Queen Mary - University of London
School of Economics and Finance
Finance and Econometrics
Master of Science
The MSc in Finance and Econometrics, is a well-established specialist programme aiming at providing graduate students and professionals with a rigorous training and strong analytical background in finance, financial economics and econometrics. The intensive programme covers all the analytical tools and the advanced materials in quantitative asset pricing, econometrics, financial derivatives, financial econometrics.You will also cover areas of specialisation such as asset pricing and modelling, international finance, time series analysis and corporate finance.
The programme is designed for students and professionals who aim to pursue careers as financial economists, quantitative analysts and financial econometricians in the private sector, in the government or in international financial institutions. It is also suitable preparation for an academic career. You will take four modules per semester, followed by a 10,000 word dissertation. There are also presessional modules in maths and statistics, providing a good opportunity for students to refresh their knowledge of these areas. For more detailed module information, please order a course brochure. The course can be taken over one year full-time or two years part-time.
Time Series Analysis
2 Option Modules
Option Modules Include: ECOM001 Macroeconomics A ECOM002 Microeconomics A ECOM009 Macroeconomics B ECOM010 Microeconomics B ECOM015 Corporateinance ECOM026 Financial Derivatives ECOM027 Labour Economics ECOM035 International Finance ECOM036 Mathematics for Economists ECOM044 Advanced Asset Pricing and Modelling ECOM056 Empirical Macroeconomics ECOM063 Topics in Macro-Labour ECOM067 Econometrics C
A written examination is taken in May for each course unit. Some units may also include assessed coursework. You will also produce a 10,000-word dissertation over the summer, which will normally include both theoretical economic content and applied results.
You should have at least an upper-second class honours degree, or equivalent, in economics or a related subject. A good basic knowledge of relevant statistical theory and mathematics, for which there is an intensive two-week course in September.
Facts & Figures
Financial Aid: No
International Financial Aid: No