
Mathematics
Lecturer(s):
Actuarial models

This information sheet indicates how the course will be organized at pandemic code level yellow and green.

If the colour codes change during the academic year to orange or red, modifications are possible, for example to the teaching and evaluation methods.

Course code:
2001WETACM
Semester:
2E SEM
Contact hours:
60
ECTS-credits:
6 ECTS-credits
Study load (hours):
168
Contract restrictions:
No contract restriction
Language of instruction:
Dutch
Exam Period:
exam in the 2nd semester
Study domain:
Mathematics
Lecturer(s):
Financial mathematics

This information sheet indicates how the course will be organized at pandemic code level yellow and green.

If the colour codes change during the academic year to orange or red, modifications are possible, for example to the teaching and evaluation methods.

Course code:
2001WETFWI
Semester:
2E SEM
Contact hours:
60
ECTS-credits:
6 ECTS-credits
Study load (hours):
168
Contract restrictions:
No contract restriction
Language of instruction:
Dutch
Exam Period:
exam in the 2nd semester
Study domain:
Mathematics

Core courses VUB

Advanced calculation of probability

This information sheet indicates how the course will be organized at pandemic code level yellow and green.

If the colour codes change during the academic year to orange or red, modifications are possible, for example to the teaching and evaluation methods.

Course code:
9001VUBGKR
Semester:
1E SEM
Contact hours:
60
ECTS-credits:
6 ECTS-credits
Study load (hours):
168
Contract restrictions:
Exam contract not possible
Language of instruction:
Dutch
Exam Period:
exam in the 1st semester
Study domain:
Mathematics
Lecturer(s):
  • Uwe Einmahl
Harmonic and Wavelet Analysis

This information sheet indicates how the course will be organized at pandemic code level yellow and green.

If the colour codes change during the academic year to orange or red, modifications are possible, for example to the teaching and evaluation methods.

Course code:
9600VUBHWA
Semester:
1E SEM
Contact hours:
600
ECTS-credits:
6 ECTS-credits
Study load (hours):
168
Contract restrictions:
Exam contract not possible
Language of instruction:
Dutch
Exam Period:
exam in the 1st semester
Study domain:
Mathematics
Lecturer(s):
  • Ann Dooms
  • Kurt Barbé
Financial mathematics

This information sheet indicates how the course will be organized at pandemic code level yellow and green.

If the colour codes change during the academic year to orange or red, modifications are possible, for example to the teaching and evaluation methods.

Course code:
9600VUBFWI
Semester:
1E SEM
Contact hours:
60
ECTS-credits:
6 ECTS-credits
Study load (hours):
168
Contract restrictions:
No contract restriction
Language of instruction:
Dutch
Exam Period:
exam in the 1st and/or 2nd semester
Study domain:
Mathematics
Lecturer(s):
  • Tetyana Kadankova
Statistical methods I

This information sheet indicates how the course will be organized at pandemic code level yellow and green.

If the colour codes change during the academic year to orange or red, modifications are possible, for example to the teaching and evaluation methods.

Course code:
9001VUBSTM
Semester:
2E SEM
Contact hours:
60
ECTS-credits:
6 ECTS-credits
Study load (hours):
168
Contract restrictions:
Exam contract not possible
Language of instruction:
Dutch
Bi-annual course:
Taught in academic years starting in an odd year
Exam Period:
exam in the 2nd semester
Study domain:
Mathematics
Lecturer(s):
  • Kurt Barbé
Statistical methods II

This information sheet indicates how the course will be organized at pandemic code level yellow and green.

If the colour codes change during the academic year to orange or red, modifications are possible, for example to the teaching and evaluation methods.

Course code:
9002VUBSTM
Semester:
2E SEM
Contact hours:
60
ECTS-credits:
6 ECTS-credits
Study load (hours):
168
Contract restrictions:
Exam contract not possible
Language of instruction:
Dutch
Bi-annual course:
Taught in academic years starting in an even year
Exam Period:
exam in the 2nd semester
Study domain:
Mathematics
Lecturer(s):
  • Kurt Barbé

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

Financial risk management

This information sheet indicates how the course will be organized at pandemic code level yellow and green.

If the colour codes change during the academic year to orange or red, modifications are possible, for example to the teaching and evaluation methods.

Course code:
2104TEWFIN
Semester:
1E SEM
Contact hours:
45
ECTS-credits:
6 ECTS-credits
Study load (hours):
168
Contract restrictions:
No contract restriction
Language of instruction:
English
Exam Period:
exam in the 1st semester
Study domain:
Finance
Lecturer(s):
Path integrals for option prices

This information sheet indicates how the course will be organized at pandemic code level yellow and green.

If the colour codes change during the academic year to orange or red, modifications are possible, for example to the teaching and evaluation methods.

Course code:
2002WETPOP
Semester:
1E SEM
Contact hours:
60
ECTS-credits:
6 ECTS-credits
Study load (hours):
168
Contract restrictions:
No contract restriction
Language of instruction:
Dutch
Bi-annual course:
Taught in academic years starting in an even year
Exam Period:
exam in the 1st semester
Study domain:
Mathematics
Lecturer(s):
Advanced Statistical models in non-life insurance

This information sheet indicates how the course will be organized at pandemic code level yellow and green.

If the colour codes change during the academic year to orange or red, modifications are possible, for example to the teaching and evaluation methods.

Course code:
2600WETASM
Semester:
2E SEM
Contact hours:
60
ECTS-credits:
6 ECTS-credits
Study load (hours):
168
Contract restrictions:
No contract restriction
Language of instruction:
English
Exam Period:
exam in the 2nd semester
Study domain:
Mathematics
Lecturer(s):
  • Robin Van Oirbeek
Banking

This information sheet indicates how the course will be organized at pandemic code level yellow and green.

If the colour codes change during the academic year to orange or red, modifications are possible, for example to the teaching and evaluation methods.

Course code:
2109TEWFIN
Semester:
2E SEM
Contact hours:
60
ECTS-credits:
6 ECTS-credits
Study load (hours):
168
Contract restrictions:
Exam contract not possible
Language of instruction:
English
Exam Period:
exam in the 2nd semester
Study domain:
Finance
Lecturer(s):
Financial Modeling

This information sheet indicates how the course will be organized at pandemic code level yellow and green.

If the colour codes change during the academic year to orange or red, modifications are possible, for example to the teaching and evaluation methods.

