SFM List of Courses

Each student has to choose 67 European credits (EC) optional courses.

• at least 12 EC (at least two out of four) from the Financial
Mathematics courses:
- Computational Finance (XMU_418045, 6 EC)
- Interest Rate Models (X_418091, 6 EC)
- Portfolio Theory (X_400535, 6 EC)
- Stochastic Processes for Finance (X_400352, 6 EC)

• at least 12 EC (at least two out of eight) from the Advanced SFM list:
- Discrete Choice Analysis: Theory and Application (XMM_0014, 8 EC)
- Interest Rate Models (X_418091, 6 EC)
- Percolation: from Introduction to Frontiers of Current Research
(XMM_0012, 8 EC)
- Portfolio Theory (X_400535, 6 EC)
- Queues and Levy Fluctuation Theory (XMU_0002, 6 EC)
- Statistical Theory for High- and Infinite-Dimensional Models
(XMM_0008, 8 EC)
- Statistics for High-Dimensional Data (X_405113, 6 EC)
- Statistics for Networks (X_405110, 6 EC) (2018-2019)

• the rest of the 120 EC can be chosen from the list of suggested
courses below:
 
Course name Period Credits Code Pdf
Statistics for Networks 6.0 X_405110
Applied Analysis: Financial Mathematics Period 1+2 6.0 X_400076
Applied Stochastic Modeling Period 1+2 6.0 X_400392
Asymptotic Statistics Period 1+2 8.0 X_400323
Functional Analysis Period 1+2 8.0 X_400328
Interest Rate Models Period 1+2 6.0 X_418091
Partial Differential Equations Period 1+2 8.0 X_400330
Portfolio Theory Period 1+2 6.0 X_400535
Simulation Methods in Statistics Period 1+2 6.0 X_400258
Statistical Models Period 1+2 6.0 X_400418
Stochastic Optimization Period 1+2 6.0 X_400336
Stochastic Processes for Finance Period 1+2 6.0 X_400352
Computational Finance Period 4 6.0 XMU_418045
Optimization of Business Processes Period 4+5 6.0 X_400422
Queueing Theory Period 4+5 6.0 X_400397
Queues and Levy Fluctuation Theory Period 4+5 6.0 XMU_0002
Statistical Theory for High- and Infinite-Dimensional Statistics Period 4+5 8.0 XMM_0008
Statistics for High-Dimensional Data Period 4+5 6.0 X_405113
Stochastic Differential Equations Period 4+5 6.0 X_400454
Stochastic Integration Period 4+5 8.0 X_400470
Stochastic Processes Period 4+5 8.0 X_400339
Time series Period 4+5 8.0 X_400571
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