Quantitative Finance: Financial markets

Winter School - Online/Hybrid
January 17 - January 29, 2022

The course will be held online but 3 participation options are available for certain individuals:

Option 1 - online.

Option 2 - hybrid. Russia resumed international air and railway service with the countries listed here.

Therefore, a hybrid format of the course is offered to students holding citizenship of the states mentioned in the list – you can join the online course for 270 euro (+4000 Rub for reg. fee) but come to St. Petersburg to take touristic advantages for the duration of the program and attend online classes at your dormitory/hostel.

If you choose Option 2, just apply for the online course here and inform us on your choice via email to get further instructions.

Option 3 – tailor-made. We may also arrange a tailor-made on-campus program for a group of minimum 10 students holding nationality of the countries Russia resumed international air and railway service with.

Do you manage money or money manage you? Choose the right side and join our winter school!

Quantitative Finance
Quantitative Finance
  • 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.

Online lectures will be delivered synchronized as live talk with professors and groupmates. Records of classes will be available on SPbPU platform for 1 month after the course end.

Duration: 2 weeks

ECTS credits: 4.0

Participation fee:

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

    Online format:*

    • - Online Pub Quiz;
    • - Online Interactive Tour to SPbPU Museum;
    • - Online broadcasting of excursion to the Hermitage museum;

    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.

Quantitative Finance
Quantitative Finance

Accommodation

Provided only for the Hybrid or the Tailor-made formats:

  • on campus at the university dormitory
  • off-campus at partner hostels in the city center

Details of the options and booking procedures will be discussed with each applicant individually.

Deadline for registration

Online format: December 22, 2021

Hybrid format:

- for EU- or visa-free countries nationals: December 20, 2021

- for non-EU nationals: November 08, 2021

  • 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.
  • 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.
Professors and lecturers:
  • - 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)

Contacts:

Summer and Winter Schools Team