Course code:
9001VUBTAF
Semester:
2E SEM
Contact hours:
60
ECTS-credits:
6 ECTS-credits
Study load (hours):
168
Contract restrictions:
No contract restriction
Language of instruction:
Dutch
Bi-annual course:
Taught in academic years starting in an even year
Exam Period:
exam in the 1st and/or 2nd semester
Study domain:
Mathematics
Lecturer(s):
  • Tetyana Kadankova
Monte Carlo Methods and FX Derivatives Markets

This information sheet indicates how the course will be organized at pandemic code level yellow and green.

If the colour codes change during the academic year to orange or red, modifications are possible, for example to the teaching and evaluation methods.

Course code:
2000WETMCM
Semester:
2E SEM
Contact hours:
48
ECTS-credits:
6 ECTS-credits
Study load (hours):
168
Contract restrictions:
No contract restriction
Language of instruction:
English
Exam Period:
exam in the 2nd semester
Study domain:
Mathematics
Lecturer(s):

Cluster Numerical Mathematics

Advanced programming

This information sheet indicates how the course will be organized at pandemic code level yellow and green.

If the colour codes change during the academic year to orange or red, modifications are possible, for example to the teaching and evaluation methods.

Course code:
1500WETAPR
Semester:
1E SEM
Sequentiality:
Minimum 8/20 for Introduction to programming, Computersystems and -architecture, Project software engineering and Computer Graphics.
Contact hours:
60
ECTS-credits:
6 ECTS-credits
Study load (hours):
168
Contract restrictions:
No contract restriction
Language of instruction:
English
Exam Period:
exam in the 1st semester
Study domain:
Computer Science
Multigrid and multiscale solution methods

This information sheet indicates how the course will be organized at pandemic code level yellow and green.

If the colour codes change during the academic year to orange or red, modifications are possible, for example to the teaching and evaluation methods.

Course code:
2001WETMMO
Semester:
1E SEM
Contact hours:
45
ECTS-credits:
6 ECTS-credits
Study load (hours):
168
Contract restrictions:
No contract restriction
Language of instruction:
Dutch
Exam Period:
exam in the 1st semester
Study domain:
Mathematics
Lecturer(s):
Applications of differential equations

This information sheet indicates how the course will be organized at pandemic code level yellow and green.

If the colour codes change during the academic year to orange or red, modifications are possible, for example to the teaching and evaluation methods.

Course code:
2001WETTDV
Semester:
1E SEM
Contact hours:
60
ECTS-credits:
6 ECTS-credits
Study load (hours):
168
Contract restrictions:
No contract restriction
Language of instruction:
Dutch
Exam Period:
exam in the 1st semester
Study domain:
Mathematics
Seminar numerical analysis

This information sheet indicates how the course will be organized at pandemic code level yellow and green.

If the colour codes change during the academic year to orange or red, modifications are possible, for example to the teaching and evaluation methods.

Course code:
2001WETSNA
Semester:
1E/2E SEM
Contact hours:
60
ECTS-credits:
6 ECTS-credits
Study load (hours):
168
Contract restrictions:
Exam contract not possible
Language of instruction:
Dutch
Exam Period:
exam in the 2nd semester
Study domain:
Mathematics
Convex Optimisation: theory and algorithms

This information sheet indicates how the course will be organized at pandemic code level yellow and green.

If the colour codes change during the academic year to orange or red, modifications are possible, for example to the teaching and evaluation methods.

Course code:
2600WETCOO
Semester:
2E SEM
Contact hours:
60
ECTS-credits:
6 ECTS-credits
Study load (hours):
168
Contract restrictions:
No contract restriction
Language of instruction:
English
Exam Period:
exam in the 2nd semester
Study domain:
Mathematics
Lecturer(s):
Theory and practice of finite elements methods

This information sheet indicates how the course will be organized at pandemic code level yellow and green.

If the colour codes change during the academic year to orange or red, modifications are possible, for example to the teaching and evaluation methods.

Course code:
2001WETEEM
Semester:
2E SEM
Contact hours:
60
ECTS-credits:
6 ECTS-credits
Study load (hours):
168
Contract restrictions:
No contract restriction
Language of instruction:
Dutch
Exam Period:
exam in the 2nd semester
Study domain:
Mathematics
Lecturer(s):

Cluster Stochastics and Statistical courses

Advanced Statistical models in non-life insurance

This information sheet indicates how the course will be organized at pandemic code level yellow and green.

If the colour codes change during the academic year to orange or red, modifications are possible, for example to the teaching and evaluation methods.

Course code:
2600WETASM
Semester:
2E SEM
Contact hours:
60
ECTS-credits:
6 ECTS-credits
Study load (hours):
168
Contract restrictions:
No contract restriction
Language of instruction:
English
Exam Period:
exam in the 2nd semester
Study domain:
Mathematics
Lecturer(s):
  • Robin Van Oirbeek
Lévy processes and their applications

This information sheet indicates how the course will be organized at pandemic code level yellow and green.

If the colour codes change during the academic year to orange or red, modifications are possible, for example to the teaching and evaluation methods.

Course code:
9001VUBLPA
Semester:
2E SEM
Contact hours:
60
ECTS-credits:
6 ECTS-credits
Study load (hours):
168
Contract restrictions:
Exam contract not possible
Language of instruction:
Dutch
Exam Period:
exam in the 1st and/or 2nd semester
Study domain:
Mathematics
Lecturer(s):
  • Uwe Einmahl
Robust Statistics

This information sheet indicates how the course will be organized at pandemic code level yellow and green.

If the colour codes change during the academic year to orange or red, modifications are possible, for example to the teaching and evaluation methods.

Course code:
2600WETROS
Semester:
2E SEM
Contact hours:
60
ECTS-credits:
6 ECTS-credits
Study load (hours):
168
Contract restrictions:
No contract restriction
Language of instruction:
English
Exam Period:
exam in the 2nd semester
Study domain:
Mathematics
Lecturer(s):
Statistical methods I

This information sheet indicates how the course will be organized at pandemic code level yellow and green.

If the colour codes change during the academic year to orange or red, modifications are possible, for example to the teaching and evaluation methods.

Course code:
9001VUBSTM
Semester:
2E SEM
Contact hours:
60
ECTS-credits:
6 ECTS-credits
Study load (hours):
168
Contract restrictions:
Exam contract not possible
Language of instruction:
Dutch
Bi-annual course:
Taught in academic years starting in an odd year
Exam Period:
exam in the 2nd semester
Study domain:
Mathematics
Lecturer(s):
  • Kurt Barbé
Statistical methods II

This information sheet indicates how the course will be organized at pandemic code level yellow and green.

If the colour codes change during the academic year to orange or red, modifications are possible, for example to the teaching and evaluation methods.

