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Curricular information is subject to change
Upon successful completion of the course, students should be able to:
• Students are required to understand the essential ideas and ways of thinking of financial engineering, including no-arbitrage analysis thinking, building block analysis, etc. Master the basic theories and pricing methods of financial derivatives such as forwards, futures, swaps and futures, as well as the basic ideas and methods of using financial derivatives for hedging, arbitrage and risk management. At the same time introduce cutting-edge financial derivatives, including CDS, total asset swaps and other derivatives.
• Enable students to learn the technical methods of financial engineering: mathematical modeling, data mining, statistical analysis, numerical calculation and simulation design, have certain development of financial derivative products, carry out pricing analysis and risk modeling, creatively solve financial problems and form information. It is able to use financial software to process big data and comprehensively use the technical capabilities of financial software more flexibly.
• Organically integrate the rich ideological and political elements contained in financial engineering with classroom teaching, subtly improve students' ideological understanding, cultivate students' good professional ethics, healthy psychological and emotional, positive personal attitude, noble moral quality, and strong patriotism.
Student Effort Type | Hours |
---|---|
Lectures | 48 |
Specified Learning Activities | 10 |
Autonomous Student Learning | 70 |
Total | 128 |
Not applicable to this module.
Resit In | Terminal Exam |
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Summer | Yes - 2 Hour |
• Feedback individually to students, post-assessment
Not yet recorded.