MSc in Finance and Econometrics

Aim

Aim of the programme

The aim of this programme is to take students with a prior knowledge of economics and/or mathematics and give them a thorough grounding in theoretical and applied finance. The programme provides the essential postgraduate skills to those wishing to follow careers in applied or quantitative finance, as well as those wishing to pursue further research.

Admissions

Admissions Requirements

Minimum entry criterion is the equivalent of an upper second class degree primarily in economics, with strength in econometrics, from a UK university.

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Structure

Programme structure

There is further information on individual modules in the module list section.

Compulsory core components:

  1. Advanced Microeconomics
  2. Advanced Macroeconomics or International Macroeconomics
  3. Theory of Finance
  4. Topics in Financial Econometrics
  5. Financial Markets
  6. Econometric Methods for Research

In addition, students choose 10 credits of options from:

Category 1 modules:

  • Continuous-time Finance and Derivative Assets
  • Corporate Finance
  • Financial Risk Management
  • Financial Market Microstructure
  • Fixed Income Securities
  • PG Project

Category 2 modules:

  • Applied Microeconometrics
  • Design and Analysis of Mechanisms and Intitutions
  • Financial Engineering
  • Investment and Portfolio Management
  • Time Series

NOTES: Timetabling should permit any choice of category “1" options although it might rule out some combinations from category “2" options. 

Students may be allowed to take one unit in environmental economics offered by the Environment Department. Students wishing to do so must first ask their MSc Director and the Environment Department's MSc. Director for permission, which is not automatic.

  • Applied Environmental Economics

Student's view

Carl Owen Moxley, student

Carl Owen Moxley
MSc in Finance and Econometrics


After completing my BSc here I decided to stay at York because I knew that I would be getting a first class education. The lecturers are excellent and if you have a problem they are always willing to help. The course mixes a thorough grounding in the theory of finance as well as the mathematical techniques needed to model complex data. As the course starts from the basics, it is possible not to have done finance before and still get as much out of it as people who have. I would recommend it to anyone, especially those who are considering a career in finance or banking.

Students in a seminar