Master Seminar Stochastics and Financial Mathematics

Course manual 2019/2020

Course content

The Master Seminar consists of lectures on a broad range of research topics in stochastics, probability and financial mathematics

There will be three types of lectures:

• by the participating first-year students on research literature. Students will have a choice from a list, and can propose their own subject;
• by staff members and PhD students in Amsterdam on topics closely related to their research;
• by second-year students on their ongoing master thesis projects
• by invited speakers from the industry sector

The students will have the opportunity to suggest topics and speakers to invite at the Master Seminar

Objectives

• read papers at a research level
• organize the material for a seminar talk
• explain the mathematical concepts and ideas involved in the research paper
• communicate and explain his ideas
• develop his presentation skills, and
• learns how to constructively participate in a research seminar.

Teaching methods

• Seminar
• Presentation/symposium
• Self-study
• Working independently on e.g. a project or thesis

Learning activities

Attendance

Additional requirements for this course:

Attendance is compulsory

Assessment

The course will be graded based on the presentations of the students, and their attendence and active participation. There will be no opportunity for a resit exam for this course

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

Timetable

The schedule for this course is published on DataNose.

Contact information

Coordinator

• dr. A. Khedher