The award | How you will study | Study duration | Course start | Domestic course fees | International course fees |
---|---|---|---|---|---|
MSc | Full-time | 12 months | September | GBP 25500 per year | GBP 25500 per year |
You'll study core modules focusing on asset pricing, risk management and introductions to key financial securities such as equities, fixed income securities and derivatives.
From there you'll progress to specialist learning in econometrics, and cover a large amount of stochastics and numerical methods.
You'll cover basic and advanced topics in econometrics including ARCH and GARCH models, co-integration and dealing with high frequency data.
You will also have the opportunity to work with a number of different estimation techniques, including OLS, Maximum Likelihood and GMM.
You'll work extensively with the Matlab programming language in the core modules alongside other languages such as VBA, Python or C as optional modules.
You'll choose five from around 40 optional modules in your final term. You can also choose to complete a traditional dissertation, which counts for four optional modules, or a shorter 'applied research project', which is the equivalent of two optional modules.
If you have been studying in the UK for the last three years it is unlikely that you will have to take the test
If you have studied a 2+2 degree with just two years in the UK you will be required to provide IELTS results and possibly to resit the tests to meet our requirements.
IELTS
The required IELTS level is an average of 7.0 with a minimum of 6.5 in the writing section and no less than 6.0 in any other section.
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If you do not meet the entry requirements for this course then consider one of these postgraduate preparation courses from another institution:
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Find out more about studying in the United Kingdom
As an international student you may require a valid visa to study at City, University of London. Read more about the requirements in our Guide to the United Kingdom International Student Visa Requirements.