Download Quantitative Finance - CUHK Business School

Quantitative Finance
Applicable to students admitted in 2013-14
Major Programme Requirement
Students are required to complete a minimum of 69 units of courses as follows:
1.
Faculty Package:
ACCT1111, DSME1030, 1040
2.
(a)
(b)
(c)
(d)
(e)
Required Courses:
FINA3080, MATH1010, 1030, 2010#
ACCT3141# or CSCI2520# or DSME2051# or SEEM3540#
CSCI1510 or 1520 or 1530 or 1540 or 1580
{DSME2011# and (DSME2021# or FINA2020)} or {STAT2001# and 2006#}
FINA2010 or 2110
Units
9
27
3. Elective Courses:
33
(a) At least 9 units of Quantitative Methods courses from the following:
DSME4130#, ECON3121#, 4120#, FINA3220, 4210, 4220, 4250, 4260,
MATH3210#, 3220#, 3230#, 3240#, 3270#, 3280#, 3290#, 3310#, 3320#,
4220#, 4230#, 4240#, SEEM3440#, STAT3007#, 3008#, 4002#, 4003#, 4004#,
4005#, 4006#, 4008#
(b) At least 12 units of Business courses from the following, including at least 6
units of FINA courses, but no more than 6 one-unit courses:
ACCT2121, 4214#, 4251#, FINA2210, 3010, 3020, 3030, 3040, 3060, 3070,
3110, 3210, 3230, 3240, 3280, 3310, 3320, 3330, 3340, 3350, 3360, 4010, 4020,
4030, 4040, 4050, 4060, 4230, 4240, 4310, 4320, 4330, 4340, 4350,
IBBA3020#, MGNT1020, 4010#, MKTG2010#
(c) At least 9 units of Core courses from the following:
FINA4110, 4120, 4150, 4160, 4370
(d) At least 3 units of Capstone / Research courses from the following:
FINA4130, 4140, 4190, 4380, 4390, 6232, 6242, 6252
Total:
69
Explanatory Notes:
1. FINA courses at 2000 and above level as well as those labeled with # will be included in the
calculation of Major GPA for honours classification.
2. Completion of an eligible second major or minor programme from the Faculty of Engineering
(Computer Science, Electronic Engineering, Information Engineering, Web and Cloud
Computing) or the Faculty of Science (Mathematics, Physics, Risk Management Science,
Statistics) is deemed to have satisfied 3(a) Quantitative Methods area of elective courses
requirement. Only courses that satisfied the requirement of 3(a) will be included in the
calculation of the student’s Major GPA.
First Year of
Attendance
Recommended Course Pattern
1st term
Faculty Package: ACCT1111, DSME1030
Major Required: MATH1010
Major Elective(s):
Units
6
3
Second Year
of Attendance
Third Year of
Attendance
Fourth Year
of Attendance
2nd term
Faculty Package: DSME1040
Major Required: FINA2010 or 2110, MATH1030
Major Elective(s):
1st term
Major Required: CSCI1510 or 1520 or 1530 or 1540 or 1580,
DSME2011 or STAT2001, FINA3080, MATH2010
Major Elective(s):
2nd term
Major Required: ACCT3141 or CSCI2520 or DSME2051 or
SEEM3540, DSME2021 or FINA2020 or STAT2006
Major Elective(s): 6 units from Business electives
1st term
Major Required:
Major Elective(s): 12 units from Quantitative Methods, Business, and
Core electives
2nd term
Major Required:
Major Elective(s): 12 units from Quantitative Methods, Business, and
Core electives
1st term
Major Required:
Major Elective(s): 3 units from Capstone / Research electives
2nd term
Major Required:
Major Elective(s):
Total (including Faculty Package):
3
6
12-13
6
6
12
12
3
69-70
Course List
Course Code
Faculty Package
ACCT1111
DSME1030
DSME1040
Required Courses
ACCT3141
CSCI1510
CSCI1520
CSCI1530
CSCI1540
CSCI1580
CSCI2520
DSME2011
DSME2021
DSME2051
FINA2010
FINA2020
FINA2110
FINA3080
MATH1010
MATH1030
MATH2010
Course Title
Unit(s)
Foundations in Financial Accounting
