Financial Engineering + Follow Followed

金融衍生品设计与定价方向主要是研究在某个时刻如何将金融产品对于客户的价值及时地用货币表现出来。金融产品的定价将直接关系到产品的销售成败与金融机构的利润高低。

量化投资区别于定性投资的鲜明特征就是模型，量化投资是指通过数量化方式及计算机程序化发出买卖指令，以获取稳定收益为目的的交易方式。

主要是从公司治理的角度去分析，也就是相关利益者之间的各种关系，比如股东与管理者之间的代理问题，股东与债权人的关系，大股东（控股股东）与小股东之间的关系。从个利益相关者的利益权衡中去分析公司的资本结构、股利政策、现金持有等问题。另外还有学者从法与制度（公司外部环境）去分析公司金融的东西。

本方向学生主要学习货币银行学、国际金融、证券、投资、保险等方面的基本理论和基本知识，受到相关业务的基本训练，具有金融领域实际工作的基本能力。毕业生应获得以下几方面的知识和能力： 1．掌握金融学科的基本理论、基本知识； 2．具有处理银行、证券、投资与保险等方面业务的基本能力； 3．熟悉国家有关金融的方针、政策和法规； 4．了解本学科的理论前沿和发展动态； 5．掌握文献检索、资料查询的基本方法，具有一定的科学研究和实际工作能力。

Mainly about: modern financial theory and the basic financial tools, financial analysis of stochastic basis, financial derivative securities pricing model, including Black Scholes model and other models, the principle of risk neutral pricing, financial market risk analysis and risk hedging strategies, sensitivity measurement, term structure and interest rate derivative securities, financial derivative securities pricing numerical method and computer simulation method.

Financial Markets mainly introduces the basic theory of financial system and institutions, including financial markets, financial instruments and financial institutions.

This is an introductory course for undergraduate students of math/stat major. The topics covered by this course include random walk, Markov chains, Poisson process, jump process and Brownian motion. We emphasis the intuitions behind these random models. Students taking this course are required to have a good training in probability as well as calculus and linear algebra.

"This lesson includes the contents as below:
1/Exchange rates,Foreign Exchange Markets
2/Balance of Payments
3/The theory of Exchange rates
4/Open-econmy Macroeconomics"

Mathematical analysis is one of the most important courses for the students who wish to study the mathematics and related subjects. The course mainly includes the theory of Riemann integrals and the theory of series. The course is a basis for Mathematical analysis and for many courses such as differential equations; differential geometry, functions of one complex variable; real analysis, probability; basic physics, etc. The course provides the training for the mathematical thinking and skills.

Mathematical Statitics is a basic course with wide application, it mainly focuses on the analysis of randon sample and other data set, including how to effectively collect data, parameter estimation , hypothesis testing, linear model and statistical design. The purpose is to let the students to understand elementary ststistica concepts and ideas, to study the most commonly used statistical methods and to solve some practical problems, and to establish the way of statistical thinking.

The main content of course includes:(1)The Basics of Investments.(2) Security Markets and Trading.(3)Valuation of Non-fixed Income Securities.(4)Fixed Income Securities.(5)Derivative Securities.(6)Protfolios.(7)Manegement of Investment.(8)Merger ,Combination and Aquisition in Capital Market.(9)Investment Fund.

Marketing Management is designed to serve as an introduction to the theory and practice of marketing. Students will improve their ability to develop effective marketing strategies and assess market opportunities, as well as design strategy implementation programs. In addition, students will have the opportunity to communicate and defend their recommendations and build upon the recommendations of their peers. We will explore the theory and applications of marketing concepts through a mix of cases, discussions, lectures, guest speakers, individual assignments, and group projects. We will draw materials from a variety of sources and settings including services, consumer and business-to-business products.

This lesson includes the contents as below:the introduction of Financial markets, interest rates, principle of Bank, Model of money supply, financial innovation, monetary policy and so on