Finance Track

Weeks 0 to 5 are shared across all master’s specializations. See Lectures and Tutorials. Weeks 6 to 8 below are tailored to the Finance MSc programme, with a focus on difference-in-differences and asset pricing applications.

Weeks 6 to 8 are identical for all three Finance programmes. The programming language is not: Financial Management and Sustainable Finance and Investments follow the R route, while Banking and Finance follows the Python route. Banking and Finance students use the shared usefinance/use-python environment for both Empirical Economics and Financial Data Analytics; see the Setup Guide before the first tutorial.

Lectures

• Week 6: Difference-in-Differences
• Week 7: Asset Pricing
  • Companion: Pricing lunch discount deals, a two-state SDF worked example
• Week 8: Applications (Draft)
  • Companions, how each result was built: Gormley-Matsa · Betting Against Beta · Monthly returns · Daily returns

Tutorials

Answers become public after the final tutorial session; release times use Europe/Amsterdam time.

Week	Tutorial	Exercises	Answers
6	Difference-in-Differences	Exercises	Answers (from 23 Oct, 19:00)
7	Asset Pricing	Exercises	Answers (from 30 Oct, 19:00)
8	Mock Endterm	Exercises	Answers