Master of Science in Financial Econometrics

University of Essex - Colchester Campus

UK,England

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12 Months

Duration

CAD 22,400/year

Tuition Fee

CAD 0 FREE

Application Fee

Apply Date

UK, England

Type: University

Location Type: Semi-Urban

Founded: 1965

Total Students: 17,800 +

Campus Detail

Main Campus Address

Wivenhoe Park, Colchester CO4 3SQ, United Kingdom

Master of Science in Financial Econometrics

Program Overview

MSc Financial Econometrics combines a practical approach to finance with a strong theoretical approach in econometrics, and is taught jointly between our Department of Economics and Essex Business School. This mix of approaches means that you graduate from our course as someone who is very attractive to a variety of financial institutions, from insurance companies to central banks.

You develop a solid theoretical grounding in econometrics which complements the modules taught by Essex Business School; this structure gives you the opportunity to develop your skills in econometrics and apply them practically in a finance environment. You investigate topics including:

  • Asset pricing theories and empirical findings
  • Methods of estimation
  • Modern econometric techniques
  • Time series econometrics

We are top 5 in the UK for research, with over 90% rated as “world-leading” or “internationally excellent”. Much of this world-class research is related to policy, and we have particular strengths in the areas of:

  • Game theory and strategic interactions
  • Theoretical and applied econometrics
  • Labour economics

The quality of our work is reflected in our stream of publications in high-profile academic journals, including American Economic Review, Econometrica, and Review of Economic Studies.