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Overview
Key facts
Become an expert in the economics of quantitative finance with an emphasis on financial markets and asset pricing models. This Quantitative Finance (Financial Marketing) course from Peter the Great St. Petersburg Polytechnic University (SPbPU) 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.
Programme Structure
The program is cut out for international students whose major is finance, economics and business.The course content includes:
- 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.
Key information
Duration
- Part-time
- 12 days
Start dates & application deadlines
- Starting
- Apply before
-
Language
English
Credits
4 ECTS
Delivered
Online
Disciplines
FinanceWhat students do after studying
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Academic requirements
We are not aware of any specific GRE, GMAT or GPA grading score requirements for this programme.
English requirements
We are not aware of any English requirements for this programme.
Other requirements
General 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.
Tuition Fee
To always see correct tuition fees
-
International
50000 RUB/fullTuition FeeBased on the tuition of 50000 RUB for the full programme during 12 days. -
National
50000 RUB/fullTuition FeeBased on the tuition of 50000 RUB for the full programme during 12 days.
Funding
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