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Transfer Planning and Scholarships: Resumes. By Edwin Roman, Academic and Transfer Resources Coordinator. WINTER 2017 | VOLUME 3, ISSUE 2.
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Vrije Universiteit Amsterdam - School of Business and Economics - M Econometrics and Operations Research - 2017- 2018
Vrije Universiteit Amsterdam - School of Business and Economics - M Econometrics and Operations Research - 2017-2018 I
The Master's programme in Econometrics and Operations Research is an academic programme focusing on the development and application of quantitative methods for analysing economic issues in a broad sense. It is a successful preparation for a professional career in which mathematics, statistics and ICT are used in analysing and solving complex issues in general economics, and business and financial economics. Econometricians are also employed as experts in optimizing strategic and operational business processes like transport flows, stock management and operating systems. Econometricians can be found working at the central banks of Europe, at federal banks in the United States, at central government agencies and ministries, financial institutions, consultancy firms, airlines, the railways and other logistic companies, and in the majority of listed companies.
The components of the Master's programme correspond closely with the department's research interests, which means that many of the latest scientific developments in areas like financial econometrics, logistics and game theory find their way directly into the teaching programme. Students also benefit from having the opportunity to study in small groups and work closely with the academic staff.
The Master's programme in Econometrics and Operations Research is divided into the track Econometrics and Operations Research. Each track has a specific set of compulsory courses constituting the core programme of 42 EC (incl. the Master's Thesis). In addition to the core programme, 7 specializations distributed over the tracks offer the students the opportunity to fill in their 18 EC electives of the programme in a profiled way.
The Master Econometrics and Operations Research is a one year programme en consists of 60 EC. For talented and ambitious students the master’s programme offers an extra opportunity to distinguish themselves with the MSc Honours Programme Operations Research. This Honours Programme allows master’s students to broaden and deepen their knowledge on state-of-the-art operations research techniques. The MSc Econometrics and Operations Research is a one year full-time programme, is taught in English, comprises 60 EC, and consists of several specializations.
General information Course schedule Track Econometrics Specialization Econometric Theory Specialization Financial Econometrics Specialization Marketing Data Science Specialization Quantitative Economics
Track Operations Research Specialization Financial Engineering Specialization Operations Research Theory Specialization Supply Chain Management
Academic and Examination Regulations (OER) SBE Master’s degree programmes Regulations and Guidelines Academic year calendar Transitional arrangements due to curriculum changes VUnet > Services
Vrije Universiteit Amsterdam - School of Business and Economics - M Econometrics and Operations Research - 2017-2018 II
Supply Chain Management
Choose 1 from 3 courses.
Vakken:
The Financial Econometrics specialization is a hands-on study into econometric methods used on a daily basis in the financial industry that will let you become the quantitative financial specialist and that 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 to support financial decision and policy making through the analysis of financial and economic data sets. The econometric methods can be used to analyse financial risk, investment strategies, financial economic policy, monetary policy, high-frequency trading, capital markets, financial stability, and many other topics. A programme that will enhance your analytical skills, will invest in your quantitative insights, will learn you how to design and apply econometric methods in a finance context, how to analyse financial data, how to use statistical tools for financial questions of relevance, how to approach big data problems, how to interpret quantitative results, how to present the results of an econometric analysis, how to deduct conclusions and to make financial decisions from a quantitative analysis. Each year we attract around 75 students from which 50% are international students. We offer a high-quality and challenging teaching program with excellent teachers. The job perspectives of Financial Econometrics students are excellent in all times.
Opleidingsdelen:
Master EORM - Econometrics - Core courses Master EORM - Financial Econometrics - Specialization courses
Below the Econometrics core courses, that are compulsory for the specializations Econometric Theory, Financial Econometrics, Marketing Data Science and Quantitative Economics.
Vakken:
Naam Periode Credits Code Functional Analysis Periode 1+2 8.0 X_ Stochastic Processes Periode 4+5 8.0 X_ Time series Periode 4+5 8.0 X_
Naam Periode Credits Code
Below are the obligatory specializations courses.
Vakken:
Choose 1 from 4 courses.
