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Introduction
Overview
This course introduces quantitative methods in investment and corporate finance, as well as the application and calculation of financial data. The first part focuses on quantitative investment method, including the predictability of stock return, CAPM model, investment strategy as well as event study. The second part focuses on empirical methods with financial data, including how to use SAS to do empirical tests and how to extract data from financial database.
Field of Study
Financial Engineering
金融工程（Financial Engineering）是用数学和工程学的方法来建立金融模型（如描述股价运动的随机微分方程），并进而计算金融收益与风险的一门学科。在现代金融实践中有重要的作用。在投资银行、对冲基金等公司中往往有专门研究和使用金融工程计算和管控风险的定量分析师。
Related Field of Studies
Course Map
Prerequistie Courses
