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Econometrics: Financial Econometrics (track)

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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How to apply

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, four tracks

The Master’s in Econometrics offers you the option to choose one of four 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 an officially 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. 

Double Degree Programme

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.

Read more: Study programme

Econometrics: Financial Econometrics (track)
Degree programme MSc Econometrics
Type Regular study programme
Mode Full-time
Credits 60 ECTS, 12 months
Language of instruction English
Starts in September
CROHO code 60177