MSc Finance: Honours Programme Quantitative Finance

Admission requirements and application

There are strict admission criteria. These are set by the Admissions Board, which also decides on individual applications. The requirements are split up into Master specific requirements and general requirements (faculty website). Please read them both carefully:

Specific admission requirements MSc Finance, honours programme Quantitative Finance:
To enter the programme, students need a Bachelor degree in Econometrics, Economics with a demonstrated quantitative interest, or Applied Mathematics. The programme also invites applications of students in Mathematics, Physics, or related sciences with a strong emphasis on quantitative methods and modeling. Students from other universities are encouraged to apply as well. All students should meet mathematics, econometrics, and statistics standards, as well as knowledge of basic investment theory. The entry level is indicated by the following standard text books: 

Calculus	Edwards, C.H., and D.E. Penney (2002), Calculus with analytic Geometry (with early transcendentals, matrix version). Prentice Hall
Investments	Bodie, Kane, Marcus (1996): Investments. [integral]
Statistics	Rice, J. (1995, 2nd ed.), Mathematical Statistics and data analysis. Duxbury Press
Probability	Ross, S.M. (2002), A first course in Probability. Prentice Hall
Econometrics	Heij et al (2004), Econometric Methods with Applications in Business and Economics, or Johnston and DiNardo (1996) Econometric Methods
Programming Language	Knowledge of Matlab and/or Gauss and/or C++ and/or Ox etc.

• Some programming experience is also needed, e.g., in C(++), JAVA, Ox (preferred), Matlab, Gauss, Visual Basic or any other suitable programming language.
• Students should show that their curriculum has brought them to this level. In case of deficiencies, the admissions board decides whether the programme may be entered conditional on a timely and successful completion of specific additional (deficiency) courses (simultaneously with the programme), or whether a complete deficiency programme has to be completed before entrance is allowed.
• We stress that the level of econometrics with which students should enter the programme is a graduate course in econometrics from their previous background. Only an undergraduate course in econometrics is insufficient for admission, as it may jeopardise the student's progress in the Advanced Econometrics course at the start of the Quantitative Finance programme.
• Experience in writing a financial research paper, for example in a seminar class or thesis project.

Please make sure you also read the general requirements and application procedure (faculty website).