JULY 27 - AUGUST 07, 2020
Do you manage money or money manage you?
Choice the right side and join to our summer school!
Are you ambitious to pursue a career in finance sphere? As a student on the Summer School course you’ll be able to expand your experience, enhance your qualifications and get necessary skills in the framework of society digitalization.
Why should you choose this course? You will have knowledge in the field of asset and risk management; experience in financial modeling using various software tools; interpretation of available information and making informed decisions in the field of management and analytics.
Our intensive modules are designed to boost your skills in specific areas of finance, with modules appropriate for current undergraduate students, prospective MSc students and those already working in industry.
The course combines theoretical and practical blocks, including team working, discussions and cases.
|Theoretical block||Portfolio Theory and Asset Management||Dr Natasha Todorovic, Senior Lecturer in Investment Management, City, University of London|
|Practical block (block to choose)||Matlab programming for finance||Dr Dirk Nitzsche, Senior Lecturer in Finance, Course Director for the Quants Masters Programmes, Associate Dean for International Relations, City, University of London|
|Applied Financial econometrics||
Dr Anton Tichomirov, Expert in Financial Markets and risk Management, Associate Professor of SpbPU
Angi Skhvediani, Expert in econometrics, Leading lecturer of SPbPU
For successful mastery of the practical block, students do not need special skills in MatLab programming or Stata modeling.
You’ll also benefit from a social program that includes networking events to meet with fellow summer school students. We’ve designed the teaching schedule to give you the chance to explore this great city, and those nearby, at weekends.
Arrival: Jul 25 – 26, 2020
Classes: Jul 27- Aug 07, 2020
Departure: Aug 08 – 09, 2020
Duration: 2 weeks
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
ECTS credits: 4.0
- Early bird registration fee: 450 euro
- Regular registration fee: 480 euro
Participation fee includes tuition fee, study materials, visits to companies and cultural program.
The cultural program includes:
- Field trip to the Stock Exchange "St. Petersburg" and the Money history museum where students get knowledge of features of modern production of banknotes and contactless payments;
- Boat city tour for students to get unforgettable emotions from a walk along the narrow rivers and canals of the city;
- Excursion to the Hermitage, the second largest and oldest art museum in the world;
- Visit to Hyundai/Nissan Motor Manufacturing for students to understand production and business processes in company;
- Excursion to Peterhof palace-ensemble with picturesque gardens, a countless number of fountains and giant golden statues (optional, for extra price);
- Picnic at the seashore of the Gulf of Finland where students can enjoy informal meetings, different games outside and Russian traditional barbecue (optional, for extra price);
- Trip to “Heineken” Brewery for students to get acquainted with production process and culture of consumption of products (optional, for extra price).
Deadline for registration:
Early bird deadline: April 20, 2020
- for non-EU citizens: May 11, 2020
- for EU and visa-free countries’ citizens: June 01, 2020
Request the application form and submit the application package via e-mail: firstname.lastname@example.org
Outline: This module 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. This module aims to introduce you to the theoretical background for the application of portfolio selection and asset pricing and accustom them with applying modern portfolio theory for the practice of investment management. Its main objective is to develop a good understanding of investment risk-return characteristics, the benefits of diversification, and the main equilibrium models for asset pricing. It also provides you with the skills required for security selection, portfolio construction and portfolio performance measurement.
Outline: Being able to perform some basic coding is becoming more and more important in the financial industry where R, Matlab and Python are widely used. Using those (sophisticated) programming languages allows to automate certain processes which helps for the analysis and decision making process and becomes one of those skills more and more analysts should have. Gaining some knowledge in any of those computer languages should allow someone to learn the syntax of other programmes which provides students with the skills to undertake more sophisticated analysis.
This module introduces Matlab programming to students without Matlab knowledge. To make programming more interesting and to demonstrate the relevance to finance, Matlab coding is taught using finance examples in the field of asset management, portfolio theory and valuation. Handling, manipulating and operating on matrices, writing and calling functions/procedures, using loops, conditional statements and optimisations are skills which need to be performed frequently by financial analysts. The finance examples are focusing on valuation (i.e. bond pricing, NPV), portfolio theory (i.e. efficient frontier), style analysis, estimation of factor models and simulations.
Outline: This course provides overview of advanced financial econometrics techniques for analysis and modelling of time series data, such as prices, volatilities and return of the main cryptocurrencies, exchange or interest rates, share prices and etc. During this course we discuss briefly theory and foundations of econometrics and in depth specific modeling techniques of financial econometrics. Students will apply discussed techniques for analysis, modelling and forecasting key characteristics of financial data using STATA software. In addition, special attention will be paid to modelling relationships between several financial series. The knowledge and methods acquired in this course are particularly useful and sought after in the public/government and private/industry financial sectors. This module introduces Stata-modeling to students without Stata knowledge.
6-hours intensive course of Survival Russian is also included into the syllabus.
- Ekaterina Koroleva