Course code:
9002VUBSTM
Semester:
2E SEM
Contact hours:
60
ECTS-credits:
6 ECTS-credits
Study load (hours):
168
Contract restrictions:
Exam contract not possible
Language of instruction:
Dutch
Bi-annual course:
Taught in academic years starting in an even year
Exam Period:
exam in the 2nd semester
Study domain:
Mathematics
Lecturer(s):
  • Kurt Barbé

Cluster Applied Mathematics

Introduction to performance modelling

This information sheet indicates how the course will be organized at pandemic code level yellow and green.

If the colour codes change during the academic year to orange or red, modifications are possible, for example to the teaching and evaluation methods.

Course code:
2001WETSMT
Semester:
1E SEM
Contact hours:
45
ECTS-credits:
6 ECTS-credits
Study load (hours):
168
Contract restrictions:
No contract restriction
Language of instruction:
English
Exam Period:
exam in the 1st semester
Study domain:
Computer Science
Lecturer(s):
Mathematical Foundations of Reinforcement Learning

This information sheet indicates how the course will be organized at pandemic code level yellow and green.

If the colour codes change during the academic year to orange or red, modifications are possible, for example to the teaching and evaluation methods.

Course code:
2500WETMRL
Semester:
1E SEM
Contact hours:
60
ECTS-credits:
6 ECTS-credits
Study load (hours):
168
Contract restrictions:
No contract restriction
Language of instruction:
English
Exam Period:
exam in the 1st semester
Study domain:
Computer Science
Reconstruction techniques in medical imaging

This information sheet indicates how the course will be organized at pandemic code level yellow and green.

If the colour codes change during the academic year to orange or red, modifications are possible, for example to the teaching and evaluation methods.

Course code:
2001WETRMB
Semester:
1E SEM
Contact hours:
15
ECTS-credits:
3 ECTS-credits
Study load (hours):
84
Contract restrictions:
No contract restriction
Language of instruction:
Dutch
Exam Period:
exam in the 1st semester
Study domain:
Physics
Applications of differential equations

This information sheet indicates how the course will be organized at pandemic code level yellow and green.

If the colour codes change during the academic year to orange or red, modifications are possible, for example to the teaching and evaluation methods.

Course code:
2001WETTDV
Semester:
1E SEM
Contact hours:
60
ECTS-credits:
6 ECTS-credits
Study load (hours):
168
Contract restrictions:
No contract restriction
Language of instruction:
Dutch
Exam Period:
exam in the 1st semester
Study domain:
Mathematics
Cryptography

This information sheet indicates how the course will be organized at pandemic code level yellow and green.

If the colour codes change during the academic year to orange or red, modifications are possible, for example to the teaching and evaluation methods.

Course code:
9600VUBCRY
Semester:
2E SEM
Contact hours:
60
ECTS-credits:
6 ECTS-credits
Study load (hours):
168
Contract restrictions:
Exam contract not possible
Language of instruction:
Dutch
Exam Period:
exam in the 2nd semester
Study domain:
Mathematics
Lecturer(s):
  • Ann Dooms

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 Scientists

This information sheet indicates how the course will be organized at pandemic code level yellow and green.

If the colour codes change during the academic year to orange or red, modifications are possible, for example to the teaching and evaluation methods.

Course code:
2000WETSEN
Semester:
1E SEM
Contact hours:
28
ECTS-credits:
3 ECTS-credits
Study load (hours):
84
Contract restrictions:
Exam contract not possible
Language of instruction:
English
Exam Period:
exam in the 1st semester
Study domain:
Linguistics and Proficiency
Integrable Hamiltonian systems

This information sheet indicates how the course will be organized at pandemic code level yellow and green.

If the colour codes change during the academic year to orange or red, modifications are possible, for example to the teaching and evaluation methods.

Course code:
2600WETIHS
Semester:
1E SEM
Contact hours:
60
ECTS-credits:
6 ECTS-credits
Study load (hours):
168
Contract restrictions:
No contract restriction
Language of instruction:
English
Exam Period:
exam in the 1st semester
Study domain:
Mathematics
Lecturer(s):
History of science and society

This information sheet indicates how the course will be organized at pandemic code level yellow and green.

If the colour codes change during the academic year to orange or red, modifications are possible, for example to the teaching and evaluation methods.

Course code:
2000WETHSS
Semester:
2E SEM
Contact hours:
60
ECTS-credits:
6 ECTS-credits
Study load (hours):
168
Contract restrictions:
No contract restriction
Language of instruction:
English
Exam Period:
exam in the 2nd semester
Study domain:
History
Lecturer(s):
Introduction to Integrable PDEs: the Korteweg-de Vries equation

This information sheet indicates how the course will be organized at pandemic code level yellow and green.

If the colour codes change during the academic year to orange or red, modifications are possible, for example to the teaching and evaluation methods.

Course code:
2600WETPDE
Semester:
2E SEM
Contact hours:
30
ECTS-credits:
3 ECTS-credits
Study load (hours):
84
Contract restrictions:
No contract restriction
Language of instruction:
English
Exam Period:
exam in the 2nd semester
Study domain:
Mathematics
Lecturer(s):

Master Thesis

Master thesis Financial and Applied Mathematics including internship

This information sheet indicates how the course will be organized at pandemic code level yellow and green.

If the colour codes change during the academic year to orange or red, modifications are possible, for example to the teaching and evaluation methods.

Course code:
2602WETMAP
Semester:
2E SEM
ECTS-credits:
30 ECTS-credits
Study load (hours):
840
Contract restrictions:
Exam contract not possible
Language of instruction:
Dutch
Exam Period:
exam in the 2nd semester
Credit required to obtain degree:
Yes
Study domain:
Mathematics
Lecturer(s):

2020-2021

Model Path over 2 years

Core courses

The student has to attend all courses from the lists 'core courses UA' and 'core courses VUB' . The student chooses 1 out of 2 courses 'Financial mathematics', at VUB or at the University of Antwerp.

Core courses UA

Finite difference methods and financial mathematics

This information sheet indicates how the course will be organized at pandemic code level yellow and green.

If the colour codes change during the academic year to orange or red, modifications are possible, for example to the teaching and evaluation methods.

Course code:
2001WETEDM
Semester:
1E SEM
Contact hours:
60
ECTS-credits:
6 ECTS-credits
Study load (hours):
168
Contract restrictions:
No contract restriction
Language of instruction:
Dutch
Exam Period:
exam in the 1st semester
Study domain:
Mathematics
Lecturer(s):
Numerical Optimisation

This information sheet indicates how the course will be organized at pandemic code level yellow and green.

If the colour codes change during the academic year to orange or red, modifications are possible, for example to the teaching and evaluation methods.

