Most universities have Bloomberg terminals so you could use them if that is what you were looking for.

I think the real question here is what would generate more value.

I used to work at a company similar to Bloomberg and I can tell you that an individual user who would purchase the terminal subscription is most likely sophisticated enough to be using it at a high level (options, futures, swaps etc..), has a high tolerance for risk and wouldn't mind burning a load of cash "experimenting"

Earning an MBA might get you a better job in the long run, but again you are giving up 2 years worth of income so if you can survive that then why not. I think I would go for the MBA if I had to pick