MSc Finance and Econometrics

MSc Finance and Econometrics

Queen Mary University of London

London, London, UK
MSc Finance and Econometrics
Duration12 Months
LevelMasters Program
  • MSc Finance & Econometrics includes:
    • Rigorous training in finance, financial economics and econometrics
    • Emphasis on formal maths and statistics
    • Emphasis on understanding, critically assessing and conducting formal research
    • Optional pre-semester modules in maths and statistics
  • The purpose of this module is to provide students with the necessary tools for formalising a hypothesis of interest and testing it, writing a simple econometric model, estimating it and conducting inference. The module starts with a review of the classical linear model.
  • The module discusses econometric methodology for dealing with problems in the area of financial economics and provides students with the econometric tools applied in the area. 
  • Students will cover the following issues: asset returns distributions; predictability of asset returns; econometric tests of capital markets efficiency and asset pricing models; inter-temporal models of time-varying risk premium; nonlinearities in financial data; value at risk; pricing derivatives 6 MSc Finance and Economics, MSc Finance and Econometrics with stochastic volatility (or GARCH) models; modelling non-synchronous trading; and numerical methods in finance.
Fees componentsAmount
Tuition & fees2129820 INR
Hostel & Meals773327 INR
Total773327 INR

Entry Criteria

Class 12thNo specific cutoff mentioned
Bachelors60.0%
  • A 2:1 ( 60% to 70%) above at undergraduate level in any subject, provided the degree contains substantial levels of study of Mathematics and Statistics. Subjects likely to contain sufficient quantitative elements include Mathematics, Sciences, Engineering, Computer Science, Economics and Finance.
ExamsIELTS: 6.5
6.0 in Writing, and 5.5 in Reading, Listening and Speaking.
PTE: 62
57 in Writing, and 51 in Reading, Listening and Speaking.
Additional info
  • Letter of Recommendation required on headed paper
    • One reference letter from a referee who can comment on a student's academic work
    • Second reference from a referee who can comment on a student's professional work
  • Statement of purpose required
    • why student you want to study a chosen programme
    • how it will help student life and career
  • A resume is required
  • A copy of academic degree transcript and certificate degree
  • A copy of high school transcript
  • Proof of English Language Proficiency scores
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