Course code:
2000WETNOP
Semester:
1E SEM
Contact hours:
60
ECTS-credits:
6 ECTS-credits
Study load (hours):
168
Contract restrictions:
No contract restriction
Language of instruction:
English
Exam Period:
exam in the 1st semester
Study domain:
Mathematics
Lecturer(s):

This information sheet indicates how the course will be organized at pandemic code level yellow and green.

If the colour codes change during the academic year to orange or red, modifications are possible, for example to the teaching and evaluation methods.

Course code:
2600WETSDS
Semester:
2E SEM
Contact hours:
60
ECTS-credits:
6 ECTS-credits
Study load (hours):
168
Contract restrictions:
No contract restriction
Language of instruction:
English
Exam Period:
exam in the 2nd semester
Study domain:
Mathematics
Lecturer(s):
Actuarial models

This information sheet indicates how the course will be organized at pandemic code level yellow and green.

If the colour codes change during the academic year to orange or red, modifications are possible, for example to the teaching and evaluation methods.

Course code:
2001WETACM
Semester:
2E SEM
Contact hours:
60
ECTS-credits:
6 ECTS-credits
Study load (hours):
168
Contract restrictions:
No contract restriction
Language of instruction:
Dutch
Exam Period:
exam in the 2nd semester
Study domain:
Mathematics
Lecturer(s):
Financial mathematics

This information sheet indicates how the course will be organized at pandemic code level yellow and green.

If the colour codes change during the academic year to orange or red, modifications are possible, for example to the teaching and evaluation methods.

Course code:
2001WETFWI
Semester:
2E SEM
Contact hours:
60
ECTS-credits:
6 ECTS-credits
Study load (hours):
168
Contract restrictions:
No contract restriction
Language of instruction:
Dutch
Exam Period:
exam in the 2nd semester
Study domain:
Mathematics

Core courses VUB

Financial mathematics

This information sheet indicates how the course will be organized at pandemic code level yellow and green.

If the colour codes change during the academic year to orange or red, modifications are possible, for example to the teaching and evaluation methods.

Course code:
9600VUBFWI
Semester:
1E SEM
Contact hours:
60
ECTS-credits:
6 ECTS-credits
Study load (hours):
168
Contract restrictions:
No contract restriction
Language of instruction:
Dutch
Exam Period:
exam in the 1st and/or 2nd semester
Study domain:
Mathematics
Lecturer(s):
  • Tetyana Kadankova
Advanced calculation of probability

This information sheet indicates how the course will be organized at pandemic code level yellow and green.

If the colour codes change during the academic year to orange or red, modifications are possible, for example to the teaching and evaluation methods.

Course code:
9001VUBGKR
Semester:
1E SEM
Contact hours:
60
ECTS-credits:
6 ECTS-credits
Study load (hours):
168
Contract restrictions:
Exam contract not possible
Language of instruction:
Dutch
Exam Period:
exam in the 1st semester
Study domain:
Mathematics
Lecturer(s):
  • Uwe Einmahl
Harmonic and Wavelet Analysis

This information sheet indicates how the course will be organized at pandemic code level yellow and green.

If the colour codes change during the academic year to orange or red, modifications are possible, for example to the teaching and evaluation methods.

Course code:
9600VUBHWA
Semester:
1E SEM
Contact hours:
600
ECTS-credits:
6 ECTS-credits
Study load (hours):
168
Contract restrictions:
Exam contract not possible
Language of instruction:
Dutch
Exam Period:
exam in the 1st semester
Study domain:
Mathematics
Lecturer(s):
  • Ann Dooms
  • Kurt Barbé

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

Financial risk management

This information sheet indicates how the course will be organized at pandemic code level yellow and green.

If the colour codes change during the academic year to orange or red, modifications are possible, for example to the teaching and evaluation methods.

Course code:
2104TEWFIN
Semester:
1E SEM
Contact hours:
45
ECTS-credits:
6 ECTS-credits
Study load (hours):
168
Contract restrictions:
No contract restriction
Language of instruction:
English
Exam Period:
exam in the 1st semester
Study domain:
Finance
Lecturer(s):
Path integrals for option prices

This information sheet indicates how the course will be organized at pandemic code level yellow and green.

If the colour codes change during the academic year to orange or red, modifications are possible, for example to the teaching and evaluation methods.

Course code:
2002WETPOP
Semester:
1E SEM
Contact hours:
60
ECTS-credits:
6 ECTS-credits
Study load (hours):
168
Contract restrictions:
No contract restriction
Language of instruction:
Dutch
Bi-annual course:
Taught in academic years starting in an even year
Exam Period:
exam in the 1st semester
Study domain:
Mathematics
Lecturer(s):
Advanced Statistical models in non-life insurance

This information sheet indicates how the course will be organized at pandemic code level yellow and green.

If the colour codes change during the academic year to orange or red, modifications are possible, for example to the teaching and evaluation methods.

Course code:
2600WETASM
Semester:
2E SEM
Contact hours:
60
ECTS-credits:
6 ECTS-credits
Study load (hours):
168
Contract restrictions:
No contract restriction
Language of instruction:
English
Exam Period:
exam in the 2nd semester
Study domain:
Mathematics
Lecturer(s):
  • Robin Van Oirbeek
Banking

This information sheet indicates how the course will be organized at pandemic code level yellow and green.

If the colour codes change during the academic year to orange or red, modifications are possible, for example to the teaching and evaluation methods.

Course code:
2109TEWFIN
Semester:
2E SEM
Contact hours:
60
ECTS-credits:
6 ECTS-credits
Study load (hours):
168
Contract restrictions:
Exam contract not possible
Language of instruction:
English
Exam Period:
exam in the 2nd semester
Study domain:
Finance
Financial Modeling

This information sheet indicates how the course will be organized at pandemic code level yellow and green.

If the colour codes change during the academic year to orange or red, modifications are possible, for example to the teaching and evaluation methods.

Course code:
9001VUBTAF
Semester:
2E SEM
Contact hours:
60
ECTS-credits:
6 ECTS-credits
Study load (hours):
168
Contract restrictions:
No contract restriction
Language of instruction:
Dutch
Bi-annual course:
Taught in academic years starting in an even year
Exam Period:
exam in the 1st and/or 2nd semester
Study domain:
Mathematics
Lecturer(s):
  • Tetyana Kadankova
Monte Carlo Methods and FX Derivatives Markets

This information sheet indicates how the course will be organized at pandemic code level yellow and green.

If the colour codes change during the academic year to orange or red, modifications are possible, for example to the teaching and evaluation methods.

