Econometrics - Financial Econometrics University of Amsterdam

Overview

In the Econometrics - Financial Econometrics programme of the University of Amsterdam , you learn how to apply econometric techniques to support portfolio management or for example in the valuation of securities. Financial econometrics is all about applying statistical methods to financial market data. Areas of study include capital markets, financial institutions, corporate finance and corporate governance. Topics often revolve around asset valuation of individual stocks, bonds, derivatives, currencies and other financial instruments.

• Familiarise yourself with the application of econometric techniques on financial data.

• Interpret the results from a financial perspective.

• Become an expert in the complex mathematics of the financial economy.

Careers

Your internationally recognised MSc degree provides you with a solid foundation to start your professional career from. Whether you want to become an econometrician at a large corporation, a data scientist in the finance sector or a PhD candidate in a top international programme.

A lot of our students find a job even before they graduate. And with good reason: our graduates are highly sought after following an excellent training in econometrics and data science. We have a full research programme dedicated to the field. So you will gain insight in the latest theories and techniques, to bring with you to your 1st employer. 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, public agencies, multinationals and consultancies.

Why choose the Financial Econometrics track?

• Beside the 4 general courses of the MSc Econometrics in your curriculum, you will have 5 courses with focus on the econometric techniques that have been developed for the analysis of financial markets.

• You will be lectured by professors and experts working in a wide range of economic organisations and fields. Therefore, you have access to up-to-date cases and learnings from the field of financial econometrics.

• After graduation, you have an excellent job prospect at e.g. major international banks or other financial institutions.