Econometrics and Operations Research

Financial Econometrics is a specialization of the Econometrics and Operations Research master's programme.
Your econometric challenge for a life-time career enhancer
In the master specialization Econometric Theory, you explore and master the active research field of econometrics. This in-depth specialization into the foundations of econometric methods offers you the challenge to explore and master an active research field that will place you first in any academic or professional career.
Econometrics connects to many academic disciplines including mathematics, statistics, economics, finance, and business studies, and is primarily concerned with the science and art of using economic theory and statistical techniques to analyse economic/finance/marketing data. This principle can be used in so many directions that econometrics can be regarded as a very general study.
Courses

* Thesis MSc EOR - Econometrics
* Advanced Econometrics
* Multivariate Econometrics
* Time Series Models
* Econometrics Research

Financial Econometrics is a specialization of the Econometrics and Operations Research master's programme. Your road to Wall Street: Become the Quantitative Specialist in the Financial Industry
This hands-on study into the econometric methods used on a daily basis in the financial industry will let you become the quantitative financial specialist and will place you at the forefront of a successful professional career.
Financial Econometrics connects different academic disciplines including mathematics, statistics, finance, and business studies, and is primarily concerned with the use of financial economic theory and statistical techniques for an up-to-date quantitative analysis of finance-economic data sets. The econometric methods can be used to analyse financial risks, investment strategies, financial economic policies, monetary policies, high-frequency trading, capital markets, financial stability, and many other topics.
Courses

* Thesis MSc EOR - Econometrics
* Advanced Econometrics
* Multivariate Econometrics
* Time Series Models
* Financial Econometrics Case Study

Financial Engineering is a specialization of the Econometrics and Operations Research master's programme. Become the expert on analyzing and designing financial products.
Expanding markets and the increasing complexity and variety of financial products have generated a growing demand for skilled professionals to create, price and hedge complex derivatives. The specialization in Financial Engineering provides you with advanced qualifications in operations research and finance, from the management of financial portfolios to risk analysis in financial markets. Financial Engineering is the place where finance meets operations research!
Financial Engineering uses techniques from operations research such as simulation and simulation-based optimization for evaluating options or portfolio optimization. Financial analysts find work at major banks, brokers, and institutional investors such as insurance companies.
Courses

* Thesis MSc EOR - Operations Research
* Combinatorial Optimization
* Optimization and Learning via Stochastic Gradient Search
* Operations Research Case
* Optimization and Multiagent Systems
* Econometrics for Quantitative Risk Management I
* Stochastic Processes: the Fundamentals
* Asset Pricing
* Stochastic Processes for Finance and Derivatives Markets
* Derivatives
* Institutional Investments and Asset Liability Management