FM Course List
COMP4153 Quantum Finance and Intelligent Financial Trading Systems
量子金融和智能金融交易系统
With the exponential growth of program trading in worldwide financial industry, Quantum Finance and its underlying technologies including quantum field theory and chaos theory become one of the hottest topics in the Fintech community. Many worldwide financial institutions and fund houses have the needs to recruit computer professionals with basic knowledge on quantum finance to develop intelligent financial systems. The objective of this course is to teach students the basic knowledge of quantum finance and its underlying theories and technologies including quantum field theory, chaos theory and chaotic neural networks and how to apply these technologies to finance industry to develop intelligent financial prediction and trading systems.
Check DetailsMATH4073 Real Analysis (for FM students)
实变分析
Real analysis plays a crucial role in various disciplines, stochastic calculus and financial mathematics, in particular, as it is the mathematical machinery for handling convergence issues. This course aims at introducing the fundamentals of real analysis, including the topological background for analysis, as well as techniques exemplified by proofs of theorems in mathematical analysis. An understanding of these concepts will enable deeper appreciation of the logic.
Check DetailsFINM2023 Regression Analysis (for FM Students)
回归分析
To provide an understanding of the modern regression analysis and techniques which are useful in data analysis. Regression analysis is one of the most useful statistical techniques. There have been great developments in the past decades such as statistical diagnostics, nonlinear regression, robust regression, nonparametric regression etc. With the help of statistical packages such as MATLAB or R, students can analyse multivariate data by modern regression techniques without any difficulty.
Check DetailsFINM3033 Risk Management in Finance
金融风险管理
The aims of the course is to deal with the ways in which financial institutions quantify and manage different risks such as market risk, credit risk, and operational risk, to help students pay special attention to the credit derivatives market and understand current financial crisis by covering various smaller case studies.
Check DetailsGCCH1023 Selected Themes in Chinese History and Civilisation
中国历史与文明专题
This course aims to provide students with (1) knowledge on the various aspects of China’s unique cultural qualities and achievements from past to present; (2) a rich vocabulary for them to be able to illustrate the historical eras of Chinese civilization; (3) the ability to critically analyse various cultural phenomena by looking at a wide spectrum of traditional Chinese ways of life; and (4) the awareness, interests and curiosities in Chinese history and civilization from a cultural perspective.
Check DetailsGCNU1003 Speaking of Statistics
统计漫谈
This course provides students with an understanding of fundamental statistical techniques commonly used in social science, business, and science today. The emphasis is on statistical thinking, concepts and data analysis. Students are required to solve a variety of problems using statistical packages.
Check DetailsFINM3053 Statistics in Finance
金融统计学
The purpose of this course is to teach students with basic statistical techniques for analysing and modelling both financial data and problems. The course provides students with tools for measuring financial variables, such as volatility and correlation, and tools for pricing by constructing financial risk models based on financial data. The course also involves some risk management and valuation issues in finance.
Check DetailsMATH3003 Stochastic Processes and Applications
随机过程及其应用
This course provides students with basic stochastic processes such as discrete-time and continuous-time Markov chains and semi-martingales including Brownian motion, Poisson process and Levy process. The course introduces Ito’s formulas, martingale theory and its applications ， stochastic differential equations, and stochastic integral with respect to semi-martingales, and helps students know how to apply stochastic processes in option pricing.
Check DetailsMATH3023 The Art of Counting
计数的艺术
This course, with the aid of elementary combinatorics, introduces some counting tools, such as pigeon-hole principle, permutations and combinations, inclusion-exclusion principle, recurrence relations, and generating functions, which would help students understand and appreciates various simple but aesthetic techniques for counting as well as their applications in real lives.
Check DetailsFINM2003 Theory of Finance
金融数学理论
The path-breaking advances in finance theory and practice over the past several decades have profoundly changed the financial world. These changes are further accelerated by the extensive globalisation of financial markets and the rapid development in financial technologies in recent years. This course provides an introduction to modern finance theory and its applications within a unified framework.
Check DetailsFINM2013 Time Series for Finance and Macroeconomics
经济与金融时间序列分析
Due to growing importance and relevance of applied time series econometrics in finance and other related fields, the course is designed to help the students to understand the concepts, methods, applications and usefulness of time series analysis to various problems relating to finance. Practical examples from the industry and economy are the hall mark of the course combined with laboratory experiments with the latest software applications. For practical purposes, the course is extremely useful for management professionals working in different sectors and in various positions of decisions making. Upon completing this course, students should be able to master traditional methods of Time Series analysis, intended mainly for working with time series data.
Check DetailsGCCH1003 University Chinese
大学国文
This course aims to (1) help students to master advanced knowledge and skills in Chinese listening, speaking, reading and writing; (2) teach some of the advanced features of Chinese literature, and the interrelationship between literature, society and culture in ancient and contemporary China, and (3) develop students’ ability to analyse, evaluate and appreciate literary writings.
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