Quantitative Finance and Actuarial Science

The central theme of the Master's programme in Quantitative Finance and Actuarial Science is risk management based explicitly on quantitative models.

Investors apply risk management to weigh risk against return; insurers apply it to limit their risks by calculating the appropriate premiums, and option traders balance their books by calculating the sensitivities of their positions with respect to the relevant risk factors. Topics include continuous time fnance, empirical applications from fnance and the actuarial sciences, risk theory and asset liability management. The MSc Quantitative Finance and Actuarial Science is strongly focused on the management of fnancial risks. For students who want to continue in Actuarial Science towards the title of Actuaris AG, the QFAS programme provides direct access to a Post-Master professional education programme offered by the Dutch Actuarial Institute.

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