Stochastic UvA

is there anyone who will do courses in stochastics and finance mathematical program in Amsterdam from Sep 2006??

我想去，正在跟系里交涉。

I guess you are not welcomed to apply if your bachelor is non-econometrics, non-mathematics/statisitcs and non-engineering.

It is tough to follow the program of this kind without a strong mathematics background.

I understand... But anyway I have to do it... does anyone compare it to the program in felab in U twente??

I would say, go to Twente.

PS: I'm in this programme. It is really tough, and too mathematical.
Anyway, there's nothing wrong to try.

Thanks clockcrow... Can you recommend some courses here?

the content of the programme is changing through time.

Basic course like 'Measure theoretic Probability" "Stochastic Integration" and "Stochastic Process for Finance" should not be missed. Easy and nice course like "introduction to stochastic process" and "industrial statistics" are also worth taking. "Financial Stochastics" by van der Vaart is good but difficult, you may judge according to your level.

Be aware that there are quite some genetic statistics course in the program. Try to skip them if you do not want to go that area.

There used to be no financial course at all, but seems VU will start some this year. So you need to do that part yourself.

There's no programming part either. You got to do it yourself if you want to work in this area in the future.

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In general, it's not advisable to take this programme unless you are really good in mathematics (Don't underestimate its mathematical level. It is not easier than pure mathematics.)

And take in to account: hardly any person can finish this programme on time.

Nice part is that we did get some brilliant students in the class. Nice to know some when you are yong. It keeps you modest.