The Financial Econometrics track of the Master's programme in Econometrics focuses on mathematical and statistical techniques and their application to financial models and time series.
The varied and flexible structure of the Master's programme in Econometrics means you can focus on the specific topics that interest you most. The programme provides you with the skills, expertise and techniques required to apply robust statistical methods to explore the topics, research and issues associated with this discipline. Besides the Financial Econometrics track, the programme offers four more tracks from which you can choose one to specialise in:
* Big Data Business Analytics: study correlations between data flows for predictive purposes and apply game theory to social media and the internet.
* Econometrics: emphasises quantitative techniques for microeconometric and macroeconometric analysis.
* Mathematical Economics: emphasises mathematical modelling of economic and financial markets.
* Free track: a flexible combination of the four specialisations.
Combining this programme with a Mathematical MSc for a double degree is also possible. By the end of the Master's programme, you will be able to apply advanced mathematical and statistical methods using modern software packages for the exploration and analysis of problems in economics and finance.
€ 2060 / jaar
Applicants should submit a Curriculum Vitae with their application form.
Advanced Econometrics 1 (5 EC)
Advanced Econometrics 2 (5 EC)
Financial Econometrics (5 EC)
Game Theory (5 EC)
General Equilibrium Theory (5 EC)
Stochastic Calculus (5 EC)
Derivatives (5 EC)
Electives (10 EC)
Master's Thesis (15 EC)
For more information about courses and electives please visit www.coursecatalogue.uva.nl.
In the Master's in Econometrics programme, you receive high quality training in the quantitative analysis of problems in economics and finance. The valuable knowledge, understanding, professional experience and expertise you acquire translate into worthy job prospects. Salaries for graduates in econometrics are substantially higher than those of economics graduates (Elsevier Magazine).
Graduates can be found in a wide variety of private and public organisations, such as:
* Financial institutions and banks;
* research departments of large public and private organisations (DNB, CPB, CBS, IMF, ECB);
* public agencies;
In addition, the Master's in Econometrics is the ideal stepping stone into a PhD programme.
Tuition fees are adjusted annually. For up-to-date information, please see www.uva.nl/collegegeld (Dutch students) or www.uva.nl/tuition (international students).