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Barcelona GSE: Graduate School of Economics
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Master in Finance

                    

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Courses 2009-10

 

The Master in Finance offers students two different specialization tracks, depending on their interests and their quantitative skills. The Quantitative Track gives students the necessary knowledge and skills to develop their work in derivatives pricing, while the Banking Track is aimed at those students who wish to pursue careers in the banking sector, whether in a financial institution, a Central bank or a financial services regulatory authority.  Both tracks are compatible with the completion of a PhD, although students may be asked to take courses from the other track to complete their training.

In the first term students from both tracks take core courses while in the second and third terms different optional courses are offered for each track.

 

In September, Master in Finance students are required to take the Mathematics and Statistics review course. Another review course, Computer Tools is highly recommended. To find out more about these course, click here.

 

Review Course in Maths and Statistics

Syllabus

 

Computer Tools Course

Syllabus

Schedule (both courses)

 

The Master degree requires the successful completion of 60 ECTS (European Credit Transfer System) credits of graduate courses (5 credits are equivalent to a 40-hour course).  The academic performance of each student is reviewed regularly. Attention is given to the maintenance of normal academic progress, through a combination of formal written examinations and coursework. Core courses will award grades. Some optional courses may be evaluated on a pass/fail or pass with honors/pass/fail basis.

First Term:                      Core Courses for both Tracks


CourseCreditsProfessor
Stochastic Processes

30 hours - 5 ECTS

O. Papaspiliopoulos
Asset Pricing

40 hours - 5 ECTS

Francisco Peñaranda
Statistics and Econometrics
for Finance

60 hours - 7,5 ECTS

Vasco Carvalho /

Kurt Schmidheiny

 

                                              Optional Courses for Both Tracks

 

CourseCreditsProfessor
Topics in Finance I

40 hours - 5 ECTS

Ander Pérez

 

 

Second Term:                 Core Courses for both Tracks

CourseCreditsProfessor
 Corporate Finance I 40 hours - 5 ECTS

Albert Banal

 Empirical Finance40 hours - 5 ECTS

Gonzalo Rubio

Enrique Sentana

 

                                         Optional Courses Banking Track

 

 Course Credits Professor
 Financial Institutions Management
 40 hours - 5 ECTS
 Xavier Freixas

 

                                         Optional Courses Quantitative Track

 

Course
Credits
Professor
 Continuous-time Finance 40 hours - 5 ECTS

 Sebastian del Baño

Elisa Alòs

Thomas Björk

 

 

Third Term:                     Compulsory Courses Banking Track

 

CourseCreditsProfessor

Banking, Financial Engineering
and Risk Management Part 1, Part 2

40 hours - 5 ECTS

Jon Danielsson
Manuel Moreno

Banking Theory 40 hours - 5 ECTS
Xavier Freixas

 

                                         Optional Courses Banking Track

 

Course Credits Professor

Investments

40 hours - 5 ECTS

 Angel Leon

Market Microstructure

Part 1, Part 2, Part 3

40 hours - 5 ECTS

Roberto Pascual

 Ariadna Dumitrescu

Xavier Vives

 

                                         Compulsory Courses Quantitave Track

 

 Course Credits Professor
Banking, Financial Engineering
and Risk Management Part 1, Part 2
 40 hours - 5 ECTS

Jon Danielsson
Manuel Moreno

 

                                        Optional Courses Quantitative Track

 

 Course Credits Professor

Investments

 40 hours - 5 ECTSAngel Leon

Market Microstructure

Part 1, Part 2, Part 3

40 hours - 5 ECTS

Roberto Pascual

 Ariadna Dumitrescu

Xavier Vives

Topics in Finance II

 40 hours - 5 ECTS Alberto Martín
Banking Theory 40 hours - 5 ECTS Xavier Freixas

 

Financial Institutions Seminars

The MSc in Finance offers its students the opportunity to meet with professionals from top financial institutions. Seminars cover areas such as Hedge Funds, Venture Captital, Central Banks Reserve Management, Investment Banking, etc.

During these seminars, our guest speakers share with students the insights of their organizations and provide their views on recent developments in their industry segment.


The Financial Institutions Seminars have featured representatives from organizations such as Credit Swiss First Boston (CSFB), Deutsche Bank, Lehman Brothers, and Omega Capital, among others.

Master of Science (MSc) awarded by:

gse
upf2
applynow1011
Program Spotlight Video

Why study finance in the current economic environment? Why study it in Barcelona? Students tell us what they think. Watch video (01:55)

 

Watch the video
 Ekin Teymen '09 
 

Also of interest:

 

 finance_page_1
MSc in Finance Brochure [pdf]
Links of interest:
CREFC
MSc in Finance
Director's Letter Description Director Courses Finance Seminars Faculty
Student Profile
Alumni Outlook

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