MSc Finance: Honours Programme Quantitative Finance

Quantitative Finance at VU University Amsterdam

Two faculties
Two faculties have joined forces to offer you this challenging programme: the Faculty of Economics and Business Administration and the Faculty of Sciences. You will benefit from the involvement of the two faculties, since an extensive range of optional subjects will be open to you.

Three research teams
You will benefit from the expertise of three research teams (finance, econometrics and mathematics), who publish extensively in international journals. Each of these teams has a wide range of contacts in the financial sector, which means they can be of great help when it comes to arranging an internship or embarking on your future career.

The staff
The staff of the Quantitative Finance Honours Programme is made up of academics with a solid international reputation. Many of our staff members also fulfil top positions in the financial industry and regulatory sector, ensuring that the programme is closely aligned with the actual job market.

Practical research experience
We put particular emphasis on the development of research skills through team research projects and case studies. Not only do we want our graduates to be fully conversant in the newest theories, we also want them to build experience in applying these techniques to real-world financial questions.

Current research topics

Here are a few examples of the research that our students and staff are currently conducting.

Models and the financial crisis
In the wake of the financial crisis, managing financial risks has taken a prominent role in the financial industry. New risk models have to be designed and assessed, and their robustness in a fast-changing, stressed environment has to be thoroughly tested. Our research looks into the design and testing of these techniques.

Modelling financial data
A large mutual fund is trying to set up a quantitative model for dynamic, active asset management. We are researching effective ways to assess whether the model will be good enough to contribute to generating economic profits.

Trading risks
An international re-insurer is worried about its exposure to the risk of river flooding in the wake of potential climatic change. Our researchers and students are looking into ways to help it spread this risk across financial markets using new products and at the most advantageous price.

Advanced derivatives applications
A trader hopes to cut his hedging costs for his book of derivatives by exploiting correlations in the market. A research team is designing a computer application to effectively achieve this objective.