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.
Online format: 270 Euro
Hybrid format: 270 Euro + 4000 Rub (non-refundable registration fee for the Letter of Invitation)
Participation fee includes tuition fee, study materials, field trips and cultural program.
Upon successful completion of the course students will receive hard copies of certificates with ECTS credits (mailed by post in case of the online format of the Winter School).
Cultural program in the Hybrid format is discussed with participants individually.
*All of the listed above activities are planned to take place but in case any of those will have to be cancelled, an alternative event will be offered to participants.
Provided only for the Hybrid or the Tailor-made formats:
Details of the options and booking procedures will be discussed with each applicant individually.
Online format: December 22, 2021
- for EU- or visa-free countries nationals: December 20, 2021
- for non-EU nationals: November 08, 2021
The program is cut out for international students whose major is finance, economics and business.
The course content includes:
Summer and Winter Schools Team