Master Project Stochastics and Financial Mathematics

24 EC

Semester 1 & 2, period 1, 2, 3, 4, 5, 6

5374MPS36Y

Owner Master Stochastics and Financial Mathematics
Coordinator dr. A. Khedher
Part of Master Stochastics and Financial Mathematics,

Course manual 2025/2026

Objectives

  • Students gain experience in performing research in areas of Stochastics and Financial Mathematics.
  • Students learn to perform literature study, and independently find and value different sources.
  • Students learn to write scientific mathematical texts in the form of a thesis.
  • Students learn to give scientific presentations.

Teaching methods

    Learning activities

    Activity

    Number of hours

    Zelfstudie

    1008

    Attendance

    This programme does not have requirements concerning attendance (TER-B).

    Assessment

    Item and weight Details

    Final grade

    Fraud and plagiarism

    The 'Regulations governing fraud and plagiarism for UvA students' applies to this course. This will be monitored carefully. Upon suspicion of fraud or plagiarism the Examinations Board of the programme will be informed. For the 'Regulations governing fraud and plagiarism for UvA students' see: www.student.uva.nl

    Course structure

    Weeknummer Onderwerpen Studiestof
    1
    2
    3
    4
    5
    6
    7
    8
    9
    10
    11
    12
    13
    14
    15
    16
    17
    18
    19
    20
    21
    22
    23
    24
    25
    26
    27
    28
    29
    30
    31
    32

    Contact information

    Coordinator

    • dr. A. Khedher