23 July 2021
Financial market generates vast amounts of data that can be informative for analysing decisions, forecasting crisis development, and evaluating risks. Covering a wide variety of topics in empirical corporate finance, such as asset pricing, portfolio analysis, volatility models, time series models, risk mature models, and others, the course will teach students how to apply quantitative methods to address practical financial applications and transform data into decision-relevant information. Students will also get the experience of using R and SPSS to build empirical models.
The course is taught by Vasilisa Makarova, Victor Krakovich, Carlos Joaquin Rincon (Petersburg School of Economics and Management, Department of Finance).
Applicants should be familiar with financial math, time value of money, probability models, etc. The course is primarily aimed at senior bachelor's students, master's students, and young professionals.
The course aims at providing students with competencies in pricing and analysing financial instruments, yield curves, estimating efficient portfolios and frontiers, Modelling and predicting prices of financial assets, preparing and interpreting corporate financial information.
EUR 850: EARLY BIRD RATE
EUR 865: REGULAR RATE
The fees cover registration and tuition.