Course List
STAT4103 Introduction to Deep Learning with Python
深度学习导论:基于 Python
This course will expose students in upper undergraduate level to deep learning, a key discipline in artificial intelligence, with its core models and algorithms. Tools and applications using these algorithms are introduced to give the students an idea and experience of how they are implemented in Python, the most popular computer language widely used in data-mining, machine learning and artificial intelligence communities. The aim of the course is to reinforce students the basic concepts and intuition behind modern machine learning methodologies as well as a bit more formal understanding of how, why, and when they can be enabled in applications related to pattern recognition and decision making.
Check DetailsCOMP3153 C++ Programming Language
C++程序设计语言
This course introduces object-oriented programming concepts, principles, and techniques using the C++ programming language. Students will learn how to create C++ programmes using control statements, functions, structures, memory management, pointers, classes, inheritance, and polymorphism. Students will also learn how to use tools to edit, compile, debug, and test C++ programmes.
Check DetailsCOMP3143 Data Structure (for FM Students)
数据结构
This course aims to develop the students’ knowledge in data structures and the associated algorithms; to introduce the concepts and techniques of structuring and operating on Abstract Data Types in problem solving; to discuss common sorting, searching and graph algorithms, and to study the complexity and comparisons among these various techniques.
Check DetailsECON2053 Economics
经济学
This course aims to introduce students to the principles of economics. It intends to equip learners, through various teaching and learning activities and assessment methods, with skills and knowledge to apply economic principles in contemporary economic issues. This course is also to familiarise students with the main ideas of current economists’ debate and the functioning of modern macroeconomics. In order to achieve these aims we will study the behaviours of several key variables in macroeconomics: output, unemployment, inflation, consumption and investment. The main topics to cover throughout the course will include the aggregate demand-aggregate supply model, some notion of economic growth and the impact of the different policies that governments can put into motion to accommodate the economy to different shocks, and the suitability of the policies.
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 DetailsFINM3003 Financial Mathematics I (for FM Students)
金融数学 I
This course aims to provide students with recent developments in mathematical control theory and its applications to finance, such as application of stochastic control theory in financial economics. In particular, the course addresses a large spectrum of problems and techniques. The objective is to enable student to understand how control theory provides a large set of theoretical and computational tools with applications in finance. Other branches of control theory are found to have comparatively less applications to financial problems and the exchange of ideas and methods have intensified in recent years. This course establishes bridges between these separate fields.
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 DetailsFINM3093 Investments
投资学
This course aims at developing key concepts in investment theories from the perspective of a portfolio manager rather than an individual investor. The goal of this class is to provide students with a structure for thinking about investment theories and show them how to address investment problems in a systematic manner. It focuses on applications of financial theories to investments. Topics include portfolio optimisation and asset pricing theories, as well as their applications to problems in contemporary financial practice. The course also explores the application of various financial instruments in investment management and introduces the basic techniques of portfolio performance evaluation
Check DetailsFINM4003 Financial Mathematics II (for FM Students)
金融数学 II
This course aims to provide students with an understanding of basic results in martingale theory, familiarise them with the different martingales in different financial markets, so that they will know how to apply various martingales to price derivatives such as options.
Check DetailsFINM4004 Final Year Project I (FM)
毕业论文 I
The aim of the final-year project is to enable students to go through an independent learning experience, giving them a chance to develop skills, including the use of online and offline materials, the logical development of scientific arguments, thesis writing skills, presentation techniques and time management. Students need to demonstrate an integrated understanding of finance and mathematics through solving real-life problems.
Check DetailsFINM4033 Financial Modelling
金融建模
This course aims to help students learn the essential knowledge of using Excel spreadsheet functions and some software as decision-making tools for formulating suitable solutions to solve real-world financial and economic problems in the financial industry, and gain hands-on experience and professional skills of using Excel worksheet functions, pivot table, charts and VBA macros (Visual Basic Applications) for the practical implementation of financial models. It covers standard financial models in the areas of corporate finance, financial statement simulation, portfolio problems, option, portfolio insurance, duration, and immunisation.
Check DetailsMATH2023 Ordinary and Partial Differential Equations
常微分方程和偏微分方程
This course introduces various forms of ordinary differential equations and their solution methods using both analytical and numerical techniques. It also provides students with Fourier series and its applications, and various forms of partial differential equations and their solutions, methods using both analytical and numerical techniques.
Check DetailsMATH2033 Mathematical Statistics
数理统计学
Randomness plays a crucial role in various models in financial mathematics. To handle the random elements in these models, statistics comes into play. For financial mathematics practitioners, a good understanding of the mathematics behind statistics is important. This course aims at introducing to students statistics from the mathematical point of view. The topics covered will find applications in other disciplines.
Check DetailsSTAT2023 Advanced Probability
高等概率论
The course introduces basic concepts and techniques of measuring theoretic probability, familiarise students with random variable and various probability distributions from the perspective of measuring theoretic probability theory, and introduce some basic stochastic processes, martingales and their applications
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 Details