Санкт-Петербургский государственный университет



Methods of Physics in Economic Modelling



Methods of Physics in Economic Modelling

The set of courses is designed as a backbone for a collaboration program between a new research group at the Physics Faculty and international financial institutions. Students should consider the program as an opportunity to widen their research horizons and to meet investment professionals who apply quantitative techniques to complex problems of contemporary financial management.

The program contains modules on various subjects of general economics and finance, quantitative modeling techniques and practical aspects of investment and risk management as they are seen by the eyes of a physicist. Variety of theoretical and practical issues of contemporary financial markets is examined with methods of theoretical physics and practical relevance of the solutions is discussed. Special attention is paid to numerical methods and computational techniques. Exercises require certain programming skills as well as basic understanding of industry standards for application development.

The program aims to bring together academic research and financial industry practitioners. It is supervised by Dr A Pokrovki (Physics Faculty, St Petersburg University) and Dr Kirill Ilinski (graduate of the Physics Faculty, author of the monograph “Physics of Finance”, and CEO of Fusion Asset Management LLP in London). Successful graduates will be offered an opportunity to apply for internships in major international financial institutions in London and Moscow with a reference and introduction from the program organizers.

The program is set up mainly in self-study mode. Students acquire most of knowledge and skills reading textbooks and monographs and solving problems. List of covered topics and textbooks can be found here (URL). After studying a topic students are expected to pass a test on the subject. The tests are held on regular basis and present a good opportunity for a student to meet potential colleagues and employers. It is recommended to study topics according to their sequence in the plan, since proper understanding of complicated practicalities is difficult without strong command of fundamentals.

Some of the modules are taught as lecture courses at the Physics Faculty by A.Pokrovski and his colleagues, normally two academic hours per week. Information about these is available here (URL). The lectures also serve as a venue for guest lectures of financial industry practitioners and provide a unique networking opportunity.

In order to receive news by e-mailplease contact Alexis Pokrovski at  pokrovsk@15398.spb.eduЭтот адрес электронной почты защищен от спам-ботов. У вас должен быть включен JavaScript для просмотра. .

Related info: 1) Academic plan 2) News, current courses etc.


Ответственный за содержание: специалист управления по связям с общественностью С. С. Смирнова, s.s.smirnova@spbu.ru