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
The week 6, 7 and 8 material below is work in progress, shared for feedback (September 2026). Slides still carry placeholders and numbers may move. It is not yet teaching material.
- Week 6: Difference-in-Differences
- Week 7: Asset Pricing
- Companion: Pricing lunch discount deals, a two-state SDF worked example
- Week 8: Applications
- 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 |