Finance Engineering

Course No.: SMJ2222123     Credit(s):2

Course Description

Financial engineering is an important core course of finance. This course systematically introduces the basic theories and applications of financial engineering, helps students to understand the current financial derivatives market in China and master new financial products and the basic theory of financial instrument development.

Course Learning Outcomes

After studying the course, students can grasp the relevant theories and methods of the financial engineering. For example, learn to use new financial products to avoid all kinds of financial risk, use financial derivative instruments to hedge, can apply the theories to design all kinds of financial products and tools, solve the real economic problems in finance creatively, should have excellent diatheses and abilities to engage in financial work.

Relationship to Other Courses

Pre-requisites: Economics, Money and Banking,Probability Theory and Mathematical Statistics, Stock Investment.

Textbook and Reading Lists

Textbook:

Zhenlong Zheng, Finance Engineering (4th edition). Higher Education Press, 2016.9.

Suggested reading lists:

Scott Mason, Financial Engineering Cases. Trans. Weixiong Hu, Dongbei University of Finance and Economics Press.

Luohua Zhou, Finance Engineering (1st edition). Shanghai University of Finance and Economics Press, 2004.

Gongmeng Chen, Wenfeng Wu, Finance Engineering. Tsinghua University Press, 2003.

Course Assessment

Course Schedule