StudyQA — Master: Financial Econometrics

Photos of university / #uniessex

Description Contents Requirements

The compulsory modules taught by the Department of Economics will give you a solid theoretical grounding in econometrics which complements the compulsory modules taught by Essex Business School, Asset pricing and Financial Modelling. This structure gives you the opportunity to develop your skills in econometrics and apply them practically in a finance environment. Moreover, you can choose a number of optional courses in economics and business to tailor the degree to your own requirements and interests.

An MSc in Financial Econometrics will help you to develop a range of skills that will make you highly employable. These include modelling skills, statistical analysis, research skills and developing an understanding of asset pricing and financial markets.

Why study MSc Financial Econometrics at Essex?
Our Department of Economics maintains a world-class reputation for our outstanding quality research and teaching. We were ranked joint third in the UK in the most recent Research Assessment Exercise (RAE, December 2008), reflecting our well-established reputation for excellence. Many of our staff, who are world renowned experts in their fields, have been elected to leadership roles in learned societies and have been editors of leading economics journals.

Essex economists are engaged in a variety of research networks and collaborate with economists at other universities in the UK and overseas. Much of our research is related to policy and we often provide advice to government and non-government organisations. The top quality of our work is reflected in our stream of publications in high profile academic journals like Economic Journal, Journal of Econometrics, American Economic Journal and Journal of the European Economic Association.

Our facilities
As well as access to all University facilities at our Colchester Campus, such as our well-equipped Albert Sloman Library and extensive open access computer laboratories, we provide good facilities within our Department for study, with access to a range of resources and support mechanisms to foster your progression and studies.

A Masters course is an academically rigorous programme during which you explore your subject in depth, reaching a high level of specialist knowledge. You draw on knowledge and skills from your undergraduate study or your professional life to produce work of a high academic standard, informed by current thinking and debate.
This course lasts twelve months (full-time), starting in October, and consists of taught modules during your autumn and spring terms and a research-based dissertation to be submitted in September. Your research-based dissertation counts for 40 credits and you will take seven 20 credit modules, four of which are compulsory. (If you are from the EU, then our Masters courses are regarded as second-cycle qualifications under the Bologna Declaration and consist of 90 ECTS credits).

Modules
Core modules
Msc Dissertation

Compulsory modules
Asset Pricing
Estimation And Inference In Econometrics
Financial Modelling
Time Series Econometrics

Optional modules
Applications Of Data Analysis
Bank Strategy And Risk
Behavioural Finance
Corporate Finance
Derivative Securities
Econometric Methods And Applications
Economic Development Theory
Economics Of Financial Markets
Economics Of Incentives, Contracts And The Firm
Exchange Rates And International Finance
Fixed Income Securities
Game Theory And Applications
Industry Expert Lectures In Finance
International Finance
International Trade Theory
Macroeconomics
Mathematical Methods
Microeconomics
Modern Banking
Panel Data Methods
Political Economy
Portfolio Management
Risk Management
Theory Of Industrial Organisation
Topics In Financial Economics
Topics In Labour Economics
Trading Global Financial Markets

Core modules must be taken and passed.
Core with options modules selected from limited lists must be taken and passed.
Compulsory modules must be taken.
Compulsory with options modules selected from limited lists must be taken.
Optional modules are selected from course specific lists.

Our applicants should have an Upper Second Class Honours degree (or equivalent) in economics or finance including econometrics. If English is not your first language, then we require IELTS 6.5 overall or equivalent.