Study programme
Dutch-taught Master of Mathematics: Financial and Applied Mathematics
2024-2025
Model Path over 2 years
Core courses
The student has to attend all courses from the lists 'core courses UA' and 'core courses VUB'.
Core courses UA
Actuarial Models
Convex Analysis and Optimization
Finite Difference Methods and Financial Mathematics
Financial Mathematics
Nonsmooth optimisation
Numerical Optimisation
Statistical Data Science
Core courses VUB
Harmonic and Wavelet Analysis
- Ann Dooms
Specialisation courses
The students choose courses for 30 ECTS-credits from minimum 3 of 4 clusters : each time maximum 2 courses per cluster
Cluster Financial and Actuarial Courses
Financial Risk Management
Path integrals for option prices
Banking
Monte Carlo Methods and FX Derivatives Markets
Cluster Numerical Mathematics and Optimization
Advanced programming
Applications of Differential Equations
Theory and Practice of Finite Elements Methods
Cluster Statistics and Data Science
Causal machine learning
Mathematical Foundations of Reinforcement Learning
Statistical Methods I
- Kurt Barbé
Statistical Methods II
- Kurt Barbé
Cluster Applied Mathematics
Introduction to Performance Modelling
Specification and Verification
Applications of Differential Equations
Cryptography
- Ann Dooms
Programming Paradigms
Electives
The student chooses 18 ECTS-credits from the list below.
Academic Literacies for Scientists
Integrable Hamiltonian Systems
History of Science and Society
Introduction to Integrable PDEs: the Korteweg-de Vries equation
Seminar Applied Mathematics
Internship
Master Thesis
Master thesis Financial and Applied Mathematics including internship
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
Numerical Optimisation
Statistical Data Science
Actuarial Models
Financial Mathematics
Core courses VUB
Advanced Calculation of Probability
- Uwe Einmahl
Harmonic and Wavelet Analysis
- Ann Dooms
- Kurt Barbé
Financial Mathematics
- Tetyana Kadankova
Statistical Methods I
- Kurt Barbé
Statistical Methods II
- 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
Path integrals for option prices
Advanced Statistical Models in Non-life Insurance
- Sander Devriendt
Banking
Financial Modeling
- Tetyana Kadankova
Monte Carlo Methods and FX Derivatives Markets
Cluster Numerical Mathematics
Advanced programming
Multigrid and Multiscale Solution Methods
- Siegfried Cools
Applications of Differential Equations
Seminar Applied Mathematics
Convex Optimisation: theory and algorithms
Theory and Practice of Finite Elements Methods
Nonsmooth optimisation
Cluster Stochastics and Statistical courses
Advanced Statistical Models in Non-life Insurance
- Sander Devriendt
Lévy Processes and their Applications
- Uwe Einmahl
Robust Statistics
Statistical Methods I
- Kurt Barbé
Statistical Methods II
- Kurt Barbé
Cluster Applied Mathematics
Introduction to Performance Modelling
Mathematical Foundations of Reinforcement Learning
Specification and Verification
Applications of Differential Equations
Cryptography
- Ann Dooms
Programming Paradigms
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
Integrable Hamiltonian Systems
History of Science and Society
Introduction to Integrable PDEs: the Korteweg-de Vries equation
Master Thesis
Master thesis Financial and Applied Mathematics including internship
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
Numerical Optimisation
Statistical Data Science
Actuarial models
Financial mathematics
Core courses VUB
Advanced calculation of probability
- Uwe Einmahl
Harmonic and Wavelet Analysis
- Ann Dooms
- Kurt Barbé
Financial mathematics
- Tetyana Kadankova
Statistical methods I
- Kurt Barbé
Statistical methods II
- 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
Path integrals for option prices
Advanced Statistical models in non-life insurance
- Sander Devriendt
Banking
Financial Modeling
- Tetyana Kadankova
Monte Carlo Methods and FX Derivatives Markets
Cluster Numerical Mathematics
Advanced programming
Multigrid and multiscale solution methods
- Siegfried Cools
Applications of differential equations
Seminar Applied Mathematics
Convex Optimisation: theory and algorithms
Theory and practice of finite elements methods
Cluster Stochastics and Statistical courses
Advanced Statistical models in non-life insurance
- Sander Devriendt
Lévy processes and their applications
- Uwe Einmahl
Robust Statistics
- Tim Verdonck
- Pieter Segaert
Statistical methods I
- Kurt Barbé
Statistical methods II
- Kurt Barbé
Cluster Applied Mathematics
Introduction to performance modelling
Mathematical Foundations of Reinforcement Learning
