Actuarial Science and Mathematical Finance
Curriculum
Actuarial Science and Mathematical Finance (MSc)
Programme structure
The Master in Actuarial Science and Mathematical Finance is a one-year programme of 60 ECTS credits (1 ECTS credit = 0,5 US credit). The course schedule is listed below. The academic year runs from September to the beginning of July and is divided into two semesters, each with three blocks. Please refer to the academic calendar for the exact dates.
Attachments
Schedule
| First Semester | Second Semester | ||||
|---|---|---|---|---|---|
| Block 1 | Block 2 | 3 | Block 1 | Block 2 | 3 |
|
Market-consistent Pricing and Embedded Value (5 EC) |
Market-consistent Valuation Seminar (5 EC) |
Elective (5 EC) | Fixed Income Risk Manage- ment* (5 EC) |
Asset- |
MSc Thesis |
|
Non-Life Insurance: Statistical Techniques (5 EC) |
Derivatives (5 EC) |
Elective (5 EC) |
MSc Thesis |
||
| Asset Liability Management I (5 EC) |
MSc Thesis (15 EC) |
||||
* Dutch students are obliged to take the course Caput Financing of Pensions instead of Fixed Income Risk Management
For detailed information on courses please refer to the links below.
No rights may be derived from the information on this website, the curriculum may be subject to change.

