Master Program in Finance

Barcelona Graduate School of Economics

Program Description

Master Program in Finance

Barcelona Graduate School of Economics

About

The complex financial times we live in demand greater modeling techniques and a deeper understanding of financial data. The Master in Finance at the Barcelona GSE is designed to meet these challenges.

The Barcelona GSE Finance Program gives you the strong modeling techniques, econometric tools, and advanced coding skills needed for the top jobs in banking, consulting and fintech.

The program is built around three pillars:

  1. Concepts: acquire an in-depth understanding of the theory of finance
  2. Modeling: learn how to construct and implement financial models
  3. Data analysis: apply econometric techniques to analyze complex financial data

Our graduates excel in the ability to design and implement complex financial models; have a strong understanding of the theory, and know how to program (R, Stata, Matlab, and Python).

Our graduates can tackle data and modeling intensive tasks, and can thus work in a wide range of areas, including consulting, risk management, derivatives trading, portfolio and investment management, fintech, and central banks.

This program requires that all entering students be able to show a solid academic background in mathematics and statistics. A proof will be required showing an undergraduate degree with a substantial number of quantitative subjects, or GRE to demonstrate quantitative ability, however, the GRE is not mandatory for this program.

Program schedule

A key advantage of our Master in Finance is that students can benefit from BGSE top faculty teaching in a wide range of courses in their field of expertise. In particular, students with an interest in quantitative techniques can take electives in advanced econometric methods, optimization techniques, advanced programming, and machine learning, while students who are interested in economics topics can choose among the advanced economics courses in macroeconomics, monetary policy, and exchange rates.

In the Fall term, students are required to take 3 out of the following brush-up courses:

  • Probability and Statistics
  • Calculus and Linear Algebra
  • STATA
  • Economics

During the first weeks of the Fall term, students have the opportunity to take an introductory Matlab course, highly recommended for those students who have never used it before or want to reinforce their knowledge.

Course offer is subject to change.

What skills and knowledge will I acquire in this program?

The master covers three areas of knowledge:

Investments

  • Introduction to Asset Pricing
  • Market Liquidity and High-Frequency Trading
  • Asset Bubbles in Financial Markets
  • Finance and Macroeconomics
  • Exchange Rates and Monetary Policy
  • Stochastic Models and Optimization
  • Investments and Portfolio Management
  • Sovereign Debt and International Financial Markets
  • Pricing Derivatives (Options, Futures, Swaps)

Corporate Finance and Banking

  • Introduction to Corporate Finance
  • Applied Corporate Finance
  • Empirical Corporate Finance
  • Banking
  • Derivatives and Risk Management
  • Systemic Risk and Financial Crises

Econometrics and Data Analysis

  • Introduction to programming using MATLAB
  • Introduction to programming in Python and R
  • Introduction to Econometrics
  • Econometrics of Panel Data
  • Econometrics of Time Series
  • Financial Econometrics (Time Series, GARCH, and Stochastic Volatility Models)
  • Computational Machine Learning
  • Text Mining for Social Sciences
  • Machine Learning for Finance
  • Blockchain: From First Principles to Analytics

Who will benefit from this program?

  • Graduates in Economics or Finance with an interest in modeling techniques and data analysis
  • Graduates in Engineering, Mathematics, Physics, or Statistics that want to pursue a career in Finance
  • Analysts and policy-makers at financial or supervisory authorities
  • Aspiring Ph.D. students
This school offers programs in:
  • English


Last updated September 13, 2018
Duration & Price
This course is Campus based
Start Date
Start date
Sept. 2018
Sept. 2019
Duration
Duration
9 months
Full time
Price
Price
16,500 EUR
Information
Deadline
Locations
Spain - Barcelona, Catalonia
Start date : Sept. 2018
Application deadline Request Info
End date Request Info
Start date : Sept. 2019
Application deadline Request Info
End date Request Info
Dates
Sept. 2018
Spain - Barcelona, Catalonia
Application deadline Request Info
End date Request Info
Sept. 2019
Spain - Barcelona, Catalonia
Application deadline Request Info
End date Request Info
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Master Program in Finance