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MScFinancial Econometrics

University of Essex
United Kingdom, Colchester
Tuition fee To be confirmed
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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.

Programme structure

Year 1

Time Series Econometrics
Estimation and Inference in Econometrics
Dissertation (optional)
Asset Pricing
Financial Modelling
MSc Finance and Investment: Dissertation (optional)
Econometric Methods (optional)
Mathematical Methods (optional)
Monetary Economics (optional)
Economic Development Theory (optional)
Microeconomics (optional)
Macroeconomics (optional)
Political Economy (optional)
Banking (optional)
Economics of Financial Markets (optional)
Topics in Financial Economics (optional)
Behavioural Economics I: Individual Decision Making (optional)
Computational Agent-Based Macro-Economics, Financial Markets and Policy Design (optional)
Behavioural Economics II: Games and Markets (optional)
Theory of Industrial Organisation (optional)
International Trade (optional)
International Finance (optional)
Game Theory and Applications (optional)
Economics of Incentives, Contracts and the Firm (optional)
Microeconometrics (optional)
Panel Data Methods (optional)
Applications of Data Analysis (optional)
Corporate Finance (optional)
Derivative Securities (optional)
Portfolio Management (optional)
Exchange Rates and International Finance (optional)
Behavioural Finance (optional)
Risk Management (optional)
Fixed Income Securities (optional)
Trading Global Financial Markets (optional)
Modern Banking (optional)
Bank Strategy and Risk (optional)
Industry Expert Lectures in Finance (optional)

Career opportunities

Our MSc 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.

Our graduates find employment in roles such as business and financial analysts, management consultants, government officials, and economists for banks and other financial organisations.

Apply now! Fall semester 2021/22
Application period has ended

Application deadlines apply to citizens of: United States

Apply now! Fall semester 2021/22
Application period has ended

Application deadlines apply to citizens of: United States