Quantitative finance
Do you want to manage your life? Choose the right course
Why should you choose this program?
- You will be aware of the latest trends in the financial sector;
- You will have knowledge of decreasing risks and applying appropriate tools in different situations;
- You will gain an understanding of the technical aspects used in financial markets: from the financial theory to showing various applications of the theoretical concepts;
- You will get necessary skills and experience of econometric modeling as well as programming;
- The program provides education in English. However, you have a good opportunity to get acquainted with Russian culture and make useful contacts, search for opportunities and stay in touch;
- Program is implemented with participation of professors from leading international universities and experts from industry;
- You also have opportunity to apply to 6-month international internship at one of the partner universities.
About the program
Fundamental background & Practical skills in the following fields:
|
Employment
|
Degree awarded
Master’s Degree |
Total workload
120 ECTS |
Program duration
|
Language
The program is taught in English |
Major areas of expertise
|
Tuition fee per year:
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Courses | ECTS |
---|---|
1st term (33 ECTS) | |
Foreign Language | 3 |
Digital Resources in Scientific Research | 3 |
Foundations of Econometrics | 4 |
Economic Theory | 5 |
Finance Economics |
4 |
International Financial Reporting Standards | 4 |
Research Work (Mathematical analysis and probability theory) | 4 |
2nd term (27 ECTS) | |
Banking Management | 4 |
Innovation project management |
3 |
Corporate Finance |
4 |
Financial Markets |
4 |
Risk Analysis | 5 |
Practice | 6 |
Research Work (Financial Econometrics) | 7 |
3rd term (28 ECTS) | |
Asset Pricing | 3 |
Financial Technologies | 3 |
Derivatives | 3 |
Educational foresight | 5 |
Big data analytics | 4 |
Research Work (Data visualization) | 10 |
4th term (32 ECTS) | |
Research Work | 6 |
Practice | 18 |
Defence of Master's thesis | 8 |
Total (ECTS) | 120 |
- Influence of Bank License Revocation on the Russian Bank Bond Market
- Risk Measures in Cryptocurrency Market
- Derivatives Hedging and Bank Lending
- The Drivers of Corporate Cash Holdings and Capital Structure Choice
- Leverage Factor and Mutual Fund Performance
- Efficiency of M&As in the Russian Banking Sector
Visit lectures of the TOP-ranked professors from all over the world!
Professor Ahmad Pouyanfar
Research & Teaching area
Corporate Finance, Risk Management and Modeling, Business Valuation
Associate Professor Abhinava Tripathi
Research & Teaching area
Financial Markets, Market Microstructure, Liquidity, Market Efficiency
Professor Mohammed Ali Berawi
Research & Teaching area
Sustainable Development, Engineering Economics
Associate Professor Andrey Efremov
Research & Teaching area
Mathematical Analysis and Probability Theory, Digital Transformation of Business Processes
Universities – Program Partners
Universitas Indonesia is a public university in Depok, West Java and Salemba, Jakarta, Indonesia. It is one of the oldest tertiary-level educational institutions in Indonesia (known as the Dutch East Indies when UI was established), and is generally considered one of the most prestigious universities in Indonesia.
Companies – Program Partners
Jump at the internships opportunities in European universities!
You have chance to study an adaptive credit-bearing module in our Summer School “Quantitative Finance” in cooperation with City, University of London.
Admission procedure
You are kindly required to fill in an on-line application. International applicants may find additional information concerning admission at SPbPU website
Learn more about MSc Degree Quantitative Finance
Contact details
- DSс Natalya G. Viktorova, Program scientific supervisor
- Ms. Ekaterina Koroleva, Program supervisor
- koroleva_ev@spbstu.ru
- 29, Polytechnicheskaya str., St. Petersburg, 195251, Russia (Building 3, room 403A)