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.
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:
- Complexity and Economic Behaviour
- Data Science & Business Analytics
- Financial Econometrics
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 an MSc in Mathematics for a double degree.
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.
What can you expect to achieve once you have completed your Master’s in Econometrics? You'll have an excellent foundation for your professional career, whether that is as an econometrician at a large corporation, or as a PhD candidate in a top international programme. The Master’s in Econometrics is a highly successful programme that will introduce you to a wide and international network of alumni.
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;
This school offers programs in:
Last updated October 19, 2018