University of Essex

University of Essex

Financial Econometrics

The compulsory modules provide a solid theoretical grounding in econometrics, asset pricing and financial modelling. This structure gives students the opportunity to develop skills in econometrics and apply them practically in a finance environment. Students can choose a number of optional courses in economics and business to tailor the degree to their own requirements and interests.

Entry requirements

Our applicants should have a 1st, 2.1 or 2.2 degree (or equivalent) in economics or finance including econometrics. If English is not your 1st language, then we require IELTS 6.0 overall or equivalent.

Course modules

Core modules: Asset pricing; estimation and interference in econometrics; financial modelling; time series econometrics; dissertation. Optional modules include: Applications of data analysis; bank strategy and risk; banking; behavioural economics 1 (individual decision making); behavioural economics 2 (games and markets); behavioural finance; computational agent-based macroeconomics, financial markets and policy design; corporate finance; derivative securities; econometric methods; 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; macroeconomics; mathematical methods; microeconomics; modern banking; monetary economics; 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.

Assessment methods

Assessment for modules taught by the Department of Economics includes a term paper and/or a mid-term test with an exam at the end of the year. The grade for each module is calculated with a 50 per cent weighting for both coursework and exam, however if students do better in the final exam students will receive just the final exam mark. In Essex Business School most modules give 50 per cent weighting for both coursework and examination; however some are split 70 per cent examination, 30 per cent coursework. During the summer, students will work on a dissertation that's included in the final grade.

Qualifications

Qualification Study mode Start month Fee Course duration
MSc Full-time October 2016 GBP 9,950 per Year 1 (England) 12 months
MSc Full-time October 2016 GBP 15,500 per Year 1 (International) 12 months
MSc Full-time October 2016 GBP 9,950 per Year 1 (Northern Ireland) 12 months
MSc Full-time October 2016 GBP 9,950 per Year 1 (Scotland) 12 months
MSc Full-time October 2016 GBP 9,950 per Year 1 (Wales) 12 months

Campus details

Campus name Town Postcode Region Main campus Campus Partner
Colchester Campus Colchester CO4 3SQ South East

Get in touch

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Key information

Contact: 
Graduate Administrator, Department of Economics
Telephone number: 
01206 872719