Thesis MSc Finance - Duisenberg HP - QRM

2019-2020
Dit vak wordt in het Engels aangeboden. Omschrijvingen kunnen daardoor mogelijk alleen in het Engels worden weergegeven.

Doel vak

The thesis is an important part of your academic training where all the
previous elements come together: knowledge, skills, attitude, and
creativity. The thesis gives you the opportunity to engage in your own
independent academic research and to give your distinctive `signature’
of what you are up to in a relatively short period of time. This can be
a valuable signal towards the labor market.

Inhoud vak

You are going to define your own research project and subsequently go
through all necessary steps like: gathering literature, getting a sharp
research question, gathering and manipulating data, choosing the right
empirical methodology and getting results, interpreting them, doing
robustness checks and writing down everything crisply and concisely, and
being able to communicate effectively about your results.

Onderwijsvorm

You will work on your own and will be supervised by one of the members
of the department of Finance. You will have regular meetings with your
supervisor.

Toetsvorm

Your thesis will be assessed by your supervisor and a second reader.

Vereiste voorkennis

To be able to start with your thesis in Spring in the DHPQRM you need to
have passed by mid January two out of the four core courses from the
Fall semester (Stochastic Processes for Finance, Asset Pricing,
Econometrics for QRM or Advanced Econometrics, Derivatives). In
addition, you need to pass the Research Project 4.3 with a grade of at
least 6.0. To start in Fall of the next academic year, you should have
passed the Research Project 4.3 (with grade 6.0 or higher) and two out
of the six core courses.

Literatuur

Academic papers from the top academic finance journals, dependent on
your research question.

Overige informatie

You can write your thesis in two periods: either in Spring or in Fall.

Afwijkende intekenprocedure

Students should sign up in time according to the manual, which is available on Canvas.

Algemene informatie

Vakcode E_FIN_THDQRM
Studiepunten 18 EC
Periode Ac. Jaar (sept)
Vakniveau 400
Onderwijstaal Engels
Faculteit School of Business and Economics
Vakcoördinator dr. T. Artiga Gonzalez
Examinator dr. T. Artiga Gonzalez
Docenten

Praktische informatie

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