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
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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.
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
405 EUR/fullTuition FeeBased on the tuition of 405 EUR for the full programme during 12 days. -
National
405 EUR/fullTuition FeeBased on the tuition of 405 EUR for the full programme during 12 days.
- Participation fee: 30 000 RUB
Living costs for Saint Petersburg
The living costs include the total expenses per month, covering accommodation, public transportation, utilities (electricity, internet), books and groceries.