MSc in Econometrics and Management Science - Specialisation Quantitative Finance


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Program Description

Do you have strong mathematical and statistical skills and do you want to put them to use in the world of finance? Are you looking forward to tackle global issues such as the stability of the financial system and be involved in investment decisions with regard to risk management and asset allocation? The Quantitative Finance programme covers all main areas in finance and focuses on the econometric and quantitative skills needed to support important financial decision-making processes.
Our experienced faculty members, who regularly publish their research in major international journals while also advising the financial sector, are enthusiastic teachers in this highly interactive programme. Their classes are based on the latest research insights and focus on the econometric and quantitative skills to solve pressing issues that occur in the world of finance, especially in areas like portfolio and risk management.

Is this the right choice for you?

Does the financial industry appeal to you? In this programme we deal with decision-making problems that benefit from quantitative support. They are very diverse but all of them are real-life examples faced by investors and firms that are active in this sector. These highly relevant issues range from long-term asset allocation decisions made by pension funds to managing daily risk of investment portfolios held by asset-management firms to automated trading algorithms employed by high-frequency traders.

In order to be well prepared for the Master in Quantitative Finance you need:

• To have completed a bachelor programme in econometrics or an equivalent that provides sufficient training in statistics and mathematics
• To have some experience with programming
• To be analytical, self-motivated and persevering.

Why study Quantitative Finance in Rotterdam?

This Quantitative Finance programme benefits from an excellent location: Rotterdam has long been the home of numerous headquarters and key offices of leading financial institutions and firms. Many of them feel a strong connection with Erasmus University and provide frequent guest lectures, interesting topics for the seminar Financial Case Studies, and research internships that can be combined with your master’s thesis. All courses are taught by renowned researchers who are also active in the financial sector. This means that the curriculum is based on the latest developments and insights from research in financial econometrics which adds a unique feature to the master in Quantitative Finance in Rotterdam: the interaction between theory and practice.

The courses in this programme cover the statistical and econometric tools that are used in various areas of quantitative finance such as asset and derivative pricing, risk management and portfolio management. However, we do not only study the theoretical aspects of these tools, students also learn how to apply them in realistic settings by means of assignments and cases. The most prominent example of this interaction between theory and practice is the Seminar Financial Case Studies (in block 3-4), where you work in a small team on a research project provided by firms in the financial industry.

Study Quantitative Finance at Erasmus School of Economics for:

• An econometric approach to and in-depth knowledge of all aspects of finance
• The skills to apply quantitative techniques and econometric models to complex financial problems and develop and apply new econometric solutions when required
• A top-ranked and practice-based education
• Renowned lecturers with a vast network in the financial sector.

Last updated Apr 2020

About the School

Based in Rotterdam, the economic and logistics centre of Europe, Erasmus School of Economics is one of the world’s leading academic institutions. The school has a long-standing tradition of high-quali ... Read More

Based in Rotterdam, the economic and logistics centre of Europe, Erasmus School of Economics is one of the world’s leading academic institutions. The school has a long-standing tradition of high-quality education and research. Read less
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