Quant Guide 2020: Erasmus University Rotterdam

Rotterdam, Netherlands

Photo of Erasmus University Rotterdam
Photo: Erasmus University Rotterdam
 

Erasmus University Rotterdam’s 12-month Master in Quantitative Finance, appearing in Risk.net’s quant guide for the second time, is led by professor of financial econometrics Dick van Dijk.

The programme consists of seven compulsory modules and a project-based seminar sat by all candidates, of whom there were 100 in last year’s intake; asset pricing; financial derivatives; Bayesian econometrics in finance; quantitative methods in fixed income; quantitative risk management; advanced time series econometrics; and portfolio management. In terms of the split by subject matter across the modules, that equates to 35% of the course spent on asset and derivatives pricing topics, 35% on econometrics material, 15% on risk management, and 15% on portfolio management.

The seminar on offer functions as a project course or practicum, where students work in teams to test hypotheses, conduct research and present on their findings. Teams number four students each, and research topics are set by financial firms including asset managers, hedge funds and insurers.

Master’s students also complete a dissertation. Research questions and methodologies are decided upon by the candidate, who must then make a proposal to academic advisers. 

The Erasmus degree also performs well on costs and graduate salaries. The tuition fees, of €2,083 ($2,300) for EEA students and €15,000 for internationals, are below average for the guide as a whole, and compare favourably with graduates’ reported average annual starting salaries of €60,000, a solid showing among European programmes.

View this institution’s entry in the 2017 guide

View other universities and a guide to the metrics tables

Only users who have a paid subscription or are part of a corporate subscription are able to print or copy content.

To access these options, along with all other subscription benefits, please contact info@risk.net or view our subscription options here: http://subscriptions.risk.net/subscribe

You are currently unable to copy this content. Please contact info@risk.net to find out more.

Most read articles loading...

You need to sign in to use this feature. If you don’t have a Risk.net account, please register for a trial.

Sign in
You are currently on corporate access.

To use this feature you will need an individual account. If you have one already please sign in.

Sign in.

Alternatively you can request an individual account here