Course code:
2000WETMCM
Semester:
2E SEM
Contact hours:
48
ECTS-credits:
6 ECTS-credits
Study load (hours):
168
Contract restrictions:
No contract restriction
Language of instruction:
English
Exam Period:
exam in the 2nd semester
Study domain:
Mathematics
Lecturer(s):

Cluster Numerical Mathematics

Advanced numerical methods

This information sheet indicates how the course will be organized at pandemic code level yellow and green.

If the colour codes change during the academic year to orange or red, modifications are possible, for example to the teaching and evaluation methods.

Course code:
2001WETGNM
Semester:
1E SEM
Contact hours:
60
ECTS-credits:
6 ECTS-credits
Study load (hours):
168
Contract restrictions:
No contract restriction
Language of instruction:
Dutch
Exam Period:
exam in the 1st semester
Study domain:
Mathematics
Lecturer(s):
Advanced Programming

This information sheet indicates how the course will be organized at pandemic code level yellow and green.

If the colour codes change during the academic year to orange or red, modifications are possible, for example to the teaching and evaluation methods.

Course code:
1001WETGPR
Semester:
1E SEM
Sequentiality:
Minimum 8/20 for Introduction to programming, Computersystems and -architecture, Project software engineering and Computer Graphics.
Contact hours:
60
ECTS-credits:
6 ECTS-credits
Study load (hours):
168
Contract restrictions:
No contract restriction
Language of instruction:
English
Exam Period:
exam in the 1st semester
Study domain:
Computer Science
Multigrid and multiscale solution methods

This information sheet indicates how the course will be organized at pandemic code level yellow and green.

If the colour codes change during the academic year to orange or red, modifications are possible, for example to the teaching and evaluation methods.

Course code:
2001WETMMO
Semester:
1E SEM
Contact hours:
45
ECTS-credits:
6 ECTS-credits
Study load (hours):
168
Contract restrictions:
No contract restriction
Language of instruction:
Dutch
Exam Period:
exam in the 1st semester
Study domain:
Mathematics
Lecturer(s):
Seminar numerical analysis

This information sheet indicates how the course will be organized at pandemic code level yellow and green.

If the colour codes change during the academic year to orange or red, modifications are possible, for example to the teaching and evaluation methods.

Course code:
2001WETSNA
Semester:
1E/2E SEM
Contact hours:
60
ECTS-credits:
6 ECTS-credits
Study load (hours):
168
Contract restrictions:
Exam contract not possible
Language of instruction:
Dutch
Exam Period:
exam in the 2nd semester
Study domain:
Mathematics
Theory and practice of finite elements methods

This information sheet indicates how the course will be organized at pandemic code level yellow and green.

If the colour codes change during the academic year to orange or red, modifications are possible, for example to the teaching and evaluation methods.

Course code:
2001WETEEM
Semester:
2E SEM
Contact hours:
60
ECTS-credits:
6 ECTS-credits
Study load (hours):
168
Contract restrictions:
No contract restriction
Language of instruction:
Dutch
Exam Period:
exam in the 2nd semester
Study domain:
Mathematics
Lecturer(s):
Applications of differential equations

This information sheet indicates how the course will be organized at pandemic code level yellow and green.

If the colour codes change during the academic year to orange or red, modifications are possible, for example to the teaching and evaluation methods.

Course code:
2001WETTDV
Semester:
1E SEM
Contact hours:
60
ECTS-credits:
6 ECTS-credits
Study load (hours):
168
Contract restrictions:
No contract restriction
Language of instruction:
Dutch
Exam Period:
exam in the 1st semester
Study domain:
Mathematics

Cluster Stochastics and Statistical courses

Lévy processes and their applications

This information sheet indicates how the course will be organized at pandemic code level yellow and green.

If the colour codes change during the academic year to orange or red, modifications are possible, for example to the teaching and evaluation methods.

Course code:
9001VUBLPA
Semester:
2E SEM
Contact hours:
60
ECTS-credits:
6 ECTS-credits
Study load (hours):
168
Contract restrictions:
Exam contract not possible
Language of instruction:
Dutch
Exam Period:
exam in the 1st and/or 2nd semester
Study domain:
Mathematics
Lecturer(s):
  • Uwe Einmahl
Robust Statistics

This information sheet indicates how the course will be organized at pandemic code level yellow and green.

If the colour codes change during the academic year to orange or red, modifications are possible, for example to the teaching and evaluation methods.

Course code:
2600WETROS
Semester:
1E SEM
Contact hours:
60
ECTS-credits:
6 ECTS-credits
Study load (hours):
168
Contract restrictions:
No contract restriction
Language of instruction:
English
Exam Period:
exam in the 1st semester
Study domain:
Mathematics
Lecturer(s):
  • Jakob Raymaekers
Statistical methods I

This information sheet indicates how the course will be organized at pandemic code level yellow and green.

If the colour codes change during the academic year to orange or red, modifications are possible, for example to the teaching and evaluation methods.

Course code:
9001VUBSTM
Semester:
2E SEM
Contact hours:
60
ECTS-credits:
6 ECTS-credits
Study load (hours):
168
Contract restrictions:
Exam contract not possible
Language of instruction:
Dutch
Bi-annual course:
Taught in academic years starting in an odd year
Exam Period:
exam in the 2nd semester
Study domain:
Mathematics
Lecturer(s):
  • Kurt Barbé
Statistical methods II

This information sheet indicates how the course will be organized at pandemic code level yellow and green.

If the colour codes change during the academic year to orange or red, modifications are possible, for example to the teaching and evaluation methods.

Course code:
9002VUBSTM
Semester:
2E SEM
Contact hours:
60
ECTS-credits:
6 ECTS-credits
Study load (hours):
168
Contract restrictions:
Exam contract not possible
Language of instruction:
Dutch
Bi-annual course:
Taught in academic years starting in an even year
Exam Period:
exam in the 2nd semester
Study domain:
Mathematics
Lecturer(s):
  • Kurt Barbé

Cluster Applied Mathematics

Cryptography

This information sheet indicates how the course will be organized at pandemic code level yellow and green.

If the colour codes change during the academic year to orange or red, modifications are possible, for example to the teaching and evaluation methods.

Course code:
9600VUBCRY
Semester:
2E SEM
Contact hours:
60
ECTS-credits:
6 ECTS-credits
Study load (hours):
168
Contract restrictions:
Exam contract not possible
Language of instruction:
Dutch
Exam Period:
exam in the 2nd semester
Study domain:
Mathematics
Lecturer(s):
  • Ann Dooms
Introduction to performance modelling

This information sheet indicates how the course will be organized at pandemic code level yellow and green.

If the colour codes change during the academic year to orange or red, modifications are possible, for example to the teaching and evaluation methods.

