Erasmus Universiteit Rotterdam
Quantitative Finance
Mission
The master?s programme in Quantitative Finance focuses on those areas in the finance industry that require strong quantitative skills and where practitioners closely follow academically developed theories. An obvious example is the well-known Black and Scholes option pricing formula. Quantitative Finance also distinguishes itself from general Master?s programmes in Finance in that you e.g. learn the inside of the Black Box behind the Black and Scholes formula, because a graduate working at a bank is expected to be able to price and hedge other not familiar options required by clients.
The aim is to provide high-quality training to enable graduates to pursue careers in the financial industry, or to excel in science. Graduates should be able to apply existing valuation techniques and econometric models to complex real-world financial problems. Furthermore, graduates must be able to develop and apply new models for new problems.
Audience
The master?s programme in Quantitative Finance is open for students who have acquired university bachelor?s or master?s degrees in relevant subjects at a Dutch or foreign university. Given the quantitative nature of the programme relevant in this context means Econometrics, Mathematics, Physics etceteras. A BA and/or MA in Business or Economics is not sufficient. Dutch students can take a tailor-made transition programme. Foreign students should get in touch early to see what they can do at their own universities to get to the right pre-knowledge and level.
Entry requirements
The basic entry requirements are an university bachelor?s degree (or equivalent) in a relevant subject, and fluency in spoken and written English. In addition your mathematical level and other quantitative skills should be up to the standard of a 3rd year econometrics student to the extent that is required to successfully complete the Master?s programme in Quantitative Finance. In particular this concerns matrix algebra, econometrics and stochastic processes (at the level of a mathematician/econometrician).
Job opportunities
Graduates will be employed across a wide range of positions within the finance industry. In particular, the acquired knowledge will be suitable for quantitative areas such as option pricing and hedging (large banks), risk management (large banks and financial institutions, as well as large companies), research groups, fund managers and consulting, including consulting on Asset Liability Management. Graduates from the Econometric Institute have excellent reputations and always easily find jobs in the Netherlands or abroad. For example even during their Master year several of our students took up internships at the head office of Deutsche Bank in London.
Master opleidingen
Bachelor opleidingen
Kerngegevens
May 2013 | |||||||||
| Erasmus Universiteit Rotterdam | Open dag | Voorlichtingsavond masteropleidingen instituut Beleid & Management Gezondheidszorg | 2013-05-23 19:00:00 | 2013-05-23 21:30:00 | Meer info | Burgemeester Oudlaan 50 3062 PA Rotterdam | |||
| Erasmus Universiteit Rotterdam | Open dag | Voorlichtingsbijeenkomst deeltijdopleiding bachelor Filosofie | 2013-05-25 19:00:00 | 2013-05-25 21:00:00 | Meer info | Burgemeester Oudlaan 50 3062 PA Rotterdam | |||
June 2013 | |||||||||
| Erasmus Universiteit Rotterdam | Open dag | Voorlichtingsbijeenkomst bacheloropleiding Filosofie van een Wetenschapsgebied | 2013-06-04 16:00:00 | 2013-06-04 17:30:00 | Meer info | Burgemeester Oudlaan 50 3062 PA Rotterdam | |||
| Erasmus Universiteit Rotterdam | Open dag | Informatieavond Faculteit der Sociale Wetenschappen voor Sociologie en Bestuurskunde | 2013-06-06 18:00:00 | 2013-06-06 21:30:00 | Meer info | Burgemeester Oudlaan 50 3062 PA Rotterdam | |||
| Erasmus Universiteit Rotterdam | Open dag | Bachelor Open Dag Zomer | 2013-06-20 09:30:00 | 2013-06-20 14:00:00 | Meer info | Burgemeester Oudlaan 50 3062 PA Rotterdam | |||