- Joined
- 1/25/24
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Hey guys, I recently got admitted into this program at VU Amsterdam, and while it seems like a good program and ticks alot of boxes people tend to mention when it comes to searching for quant programs, I can't find too much discussion about this program online. I was wondering if anyone knew anything about the program or could give a review of the program.
The courses in the program and literature used are:
- How does this program hold up against other quant degrees for the Dutch firms? (e.g compared to MSc Econometrics, Mathematics, Physics, Computer Science, etc)
- How does the curriculum look in terms of actually learning a relevant skillset and coverage of topics compared to other quant programs?
- How well do Dutch degrees (or European degrees as a whole) transfer to North American jobs? If it helps I'm Canadian so I won't have problems relocating back to Canada, and as I understand I can get to the US easier
If anyone has any insights on any of my questions please let me know! Thanks in advance
The courses in the program and literature used are:
- Personal Development for Finance Professionals (not really a course it seems)
- Econometrics for Quantitative Risk Management 1 (uses Hansen, Econometrics and Tsay, Analysis of Financial Time Series)
- Quantitative Investing
- Stochastic Processes: the Fundamentals (uses Shreve, Stochastic Calculus for Finance II and Bjork, Arbitrage Theory in Continuous Time)
- Econometrics to Quantitative Risk Management 2 (uses Tsay, Analysis of Financial Time Series)
- Stochastic Processes for Finance/Derivatives (uses Hull, OFOD and Bjork, Arbitrage Theory in Continuous Time)
- Credit, Complexity & Systemic Risk (uses Gregory, the xVA Challenge)
- Institutional Investments and ALM (uses Hull, OFOD)
- Quantitative Financial Risk Management (uses Embrechts, Quantitative Risk Management)
- 2 electives, if I go with this program I'm thinking I'd do Time Series Models (uses Durbin & Koopman, Time Series Analysis) not sure about the other one. Maybe a computing course? The electives don't seem to have strict math, which is a bit of a bummer as I'd love to do some optimization
- A research project in finance, and a thesis as well
- How does this program hold up against other quant degrees for the Dutch firms? (e.g compared to MSc Econometrics, Mathematics, Physics, Computer Science, etc)
- How does the curriculum look in terms of actually learning a relevant skillset and coverage of topics compared to other quant programs?
- How well do Dutch degrees (or European degrees as a whole) transfer to North American jobs? If it helps I'm Canadian so I won't have problems relocating back to Canada, and as I understand I can get to the US easier
If anyone has any insights on any of my questions please let me know! Thanks in advance