The MSc in Finance programme is one of the toughest of the Business School, therefore, it is a high level programme due to the level of the admitted students and the work required. However, I think the course is way too academic-focused (theoretical rather than practical).
I like the competitiveness of the programme and of the students.
I would definitely recommend it to a European friend (it is free tuition for EU citizens) but perhaps not for a non-European friend.
The campus is small and rather old, but good enough to do all student-related tasks.
The night life in Aarhus can be quite nice, it is a very young city where 15% of the city are students or young adults.
I think the Career Services could play a bigger role and have more on campus recruiting as Aarhus is a leading university in Denmark.