V、Finance Major

◆Bachelor level

Applied Quantitative Finance
presents econometric analysis of financial data, training students to explore financial data, and the use of econometric software EVIEWS. Topics include data analysis and forecasting.

Bond Market
introduces with different kinds of bond products. The major factors of influencing bond price are explained, and the applications of bond products for investment and hedge are also discussed in the class.

Cases Study in Corporate Finance
develops a familiarity with, and the ability to use the tools and concepts of modern finance. The course will heavily rely on case studies and problem solving techniques to illustrate relevant concepts and theories.

Financial Innovations
provides for the undergraduate students to understand some basic concepts about financial innovations, including Black-Scholes model, trading strategies and swap.

Financial Risk Management
introduces financial risk management, with special emphasis on VAR (value at risk) measurement. To be concrete, our discussion will take banking risk management as the leading example. Nevertheless, the principle and method covered is quite general and should apply for all corporate risk managements.

Financial Mathematics
emphasizes financial application of managerial mathematics and operation research.  Including linear algebra, matrix operations, simple stochastic processes, differential equations and difference equations.

Fund Management
covers the study property manages asset management service. Understands the fund industry development tendency.

International Financial Management
aims to the multinational corporation’ astute management, which provides a background on the international financial environment that facilitates the operation and capital flow of international business. This course further aims to instruct students about the revolution of the globalization of financial markets.

Investment Psychology
introduces the Cognition Psychology and Social Cognition theories into Investment study, this course intends to explore profoundly about the sentimental impacts on investment decisions and behavior.

covers about investing in securities? short-term money market instruments, bonds, stocks, futures, options, swap, mutual funds, and so on,. Institutional details will be discussed, and the applications of investment principles and theories.

Management of Financial Institutions
aims to the excessive volatility and evolution of financial markets, financial institutions are subject to many shocks, even bank run. This course mainly focuses on operation management as well as returns and risk management in modern financial institutions.

Real Estate Management
aims to help students making decisions related to real property.? The course elements are intended to provide a challenging and rewarding learning experience that will equip you with an intellectually coherent framework for analyzing real estate management and techniques you are likely to encounter in the real world.

Security Market Analysis
introduces the capital market and to explain how to investment and trade securities in the capital market. The main structure and key players of the capital market are also discussed in the class. Students are required to read a number of major financial newspapers and magazines.

◆Master level

Behavioral Finance
behavioral finance is a newly developed school. Focusing on the impacts of psychological/social factors on the investment and financing decisions, it is very potential both academically and practically. This course not only introduces this young and promising field to students, but also trains them to integrate the psychology and social theories with traditional finance, and to apply them in practical/empirical analysis.

Financial Econometrics
aims at teaching the necessary statistical tools required for financial data analysis. Topics include basic statistical theory, time series analysis: ACF, PACF, forecasting, non-stationary data, and GARCH.

Financial Engineering
integrates financial economics and mathematical statistics, assisted by programming languages (Matlab, Gauss, C++ etc.) to practical applications. This course is taught by the use of case studies and applying theory of financial engineering to derivative markets, including hedging and arbitrage.

Financial Risk Management
provides students interested in gaining a deeper understanding of financial instruments and financial risk managements. We will cover topics on interest rates, bond pricing, credit structure and volatility, derivative financial contracts such as forwards, futures, options and swaps, and financial risk management.

Investment Banking and Venture Capital Management
offers students an understanding of the main business areas of an investment bank with particular focus on practices and developments, and venture capital management.

Topics in asset pricing
emphasizes asset pricing theory is the advanced topics for asset prices. Course uses the materials in John Cochrane’s (2001) Asset Pricing and Campbell J. and Viceiea L. M’s (2001) Strategic Asset Allocation.

Topics in Emerging Market Finance
introduces the characteristics of the emerging markets and the perspectives of future research. The course includes the adaptation of current models to new circumstances in emerging markets and the development of new models. For examples, economic growth, CAPM, foreign exchange rate exposures and market liquidity .