Vakken:
In the Marketing Data Science specialization you study econometrics and data science methods for the analysis of marketing data to facilitate better marketing strategies. The Marketing Data Science study let you become the quantitative marketing specialist and place you at the forefront of a successful professional career. We connect many academic disciplines including mathematics, statistics, economics, and marketing. This study is primarily concerned with the use of microeconomics, consumer behaviour and statistical techniques to analyse data sets with multiple hierarchies such as product, brand, location, distribution, etc. The econometric methods are used to analyse volume shares, advertising effects, sale strategies, consumer behaviour, brand loyalty schemes, TV and social media advertising, and many other topics. This study will enhance your analytical skills, will invest in your
Advanced Econometrics Periode 1 6.0 E_EORM_AECTR Dynamic Econometrics Periode 2 6.0 E_EORM_DE Thesis MSc EOR - Econometrics
Ac. Jaar (september) 18.0 E_EORM_THSTR
Time Series Econometrics Periode 4 6.0 E_EORM_TSE
Naam Periode Credits Code Asset Pricing Periode 1 6.0 E_FIN_AP Derivatives Periode 4 6.0 E_FIN_DER Financial Econometrics Case Study
Periode 3 6.0 E_EORM_FECS
Naam Periode Credits Code Financial Markets and Institutions
Periode 2 6.0 E_FIN_FMI
Institutional Investments and Asset Liability Management
Periode 4 6.0 E_FIN_IIALM
Quantitative Financial Risk Management
Periode 4 6.0 E_FIN_QFRM
Stochastic Proces for Finance
Periode 1+2 6.0 E_FIN_SPF
The Quantitative Economics specialization dives into the cross-roads of applied econometrics and economics and offers the student the challenge to explore the active research fields of microeconomics, macroeconomics and/or macro-finance. Quantitative Economics connects many academic disciplines including mathematics, statistics, economics, finance, and business studies, and is primarily concerned with using economic theory and statistical techniques to analyse economic data. This specialization offers you the chance to explore the intersection of economics and econometrics. This study will enhance your analytical skills, will invest in your quantitative insights, will introduce you to a scientific approach of analytical thinking and will generally broaden your quantitative horizons. It will teach you how to analyse and model economic data, how to carry out statistical hypothesis tests, how to investigate theoretical properties of estimators and predictors, how to design an empirical study, how to interpret quantitative results, how to present the results of an econometric analysis, how to deduct conclusions and policy advice from a quantitative analysis. Each year we attract around 75 students from which 50% are international students. We offer a high-quality and challenging teaching program with excellent teachers. The job perspectives of Quantitative Economics students are excellent in all times.
Opleidingsdelen:
Master EORM - Econometrics - Core courses Master EORM - Quantitative Economics - Specialization courses Master EORM - Quantitative Economics - Optional courses
Below the Econometrics core courses, that are compulsory for the specializations Econometric Theory, Financial Econometrics, Marketing Data Science and Quantitative Economics.
Vakken:
Data Mining Techniques Periode 5 6.0 X_ Digital Marketing Periode 2 6.0 E_MKT_DM Geomarketing Periode 4 6.0 E_MKT_GEOM Large Scale Data Engineering
Periode 1 6.0 X_
Naam Periode Credits Code Advanced Econometrics Periode 1 6.0 E_EORM_AECTR Dynamic Econometrics Periode 2 6.0 E_EORM_DE Thesis MSc EOR - Econometrics
Ac. Jaar (september) 18.0 E_EORM_THSTR
Time Series Econometrics Periode 4 6.0 E_EORM_TSE
Below are the obligatory specializations courses.
Vakken:
Choose 1 from 7 courses.
Vakken:
There is a growing interest in the financial world in instruments for financial engineering and computational finance. Next to the 4 core Operations Research courses, you take at least 2 courses from the Duisenberg Honours Programme Qunatitative Risk Management.