Course code:
2001WETSMT
Semester:
1E SEM
Contact hours:
45
ECTS-credits:
6 ECTS-credits
Study load (hours):
168
Contract restrictions:
No contract restriction
Language of instruction:
English
Exam Period:
exam in the 1st semester
Study domain:
Computer Science
Lecturer(s):
Reconstruction techniques in medical imaging

This information sheet indicates how the course will be organized at pandemic code level yellow and green.

If the colour codes change during the academic year to orange or red, modifications are possible, for example to the teaching and evaluation methods.

Course code:
2001WETRMB
Semester:
1E SEM
Contact hours:
15
ECTS-credits:
3 ECTS-credits
Study load (hours):
84
Contract restrictions:
No contract restriction
Language of instruction:
Dutch
Exam Period:
exam in the 1st semester
Study domain:
Physics
Applications of differential equations

This information sheet indicates how the course will be organized at pandemic code level yellow and green.

If the colour codes change during the academic year to orange or red, modifications are possible, for example to the teaching and evaluation methods.

Course code:
2001WETTDV
Semester:
1E SEM
Contact hours:
60
ECTS-credits:
6 ECTS-credits
Study load (hours):
168
Contract restrictions:
No contract restriction
Language of instruction:
Dutch
Exam Period:
exam in the 1st semester
Study domain:
Mathematics

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 Scientists

This information sheet indicates how the course will be organized at pandemic code level yellow and green.

If the colour codes change during the academic year to orange or red, modifications are possible, for example to the teaching and evaluation methods.

Course code:
2000WETSEN
Semester:
1E SEM
Contact hours:
28
ECTS-credits:
3 ECTS-credits
Study load (hours):
84
Contract restrictions:
Exam contract not possible
Language of instruction:
English
Exam Period:
exam in the 1st semester
Study domain:
Linguistics and Proficiency
History of science and society

This information sheet indicates how the course will be organized at pandemic code level yellow and green.

If the colour codes change during the academic year to orange or red, modifications are possible, for example to the teaching and evaluation methods.

Course code:
2000WETHSS
Semester:
2E SEM
Contact hours:
60
ECTS-credits:
6 ECTS-credits
Study load (hours):
168
Contract restrictions:
No contract restriction
Language of instruction:
English
Exam Period:
exam in the 2nd semester
Study domain:
History
Integrable Hamiltonian systems

This information sheet indicates how the course will be organized at pandemic code level yellow and green.

If the colour codes change during the academic year to orange or red, modifications are possible, for example to the teaching and evaluation methods.

Course code:
2600WETIHS
Semester:
1E SEM
Contact hours:
60
ECTS-credits:
6 ECTS-credits
Study load (hours):
168
Contract restrictions:
No contract restriction
Language of instruction:
English
Exam Period:
exam in the 1st semester
Study domain:
Mathematics
Lecturer(s):

Master Thesis

Master thesis Financial and Applied Mathematics including internship

This information sheet indicates how the course will be organized at pandemic code level yellow and green.

If the colour codes change during the academic year to orange or red, modifications are possible, for example to the teaching and evaluation methods.

Course code:
2602WETMAP
Semester:
2E SEM
ECTS-credits:
30 ECTS-credits
Study load (hours):
840
Contract restrictions:
Exam contract not possible
Language of instruction:
Dutch
Exam Period:
exam in the 2nd semester
Credit required to obtain degree:
Yes
Study domain:
Mathematics
Lecturer(s):
  • - NNB

2019-2020

Model Path over 2 years

Core courses

The student has to acquire 42 ECTS-credits from the lists 'core courses UA' and 'core courses VUB' 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.

Core courses UA

Actuarial models

This information sheet indicates how the course will be organized at pandemic code level yellow and green.

If the colour codes change during the academic year to orange or red, modifications are possible, for example to the teaching and evaluation methods.

Course code:
2001WETACM
Semester:
2E SEM
Contact hours:
60
ECTS-credits:
6 ECTS-credits
Study load (hours):
168
Contract restrictions:
No contract restriction
Language of instruction:
Dutch
Exam Period:
exam in the 2nd semester
Study domain:
Mathematics
Lecturer(s):
Finite difference methods and financial mathematics

This information sheet indicates how the course will be organized at pandemic code level yellow and green.

If the colour codes change during the academic year to orange or red, modifications are possible, for example to the teaching and evaluation methods.

Course code:
2001WETEDM
Semester:
1E SEM
Contact hours:
60
ECTS-credits:
6 ECTS-credits
Study load (hours):
168
Contract restrictions:
No contract restriction
Language of instruction:
Dutch
Exam Period:
exam in the 1st semester
Study domain:
Mathematics
Lecturer(s):
Financial mathematics

This information sheet indicates how the course will be organized at pandemic code level yellow and green.

If the colour codes change during the academic year to orange or red, modifications are possible, for example to the teaching and evaluation methods.

Course code:
2001WETFWI
Semester:
2E SEM
Contact hours:
60
ECTS-credits:
6 ECTS-credits
Study load (hours):
168
Contract restrictions:
No contract restriction
Language of instruction:
Dutch
Exam Period:
exam in the 2nd semester
Study domain:
Mathematics
Numerical Optimisation

This information sheet indicates how the course will be organized at pandemic code level yellow and green.

If the colour codes change during the academic year to orange or red, modifications are possible, for example to the teaching and evaluation methods.

Course code:
2000WETNOP
Semester:
1E SEM
Contact hours:
60
ECTS-credits:
6 ECTS-credits
Study load (hours):
168
Contract restrictions:
No contract restriction
Language of instruction:
Dutch
Exam Period:
exam in the 1st semester
Study domain:
Mathematics
Lecturer(s):

Core courses VUB

Financial mathematics

This information sheet indicates how the course will be organized at pandemic code level yellow and green.

If the colour codes change during the academic year to orange or red, modifications are possible, for example to the teaching and evaluation methods.

Course code:
9600VUBFWI
Semester:
1E SEM
Contact hours:
60
ECTS-credits:
6 ECTS-credits
Study load (hours):
168
Contract restrictions:
No contract restriction
Language of instruction:
Dutch
Exam Period:
exam in the 1st and/or 2nd semester
Study domain:
Mathematics
Lecturer(s):
  • Tetyana Kadankova
Advanced calculation of probability

This information sheet indicates how the course will be organized at pandemic code level yellow and green.

If the colour codes change during the academic year to orange or red, modifications are possible, for example to the teaching and evaluation methods.

Course code:
9001VUBGKR
Semester:
1E SEM
Contact hours:
60
ECTS-credits:
6 ECTS-credits
Study load (hours):
168
Contract restrictions:
Exam contract not possible
Language of instruction:
Dutch
Exam Period:
exam in the 1st semester
Study domain:
Mathematics
Lecturer(s):
  • Uwe Einmahl
Harmonic and Wavelet Analysis

This information sheet indicates how the course will be organized at pandemic code level yellow and green.

