Course Information
(Tuition Fee HK$8,200 per credit)
Course Overview
Programme Aims and Objectives
Introduction
The programme emphasizes the development of students’ ability to evaluate and develop financial business and statistical models. It also provides students with the theoretical knowledge necessary for complex financial and insurance operations. Furthermore, the programme enhances their mathematical and computational skills in Financial Mathematics and Risk Management.
Graduates should be able to price various modern financial and insurance products and to assess and manage financial and insurance risks. The programme will significantly enhance the competitiveness of our graduates in the job market. It is expected that students majoring in areas like Financial Engineering, Actuarial Science, Mathematics, Statistics, Physics, Engineering, Computing and Information Technology, as well as professionals from both finance and insurance industries will benefit from this master degree programme.
What You’ll Learn
Course Description
Students are required to complete a minimum of 30 or 31 credit units.
Course Type
- Core courses 15 credit units
- Elective 15 or 16 credit units
- Total 30 or 31 credit units
Students are required to take the following core courses and select courses from a pool of elective courses listed below:
Cores
Financial Mathematics in Derivative Markets
Statistical Data Analysis
Stochastic Analysis in Finance
Advanced Stochastic Analysis in Finance
Statistical Modelling for Data Mining
Electives
Applied Partial Differential Equations
Numerical Partial Differential Equations
Project (1 credit unit)
Dissertation (6 credit units)
Stochastic Interest Rate Models
Programming and Computing in Financial Engineering
Introduction to Statistical Learning
Special Topics
Statistical Analysis of Financial Big Data
Statistical Methods and Calibration in Finance and Actuarial Science
Corporate Finance (Department of Economics and Finance)
Credit Risk Management (Department of Economics and Finance)
Times Series Analysis (Department of Biostatistics)
* All courses to be offered or not will be subject to host department's final decision and may vary from term to term.
Skills covered in this course
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