The programme consists of seven core courses, a seminar (Financial Case Studies) and the master’s thesis.
Each core course focuses on either particular econometric methods (including time series models, Bayesian techniques, and Machine Learning methods) or a specific area in finance (such as Asset Pricing, Derivatives, Risk Management, and Portfolio Management) where quantitative support is indispensable. All core courses include empirical assignments, enabling you to gain experience with applying the econometric techniques in practice.
During the seminar Financial Case Studies you intensely work in a small team for a period of two months, in order to conduct an applied research project from start to finish. The topics for these projects are provided by firms in the financial industry. Representatives of these firms are actively involved in the supervision of the research projects, together with faculty members.
The master’s thesis can be theoretically oriented or practically oriented. Practically oriented theses are usually combined with an internship or traineeship.
Application Deadline (EEA)1 May
Application Deadline (Non-EEA)1 April
Start date September
Tuition fees (2023-2024)
Each core course focuses on either particular econometric methods (including time series models, Bayesian techniques, and Machine Learning methods) or a specific area in finance (such as Asset Pricing, Derivatives, Risk Management, and Portfolio Management) where quantitative support is indispensable. All core courses include empirical assignments, enabling you to gain experience with applying the econometric techniques in practice.
During the seminar Financial Case Studies you intensely work in a small team for a period of two months, in order to conduct an applied research project from start to finish. The topics for these projects are provided by firms in the financial industry. Representatives of these firms are actively involved in the supervision of the research projects, together with faculty members.
The master’s thesis can be theoretically oriented or practically oriented. Practically oriented theses are usually combined with an internship or traineeship.
Curriculum
The curriculum consists of:- 35% Asset and derivative pricing
- 15% Risk management
- 15% Portfolio Management
- 35% Econometrics
Quantitative Finance
Duration1 yearApplication Deadline (EEA)1 May
Application Deadline (Non-EEA)1 April
Start date September
Tuition fees (2023-2024)
- €2.314 (Statutory fee: Dutch / EEA students)
- €12.600 (Institutional fee: Dutch / EEA students)
- €16.100 (Institutional fee: non-EEA students)
- €2.530 (Statutory fee: Dutch / EEA students)
- €13.200 (Institutional fee: Dutch / EEA students)
- €16.900 (Institutional fee: non-EEA students)