If the colour codes change during the academic year to orange or red, modifications are possible, for example to the teaching and evaluation methods.

Course code:
9600VUBHWA
Semester:
1E SEM
Contact hours:
600
ECTS-credits:
6 ECTS-credits
Study load (hours):
168
Contract restrictions:
Exam contract not possible
Language of instruction:
Dutch
Exam Period:
exam in the 1st semester
Study domain:
Mathematics
Lecturer(s):
  • Ann Dooms
  • Kurt Barbé

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

Banking

This information sheet indicates how the course will be organized at pandemic code level yellow and green.

If the colour codes change during the academic year to orange or red, modifications are possible, for example to the teaching and evaluation methods.

Course code:
2109TEWFIN
Semester:
2E SEM
Contact hours:
60
ECTS-credits:
6 ECTS-credits
Study load (hours):
168
Contract restrictions:
Exam contract not possible
Language of instruction:
English
Exam Period:
exam in the 2nd semester
Study domain:
Finance
Lecturer(s):
Financial Risk Management

This information sheet indicates how the course will be organized at pandemic code level yellow and green.

If the colour codes change during the academic year to orange or red, modifications are possible, for example to the teaching and evaluation methods.

Course code:
2104TEWFIN
Semester:
1E SEM
Contact hours:
45
ECTS-credits:
6 ECTS-credits
Study load (hours):
168
Contract restrictions:
No contract restriction
Language of instruction:
English
Exam Period:
exam in the 1st semester
Study domain:
Finance
Lecturer(s):
Financial Modeling

This information sheet indicates how the course will be organized at pandemic code level yellow and green.

If the colour codes change during the academic year to orange or red, modifications are possible, for example to the teaching and evaluation methods.

Course code:
9001VUBTAF
Semester:
2E SEM
Contact hours:
60
ECTS-credits:
6 ECTS-credits
Study load (hours):
168
Contract restrictions:
No contract restriction
Language of instruction:
Dutch
Exam Period:
exam in the 1st and/or 2nd semester
Study domain:
Mathematics
Lecturer(s):
  • Tetyana Kadankova
Monte Carlo Methods and FX Derivatives Markets

This information sheet indicates how the course will be organized at pandemic code level yellow and green.

If the colour codes change during the academic year to orange or red, modifications are possible, for example to the teaching and evaluation methods.

Course code:
2000WETMCM
Semester:
2E SEM
Contact hours:
48
ECTS-credits:
6 ECTS-credits
Study load (hours):
168
Contract restrictions:
No contract restriction
Language of instruction:
English
Exam Period:
exam in the 2nd semester
Study domain:
Mathematics
Lecturer(s):
Path integrals for option prices

This information sheet indicates how the course will be organized at pandemic code level yellow and green.

If the colour codes change during the academic year to orange or red, modifications are possible, for example to the teaching and evaluation methods.

Course code:
2002WETPOP
Semester:
1E SEM
Contact hours:
60
ECTS-credits:
6 ECTS-credits
Study load (hours):
168
Contract restrictions:
No contract restriction
Language of instruction:
Dutch
Bi-annual course:
Taught in academic years starting in an even year
Exam Period:
exam in the 1st semester
Study domain:
Mathematics
Lecturer(s):

Cluster Numerical Mathematics

Advanced numerical methods

This information sheet indicates how the course will be organized at pandemic code level yellow and green.

If the colour codes change during the academic year to orange or red, modifications are possible, for example to the teaching and evaluation methods.

Course code:
2001WETGNM
Semester:
1E SEM
Contact hours:
60
ECTS-credits:
6 ECTS-credits
Study load (hours):
168
Contract restrictions:
No contract restriction
Language of instruction:
Dutch
Exam Period:
exam in the 1st semester
Study domain:
Mathematics
Lecturer(s):
Advanced Programming

This information sheet indicates how the course will be organized at pandemic code level yellow and green.

If the colour codes change during the academic year to orange or red, modifications are possible, for example to the teaching and evaluation methods.

Course code:
1001WETGPR
Semester:
1E SEM
Sequentiality:
Minimum 8/20 for Introduction to programming, Computersystems and -architecture, Project software engineering and Computer Graphics.
Contact hours:
60
ECTS-credits:
6 ECTS-credits
Study load (hours):
168
Contract restrictions:
No contract restriction
Language of instruction:
Dutch
Exam Period:
exam in the 1st semester
Study domain:
Computer Science
Multigrid and multiscale solution methods

This information sheet indicates how the course will be organized at pandemic code level yellow and green.

If the colour codes change during the academic year to orange or red, modifications are possible, for example to the teaching and evaluation methods.

Course code:
2001WETMMO
Semester:
1E SEM
Contact hours:
45
ECTS-credits:
6 ECTS-credits
Study load (hours):
168
Contract restrictions:
No contract restriction
Language of instruction:
Dutch
Exam Period:
exam in the 1st semester
Study domain:
Mathematics
Lecturer(s):
Seminar numerical analysis

This information sheet indicates how the course will be organized at pandemic code level yellow and green.

If the colour codes change during the academic year to orange or red, modifications are possible, for example to the teaching and evaluation methods.

Course code:
2001WETSNA
Semester:
1E/2E SEM
Contact hours:
60
ECTS-credits:
6 ECTS-credits
Study load (hours):
168
Contract restrictions:
Exam contract not possible
Language of instruction:
Dutch
Exam Period:
exam in the 2nd semester
Study domain:
Mathematics
Theory and practice of finite elements methods

This information sheet indicates how the course will be organized at pandemic code level yellow and green.

If the colour codes change during the academic year to orange or red, modifications are possible, for example to the teaching and evaluation methods.

Course code:
2001WETEEM
Semester:
2E SEM
Contact hours:
60
ECTS-credits:
6 ECTS-credits
Study load (hours):
168
Contract restrictions:
No contract restriction
Language of instruction:
Dutch
Exam Period:
exam in the 2nd semester
Study domain:
Mathematics
Lecturer(s):
Applications of differential equations

This information sheet indicates how the course will be organized at pandemic code level yellow and green.

If the colour codes change during the academic year to orange or red, modifications are possible, for example to the teaching and evaluation methods.

Course code:
2001WETTDV
Semester:
1E SEM
Contact hours:
60
ECTS-credits:
6 ECTS-credits
Study load (hours):
168
Contract restrictions:
No contract restriction
Language of instruction:
Dutch
Exam Period:
exam in the 1st semester
Study domain:
Mathematics

Cluster Stochastics and Statistical courses

General theory of empirical processes

This information sheet indicates how the course will be organized at pandemic code level yellow and green.

