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.
More info about this programme? Check this recorded webinar.
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.
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.
Amsterdam School of Economics (ASE)
The Amsterdam School of Economics (ASE) at the University of Amsterdam has an excellent reputation, with an international focus and many highly reputable researchers and teachers. The UvA is placed 57th in the 2016-2017 QS World University Rankings: a challenging environment where critical thinking and an independent and inquisitive mind can roam free. Thanks to a diverse influx of students and an active network of international alumni, you’ll be able to share memories with other ASE graduates for years to come.
Rankings and reputation
- 57th in world and 1 st in Netherlands (QS World University Rankings 2016-2017);
- 45th worldwide in the Faculty Area Rankings for Social Sciences and Management (QS World University Rankings 2015-2016);
- 63th and 2nd in the Netherlands (Times Higher Education rankings 2016-2017);
- member of LERU (League of European Research Universities), an exclusive network of renowned research universities;
- member of Universitas 21, a network of 27 leading research-intensive universities in 17 countries;
- the Amsterdam School of Economics is an excellently ranked school with an international outlook and highly valued researchers and lecturers;
- The ASE has a highly diverse student body and a vibrant community of international alumni.
- MSc Econometrics
- Regulier onderwijs
- 60 EC, 12 maanden