Overview
The Quantitative Finance: Financial markets course from Peter the Great St. Petersburg Polytechnic University (SPbPU) 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.
Programme Structure
- 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.
Key information
Duration
- Part-time
- 12 days
Start dates & application deadlines
- Starting
- Apply before
-
Language
Credits
Delivered
Disciplines
Finance View 3 other Short Courses in Finance in RussiaAcademic 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.
Student insurance
Make sure to cover your health, travel, and stay while studying abroad. Even global coverages can miss important items, so make sure your student insurance ticks all the following:
- Additional medical costs (i.e. dental)
- Repatriation, if something happens to you or your family
- Liability
- Home contents and baggage
- Accidents
- Legal aid
We partnered with Aon to provide you with the best affordable student insurance, for a carefree experience away from home.
Get your student insurance nowStarting from €0.53/day, free cancellation any time.
Remember, countries and universities may have specific insurance requirements. To learn more about how student insurance work at Peter the Great St. Petersburg Polytechnic University (SPbPU) and/or in Russia, please visit Student Insurance Portal.
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
-
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.
Living costs for Saint Petersburg
The living costs include the total expenses per month, covering accommodation, public transportation, utilities (electricity, internet), books and groceries.