Econometrics: Financial Econometrics (track)

The Master in Econometrics (MSc) at the University of Amsterdam (UvA) deals with statistical modelling, estimation and testing of economic models using economic and financial time series data.



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In the Financial Econometrics track of the Econometrics Master’s programme, you'll study the econometric techniques that have been developed for the analysis of financial markets. The programme teaches you about (multivariate) modelling of volatility, Value at Risk, and asset pricing. With an excellent teaching staff and a high regard for critical thought, you're sure to find challenging discussions, rewarding research and an overall unforgettable experience.

  • Familiarise yourself with the application of econometric techniques on empirical data;
  • interpret the results from a financial perspective;
  • become an expert in the complex mathematics of the financial economy.

One Master’s programme, five tracks

The Master’s in Econometrics offers you the option to choose one of five top-level academic specialisation tracks:

Each track offers electives as well as fieldwork courses for you to choose from. 

Degree

After successful completion of this programme, you will receive a legally accredited Master’s degree in Econometrics and the title Master of Science (MSc).

You can combine this programme with a MSc in Mathematics for a double degree. For more information on this option, click on this link. 

Rankings and reputation

The Amsterdam School of Economics (ASE) at the University of Amsterdam is an excellently ranked school with an international focus and highly rated researchers and lecturers. Read more about our rankings and reputation.


Diploma
MSc Econometrics
Type
Regulier onderwijs
Vorm
Voltijd
Studielast
60 EC, 12 maanden
Voertaal
Engels
Start
September
CROHO-code
60177

Gepubliceerd door  Economie en Bedrijfskunde