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
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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
Khatam University is a young leading private university in Iran which has established a new era of higher education in Iran.
Indian Institute of Technology Kanpur is a public institute of technology located in Kanpur, Uttar Pradesh, India. It was declared to be an Institute of National Importance by the Government of India under the Institutes of Technology Act.
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.
The Belarusian State University of Informatics and Radioelectronics is a public Higher Education Institution accredited by the Ministry of Education of the Republic of Belarus. Nowadays it is a large educational and scientific complex in Minsk, Belarus.
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 °ʷʼ¼ 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)