Duration | 12 Months |
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Level | Masters 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 components | Amount |
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Tuition & fees | 2129820 INR |
Hostel & Meals | 773327 INR |
Total | 773327 INR |
Entry Criteria
Class 12th | No specific cutoff mentioned |
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Bachelors | 60.0%
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Exams | IELTS: 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 |
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