Opleidingsdelen:
Master EORM - Operations Research - Core courses Master EORM - Financial Engineering - Specialization courses Master EORM - Operations Research - Optional courses
Below the Operations Research core courses, that are compulsory for the specializations Financial Engeneering, Operations Research Theory, and
Naam Periode Credits Code Advanced Macroeconomics Periode 2 6.0 E_EC_AMAEC Advanced Microeconomics Periode 1 6.0 E_EC_AMIEC Research Project Economics
Periode 3 6.0 E_EC_RPEC
Naam Periode Credits Code Economics of Climate Change
Periode 2 6.0 E_STR_ECC
Financial Markets and Institutions
Periode 2 6.0 E_FIN_FMI
Globalization, Growth and Development
Periode 4 6.0 E_EC_GGD
Human Development Periode 4 6.0 E_EC_HDEV Industrial Organization and Competition Policy
Periode 4 6.0 E_EC_IOCP
Labour Economics Periode 4 6.0 E_EC_LABEC Transport Economics Periode 2 6.0 E_STR_TREC
Vakken:
Vakken:
Naam Periode Credits Code Data Mining Techniques Periode 5 6.0 X_ Evolutionary Computing Periode 1 6.0 X_ Large Scale Data Engineering
Periode 1 6.0 X_
Web Data Processing Systems
Periode 2 6.0 XM_
Naam Periode Credits Code Advanced Macroeconomics Periode 2 6.0 E_EC_AMAEC Advanced Methods for Applied Economic Research
Periode 1 6.0 E_EC_AMAER
Advanced Microeconomics Periode 1 6.0 E_EC_AMIEC Economics of the Welfare State
Periode 2 6.0 E_EC_EWS
Globalization, Growth and Development
Periode 4 6.0 E_EC_GGD
Industrial Organization and Competition Policy
Periode 4 6.0 E_EC_IOCP
Labour Economics Periode 4 6.0 E_EC_LABEC Macroeconomic Policy in the EU
Periode 2 6.0 E_EC_MPEU
Microeconomics and Methods
Periode 1 6.0 E_EC_MM
Microeconomics for Development
Periode 2 6.0 E_EC_MED
Public Economics and Policy
Periode 1 6.0 E_EC_PEP
Naam Periode Credits Code Applied Analysis: Financial Mathematics
Periode 1+2 6.0 X_
Computational Finance Periode 4 6.0 XMU_ Dynamische Systemen Periode 1+2 6.0 X_ Mathematical Biology Periode 1+2 8.0 X_ Measure Theoretical Probability
Periode 1+2 8.0 X_
Portfolio Theory Periode 1+2 6.0 X_
Vakken:
Vakken:
Vakken:
Stochastic Integration Periode 4+5 8.0 X_ Stochastic Processes for Finance
Periode 1+2 6.0 X_
Naam Periode Credits Code Distributed Algorithms Periode 5 6.0 X_
Naam Periode Credits Code Applied Econometrics for Urban, Transport and Environmental Economics
Periode 1 6.0 E_STR_AEUTE
Economics of Climate Change
Periode 2 6.0 E_STR_ECC
Empirical Transport Economics
Periode 4 6.0 E_STR_ETE
Environmental Economics Periode 4 6.0 E_STR_EEC Geographic Information Systems
Periode 2 6.0 E_STR_GIS
Microeconomics for Urban, Transport and Environmental Economics
Periode 1 6.0 E_STR_MEUTE
Regional and Urban Economics
Periode 2 6.0 E_STR_RUE
Transport Economics Periode 2 6.0 E_STR_TREC Urban Economic Challenges and Policies
Periode 4 6.0 E_STR_UECP
Naam Periode Credits Code Advanced Econometrics Periode 1 6.0 E_EORM_AECTR Dynamic Econometrics Periode 2 6.0 E_EORM_DE Time Series Econometrics Periode 4 6.0 E_EORM_TSE
Choose 2 courses at LNMB, with a total of at least 12 EC. For more information about LNMB, see http://www.lnmb.nl/pages/courses/mastercourses.
Choose courses from this list:
Choose 1 course from the list.
