![Risk.net](https://www.risk.net/sites/default/files/styles/print_logo/public/2018-09/print-logo.png?itok=1TpHrpuP)
Quant Guide 2022: Erasmus University Rotterdam
Rotterdam, Netherlands
![Erasmus University Rotterdam Photo of Erasmus University Rotterdam](/sites/default/files/styles/landscape_750_463/public/2017-06/Quant-22-Erasmus-20100118_CampusBT7EF.jpg.webp?h=dcbc5c96&itok=z6VrjTws)
With 2021–22’s intake, Erasmus University Rotterdam’s Master’s in Quantitative Finance has increased in size for the second year running. It now boasts a cohort of 144 students – among the largest in this year’s Risk.net Quant Guide. The programme has more domestic students than most: just 21% of the latest intake is international. Costs are low for students from the European Economic Area, most of whom pay €2,168 ($2,459) for a year of study.
While Erasmus’s most recent programme received only 243 applications – comparably few, measured against the guide’s average application figure of close to 500 – it proved exceptionally popular among offer-holders. Of the 156 offers extended to applicants, 144 accepted, giving the programme a strong offer-holder acceptance rate of 92%. Post-course employment routes are unchanged from last year: most students take positions in financial technology and asset management.
The one-year programme is now led by academic director Chen Zhou, a professor of mathematical statistics and risk management at Erasmus’s econometrics institute. Dick van Dijk – previously the programme’s academic director – is now professor of financial econometrics, specialising in volatility modelling and forecasting.
Core classes include asset pricing, financial derivatives, Bayesian econometric techniques and machine learning, as well as classic quantitative risk management topics such as value-at-risk, Monte Carlo simulation and dynamic volatility modelling. Students can also expect to tackle research projects in teams, developed with industry partners that include asset managers and hedge funds, and a master’s thesis, written over a 20-week period.
Other staff on the MSc include: Erik Kole, whose research focuses on risk management and asset pricing; and Michel van der Wel, who teaches a course on fixed income modelling.
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 print this content. Please contact info@risk.net to find out more.
You are currently unable to copy this content. Please contact info@risk.net to find out more.
Copyright Infopro Digital Limited. All rights reserved.
As outlined in our terms and conditions, https://www.infopro-digital.com/terms-and-conditions/subscriptions/ (point 2.4), printing is limited to a single copy.
If you would like to purchase additional rights please email info@risk.net
Copyright Infopro Digital Limited. All rights reserved.
You may share this content using our article tools. As outlined in our terms and conditions, https://www.infopro-digital.com/terms-and-conditions/subscriptions/ (clause 2.4), an Authorised User may only make one copy of the materials for their own personal use. You must also comply with the restrictions in clause 2.5.
If you would like to purchase additional rights please email info@risk.net
More on Quantitative finance
Quant Finance Master’s Guide 2023
Risk.net’s guide to the world’s leading quant master’s programmes, with the top 25 schools ranked
Baruch topples Princeton in Risk.net’s quant master’s rankings
US schools cement top five dominance as graduate salaries soar
Is it worth doing a quant master’s degree?
UBS’s Gordon Lee – veteran quant and grad student supervisor – asks the hard question
Starting salaries jump for top quant grads
Quant Guide 2022: Goldman’s move to pay postgrads more is pushing up incomes, says programme director
Quant Finance Master’s Guide 2022
Risk.net’s guide to the world’s leading quant master’s programmes, with the top 25 schools ranked
Princeton, Baruch and Berkeley top for quant master’s degrees
Eight of 10 leading schools for quantitative finance programmes are based in US, latest rankings show
Quant grad conveyor belt stalls as banks retrench
Jobs market is long quant graduates, short vacancies – but hiring freeze shows signs of thawing
Quant Finance Master’s Guide 2021
Risk.net’s guide to the world’s leading quant master’s programmes, with the top 25 schools ranked