Quantitative Finance: Financial markets
The course also can be arranged as the tailor-made programe for a group of minimum 10 students upon request (the dates and terms can be discuss individually)
Do you manage money or money manage you? Choose the right side and join our summer school!
- Brief description
Become an expert in the economics of quantitative finance with an emphasis on financial markets and asset pricing models. This course is designed to introduce you to the key principles of the modern portfolio theory approach to investing and its implications on security selection and asset pricing. It also provides you with the skills required for security selection, portfolio construction, and portfolio performance measurement. During the course, you will have the opportunity to create your own portfolio of assets based on a range of advanced financial econometrics techniques for the analysis and modelling of time series data. You will apply discussed techniques for analysis, modelling, and forecasting key characteristics of financial data using STATA software.
Duration: 2 weeks
ECTS credits: 4.0
Participation fee: 50 000 RUB
Deadline for registration: May 27, 2024
- Cultural program
We offer our students excursions to the most famous palaces, monuments, museums of St. Petersburg, as well as other cultural activities.
- Course description
The program is cut out for international students whose major is finance, economics and business.
The course content includes:
- • Introduction to Portfolio Theory and Asset Management;
- • Diversification and Efficient Set of Risky Assets;
- • Efficient set of risky and risk free asset;
- • Asset Allocation: Strategic vs. Tactical Asset Allocation;
- • Security Selection, Market Timing and Return Decomposition Analysis;
- • Time series and financial econometrics foundations;
- • Econometric modelling using STATA software.
- Entrance requirements
- • Good command of English. All classes and extracurricular activities are conducted in English;
- • Applicants are expected to have at least 2 years of University level studies;
- • Knowledge of the Russian language is not required.
The detailed course description for ECTS credits transfer at your home university:
Quantitative Finance: Financial markets Descriptor SS24.pdf
Contacts:
Summer and Winter Schools Team
- Dr. Evgenii KONNIKOV, Associate Professor, Peter the Great St. Petersburg Polytechnic University (Russia)
- Dr. Tatiana MOKEEVA, Associate Professor, Peter the Great St. Petersburg Polytechnic University (Russia)
- Dr. Ekaterina KOROLEVA, Associate Professor, Peter the Great St. Petersburg Polytechnic University (Russia)
- summerschool@spbstu.ru
- +7 (812) 534-25-31
- room 227, 28, Grazhdanskii prospect, 195220, St.Petersburg, Russia