Opleidingsdelen:
Master EORM - OR - Optional courses from Computer Science Master EORM - OR - Optional courses from Economics Master EORM - OR - Optional courses from Mathematics Master EORM - OR - Optional courses from Parallel and Distributed Systems Master EORM - OR - Optional courses from STREEM
Master EORM - OR - Optional courses from BA - TSCM
Vakken:
Vakken:
Optimization under Uncertainty
Periode 2 6.0 E_EORM_OPTU
Thesis MSc EOR - Operations Research
Ac. Jaar (september) 18.0 E_EORM_THSOR
Naam Periode Credits Code Data Mining Techniques Periode 5 6.0 X_ Evolutionary Computing Periode 1 6.0 X_ Large Scale Data Engineering
Periode 1 6.0 X_
Web Data Processing Systems
Periode 2 6.0 XM_
Vakken:
Vakken:
Naam Periode Credits Code Advanced Macroeconomics Periode 2 6.0 E_EC_AMAEC Advanced Methods for Applied Economic Research
Periode 1 6.0 E_EC_AMAER
Advanced Microeconomics Periode 1 6.0 E_EC_AMIEC Economics of the Welfare State
Periode 2 6.0 E_EC_EWS
Globalization, Growth and Development
Periode 4 6.0 E_EC_GGD
Industrial Organization and Competition Policy
Periode 4 6.0 E_EC_IOCP
Labour Economics Periode 4 6.0 E_EC_LABEC Macroeconomic Policy in the EU
Periode 2 6.0 E_EC_MPEU
Microeconomics and Methods
Periode 1 6.0 E_EC_MM
Microeconomics for Development
Periode 2 6.0 E_EC_MED
Public Economics and Policy
Periode 1 6.0 E_EC_PEP
Naam Periode Credits Code Applied Analysis: Financial Mathematics
Periode 1+2 6.0 X_
Computational Finance Periode 4 6.0 XMU_ Dynamische Systemen Periode 1+2 6.0 X_ Mathematical Biology Periode 1+2 8.0 X_ Measure Theoretical Probability
Periode 1+2 8.0 X_
Portfolio Theory Periode 1+2 6.0 X_ Stochastic Integration Periode 4+5 8.0 X_ Stochastic Processes for Finance
Periode 1+2 6.0 X_
Naam Periode Credits Code Distributed Algorithms Periode 5 6.0 X_
Researchers and lecturers in Logistics and Supply Chain Management speak the language of optimization theory. The field continues providing Operations Research with new and challenging research questions and remains one of the major areas for the job market of our program’s graduates.Next to the 4 core Operations Research courses, you take at least 2 courses from the Master Program Transportation and Supply Chain Management.
Opleidingsdelen:
Master EORM - Operations Research - Core courses Master EORM - Supply Chain Management - Specialization courses Master EORM - Operations Research - Optional courses
Below the Operations Research core courses, that are compulsory for the specializations Financial Engeneering, Operations Research Theory, and Supply Chain Management.
Vakken:
Choose 2 from 4 specialization courses.
Vakken:
Operations Performance Benchmarking
Periode 5 6.0 E_BA_OPB
Supply Chain Execution Periode 2 6.0 E_BA_SUCE Supply Chain Lab Periode 4 6.0 E_BA_SCL Supply Chain Management Periode 1 6.0 E_BA_SCM Transport Economics and Management
Periode 1 6.0 E_BA_TEM
Naam Periode Credits Code Behavioral Operations Research
Periode 4 6.0 E_EORM_BOR
Combinatorial Optimization Periode 1 6.0 E_EORM_COPT Operations Research Case Periode 3 6.0 E_EORM_ORC Optimization under Uncertainty
Periode 2 6.0 E_EORM_OPTU
Thesis MSc EOR - Operations Research
Ac. Jaar (september) 18.0 E_EORM_THSOR
Naam Periode Credits Code
Choose 1 course from the list.
Opleidingsdelen:
Master EORM - OR - Optional courses from Computer Science Master EORM - OR - Optional courses from Economics Master EORM - OR - Optional courses from Mathematics Master EORM - OR - Optional courses from Parallel and Distributed Systems Master EORM - OR - Optional courses from STREEM Master EORM - OR - Optional courses from EORM Master EORM - OR - Optional courses from BA - TSCM
Vakken:
Vakken:
Geographic Information Systems
Periode 2 6.0 E_STR_GIS
Supply Chain Execution Periode 2 6.0 E_BA_SUCE Supply Chain Management Periode 1 6.0 E_BA_SCM Transport Economics and Management
Periode 1 6.0 E_BA_TEM
Naam Periode Credits Code Data Mining Techniques Periode 5 6.0 X_ Evolutionary Computing Periode 1 6.0 X_ Large Scale Data Engineering
Periode 1 6.0 X_
Web Data Processing Systems
Periode 2 6.0 XM_
Naam Periode Credits Code Advanced Macroeconomics Periode 2 6.0 E_EC_AMAEC Advanced Methods for Applied Economic Research
Periode 1 6.0 E_EC_AMAER
Advanced Microeconomics Periode 1 6.0 E_EC_AMIEC Economics of the Welfare State
Periode 2 6.0 E_EC_EWS
Globalization, Growth and Development
Periode 4 6.0 E_EC_GGD