If the colour codes change during the academic year to orange or red, modifications are possible, for example to the teaching and evaluation methods.

Course code:
9001VUBTEP
Semester:
1E SEM
Contact hours:
60
ECTS-credits:
6 ECTS-credits
Study load (hours):
168
Contract restrictions:
Exam contract not possible
Language of instruction:
Dutch
Exam Period:
exam in the 1st and/or 2nd semester
Study domain:
Mathematics
Lecturer(s):
  • Uwe Einmahl
Lévy processes and their applications

This information sheet indicates how the course will be organized at pandemic code level yellow and green.

If the colour codes change during the academic year to orange or red, modifications are possible, for example to the teaching and evaluation methods.

Course code:
9001VUBLPA
Semester:
2E SEM
Contact hours:
60
ECTS-credits:
6 ECTS-credits
Study load (hours):
168
Contract restrictions:
Exam contract not possible
Language of instruction:
Dutch
Exam Period:
exam in the 1st and/or 2nd semester
Study domain:
Mathematics
Lecturer(s):
  • Tetyana Kadankova
Statistical methods I

This information sheet indicates how the course will be organized at pandemic code level yellow and green.

If the colour codes change during the academic year to orange or red, modifications are possible, for example to the teaching and evaluation methods.

Course code:
9001VUBSTM
Semester:
2E SEM
Contact hours:
60
ECTS-credits:
6 ECTS-credits
Study load (hours):
168
Contract restrictions:
Exam contract not possible
Language of instruction:
Dutch
Bi-annual course:
Taught in academic years starting in an odd year
Exam Period:
exam in the 2nd semester
Study domain:
Mathematics
Lecturer(s):
  • Kurt Barbé
Statistical methods II

This information sheet indicates how the course will be organized at pandemic code level yellow and green.

If the colour codes change during the academic year to orange or red, modifications are possible, for example to the teaching and evaluation methods.

Course code:
9002VUBSTM
Semester:
2E SEM
Contact hours:
60
ECTS-credits:
6 ECTS-credits
Study load (hours):
168
Contract restrictions:
Exam contract not possible
Language of instruction:
Dutch
Bi-annual course:
Taught in academic years starting in an even year
Exam Period:
exam in the 2nd semester
Study domain:
Mathematics
Lecturer(s):
  • Kurt Barbé

Cluster Applied Mathematics

Cryptography

This information sheet indicates how the course will be organized at pandemic code level yellow and green.

If the colour codes change during the academic year to orange or red, modifications are possible, for example to the teaching and evaluation methods.

Course code:
9600VUBCRY
Semester:
2E SEM
Contact hours:
60
ECTS-credits:
6 ECTS-credits
Study load (hours):
168
Contract restrictions:
Exam contract not possible
Language of instruction:
Dutch
Exam Period:
exam in the 2nd semester
Study domain:
Mathematics
Lecturer(s):
  • Ann Dooms
Introduction to performance modelling

This information sheet indicates how the course will be organized at pandemic code level yellow and green.

If the colour codes change during the academic year to orange or red, modifications are possible, for example to the teaching and evaluation methods.

Course code:
2001WETSMT
Semester:
1E SEM
Contact hours:
45
ECTS-credits:
6 ECTS-credits
Study load (hours):
168
Contract restrictions:
No contract restriction
Language of instruction:
English
Exam Period:
exam in the 1st semester
Study domain:
Computer Science
Lecturer(s):
Reconstruction techniques in medical imaging

This information sheet indicates how the course will be organized at pandemic code level yellow and green.

If the colour codes change during the academic year to orange or red, modifications are possible, for example to the teaching and evaluation methods.

Course code:
2001WETRMB
Semester:
1E SEM
Contact hours:
15
ECTS-credits:
3 ECTS-credits
Study load (hours):
84
Contract restrictions:
No contract restriction
Language of instruction:
Dutch
Exam Period:
exam in the 1st semester
Study domain:
Physics
Applications of differential equations

This information sheet indicates how the course will be organized at pandemic code level yellow and green.

If the colour codes change during the academic year to orange or red, modifications are possible, for example to the teaching and evaluation methods.

Course code:
2001WETTDV
Semester:
1E SEM
Contact hours:
60
ECTS-credits:
6 ECTS-credits
Study load (hours):
168
Contract restrictions:
No contract restriction
Language of instruction:
Dutch
Exam Period:
exam in the 1st semester
Study domain:
Mathematics

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 Scientists

This information sheet indicates how the course will be organized at pandemic code level yellow and green.

If the colour codes change during the academic year to orange or red, modifications are possible, for example to the teaching and evaluation methods.

Course code:
2000WETSEN
Semester:
1E SEM
Contact hours:
28
ECTS-credits:
3 ECTS-credits
Study load (hours):
84
Contract restrictions:
Exam contract not possible
Language of instruction:
English
Exam Period:
exam in the 1st semester
Study domain:
Linguistics and Proficiency
History of science and society

This information sheet indicates how the course will be organized at pandemic code level yellow and green.

If the colour codes change during the academic year to orange or red, modifications are possible, for example to the teaching and evaluation methods.

Course code:
2000WETHSS
Semester:
2E SEM
Contact hours:
60
ECTS-credits:
6 ECTS-credits
Study load (hours):
168
Contract restrictions:
No contract restriction
Language of instruction:
English
Exam Period:
exam in the 2nd semester
Study domain:
History
Integrable Hamiltonian systems

This information sheet indicates how the course will be organized at pandemic code level yellow and green.

If the colour codes change during the academic year to orange or red, modifications are possible, for example to the teaching and evaluation methods.

Course code:
2600WETIHS
Semester:
1E SEM
Contact hours:
60
ECTS-credits:
6 ECTS-credits
Study load (hours):
168
Contract restrictions:
No contract restriction
Language of instruction:
English
Exam Period:
exam in the 1st semester
Study domain:
Mathematics
Lecturer(s):

Master Thesis

Master thesis Financial and Applied Mathematics including internship

This information sheet indicates how the course will be organized at pandemic code level yellow and green.

If the colour codes change during the academic year to orange or red, modifications are possible, for example to the teaching and evaluation methods.

Course code:
2602WETMAP
Semester:
2E SEM
ECTS-credits:
30 ECTS-credits
Study load (hours):
840
Contract restrictions:
Exam contract not possible
Language of instruction:
Dutch
Exam Period:
exam in the 2nd semester
Credit required to obtain degree:
Yes
Study domain:
Mathematics
Lecturer(s):
  • - NNB