Stochastics and Financial Mathematics

The Stochastics and Financial Mathematics program of the University of Amsterdam is a research oriented two-year Master's program in mathematics offering courses at a high mathematics level. Its close ties with the financial and consultancy sector in Amsterdam are unique in the Netherlands. 

SFM is highly valued by the professional field for its top-level theoretical education in areas ranging from Financial Mathematics, Data Analytics & Statistics to Probability & Decision Making. The Stochastics and Financial Mathematics program is offered by University of Amsterdam .

Wide range of specialisations

There is a wide range of specialisations available, based on the many areas in which stochastics is applied, their scope and the challenging problems they pose. Both theoretically inclined and more practically oriented students can select specific courses to suit their personal interests.

Double Master's degree program SFM and Econometrics

If you are interested in SFM and Econometrics, the University of Amsterdam offers a unique double degree program for talented students (150 EC). This very dense and challenging program allows you to obtain the degrees from both fields. You will do only one interdisciplinary research project and write one integrated thesis with supervisors from both disciplines. In order to follow this program, you should meet the criteria for admission into both Master's programs.

Courses include:

• Data-driven Decision Making in Operations Research

• Stochastic Processes

• Stochastic Simulation

• Entrepreneurship in Analytics and AI

• Machine Learning Theory

• Queueing Theory