Reconstruction techniques in medical imaging
Applications of differential equations
Cryptography
- 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
Integrable Hamiltonian systems
History of science and society
Introduction to Integrable PDEs: the Korteweg-de Vries equation
Master Thesis
Master thesis Financial and Applied Mathematics including internship
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
Numerical Optimisation
Actuarial models
Financial mathematics
Core courses VUB
Advanced calculation of probability
- Uwe Einmahl
Harmonic and Wavelet Analysis
- Ann Dooms
- Kurt Barbé
Financial mathematics
- Tetyana Kadankova
Statistical methods I
- Kurt Barbé
Statistical methods II
- 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
Path integrals for option prices
Advanced Statistical models in non-life insurance
- Robin Van Oirbeek
Banking
Financial Modeling
- Tetyana Kadankova
Monte Carlo Methods and FX Derivatives Markets
Cluster Numerical Mathematics
Advanced programming
Multigrid and multiscale solution methods
- Siegfried Cools
Applications of differential equations
Seminar numerical analysis
Convex Optimisation: theory and algorithms
Theory and practice of finite elements methods
Cluster Stochastics and Statistical courses
Advanced Statistical models in non-life insurance
- Robin Van Oirbeek
Lévy processes and their applications
- Uwe Einmahl
Robust Statistics
Statistical methods I
- Kurt Barbé
Statistical methods II
- Kurt Barbé
Cluster Applied Mathematics
Introduction to performance modelling
Mathematical Foundations of Reinforcement Learning
Reconstruction techniques in medical imaging
Applications of differential equations
Cryptography
- 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
Integrable Hamiltonian systems
History of science and society
Introduction to Integrable PDEs: the Korteweg-de Vries equation
Master Thesis
Master thesis Financial and Applied Mathematics including internship
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
Numerical Optimisation
Actuarial models
Financial mathematics
Core courses VUB
Financial mathematics
- Tetyana Kadankova
Advanced calculation of probability
- Uwe Einmahl
Harmonic and Wavelet Analysis
- 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
Path integrals for option prices
Advanced Statistical models in non-life insurance
- Robin Van Oirbeek
Banking
Financial Modeling
- Tetyana Kadankova
Monte Carlo Methods and FX Derivatives Markets
Cluster Numerical Mathematics
Advanced numerical methods
Advanced Programming
Multigrid and multiscale solution methods
- Siegfried Cools
Seminar numerical analysis
Theory and practice of finite elements methods
Applications of differential equations
Cluster Stochastics and Statistical courses
Lévy processes and their applications
- Uwe Einmahl
Robust Statistics
Statistical methods I
- Kurt Barbé
Statistical methods II
- Kurt Barbé
Cluster Applied Mathematics
Cryptography
- Ann Dooms
Introduction to performance modelling
Reconstruction techniques in medical imaging
Applications of differential equations
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
History of science and society
Integrable Hamiltonian systems
Master Thesis
Master thesis Financial and Applied Mathematics including internship
- - 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
Finite difference methods and financial mathematics
Financial mathematics
Numerical Optimisation
Core courses VUB
Financial mathematics
- Tetyana Kadankova
Advanced calculation of probability
- Uwe Einmahl
Harmonic and Wavelet Analysis
- 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
Financial Risk Management
Financial Modeling
- Tetyana Kadankova
Monte Carlo Methods and FX Derivatives Markets
Path integrals for option prices
Cluster Numerical Mathematics
Advanced numerical methods
Advanced Programming
Multigrid and multiscale solution methods
- Siegfried Cools
Seminar numerical analysis
Theory and practice of finite elements methods
Applications of differential equations
Cluster Stochastics and Statistical courses
General theory of empirical processes
- Uwe Einmahl
Lévy processes and their applications
- Tetyana Kadankova
Statistical methods I
- Kurt Barbé
Statistical methods II
- Kurt Barbé
Cluster Applied Mathematics
Cryptography
- Ann Dooms
Introduction to performance modelling
Reconstruction techniques in medical imaging
Applications of differential equations
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
History of science and society
Integrable Hamiltonian systems
Master Thesis
Master thesis Financial and Applied Mathematics including internship
- - NNB