Economics for Business Studies I
Economics for Business Studies II
3
3
3
Accounting Information Systems
Computer Principles and C Programming
Computer Principles and C++ Programming
Computer Principles and Java Programming
Fundamental Computing with C++
Visual Programming
Data Structures and Applications
Statistical Analysis for Business Decisions
Applied Econometrics for Business Decisions
Business Information Systems
Financial Management
Introduction to Empirical Methods in Finance
Financial Management: Foundations and Analysis
Investment Analysis and Portfolio Management
University Mathematics
Linear Algebra I
Advanced Calculus I
3
3
3
3
3
3
3
4
3
3
3
3
3
3
3
3
3
SEEM3540
Concepts of Information Systems
STAT2001
Basic Concepts in Statistics and Probability I
STAT2006
Basic Concepts in Statistics and Probability II
Elective Courses
Quantitative Methods
DSME4130
Business Applications Programming
ECON3121
Introductory Econometrics
ECON4120
Applied Forecasting Methods
FINA3220
Actuarial Models I
FINA4210
Actuarial Models II
FINA4220
Construction and Evaluation of Actuarial Models I
FINA4250
Applications of Risk Models
FINA4260
Construction and Evaluation of Actuarial Models II
MATH3210
Linear Programming
MATH3220
Operations Research & Logistics
MATH3230
Numerical Analysis
MATH3240
Numerical Methods for Differential Equations
MATH3270
Ordinary Differential Equations
MATH3280
Introductory Probability
MATH3290
Mathematical Modeling
MATH3310
Computational and Applied Mathematics
MATH3320
Scientific Computing
MATH4220
Partial Differential Equations
MATH4230
Optimization Theory
MATH4240
Stochastic Processes
SEEM3440
Operations Research II
STAT3007
Introduction to Stochastic Processes
STAT3008
Applied Regression Analysis
STAT4002
Multivariate Techniques with Business Applications
STAT4003
Statistical Inference
STAT4004
Actuarial Science
STAT4005
Time Series
STAT4006
Categorical Data Analysis
STAT4008
Survival Modelling
Business
ACCT2121
Introductory Management Accounting
ACCT4214
Applied Financial Statement Analysis
ACCT4251
Securities Regulation
FINA2210
Interest Theory and Finance
FINA3010
Financial Markets
FINA3020
International Finance
FINA3030
Management of Financial Institutions
FINA3040
Central Banking and Regulations of Financial Institutions
FINA3060
Real Estate Finance and Investment
FINA3070
Corporate Finance: Theory and Practice
FINA3110
Issues in Finance
FINA3210
Risk Management and Insurance
FINA3230
Life and Health Insurance
FINA3240
Corporate Property and Liability Insurance
FINA3280
Insurance Company Operations and Management
FINA3310
Introduction to Investment Banking
FINA3320
Introduction to Credit Rating
FINA3330
Introduction to Alternative Investment
3
3
3
3
3
3
3
3
3
3
3
3
3
3
3
3
3
3
3
3
3
3
3
3
3
3
3
3
3
3
3
3
3
3
3
3
3
3
3
3
3
3
3
3
3
3
3
1
1
1
FINA3340
Trading Strategies: Behavioral and Technical Analysis
FINA3350
Foreign Exchange Market Practices
FINA3360
Derivative Warrants, Proprietary and Arbitrage Trading Concepts
FINA4010
Security Analysis
FINA4020
Fund Management and Asset Allocation
FINA4030
Selected Topics in Finance
FINA4040
Cases in Corporate Finance
FINA4050
Mergers and Acquisitions
FINA4060
China Finance
FINA4230
Reinsurance and Alternative Risk Transfer
FINA4240
Employee Benefits, Retirement and Estate Planning
FINA4310
China Banking and Financial System
FINA4320
China Equity Securities Market
FINA4330
China Derivative Securities Market
FINA4340
Structured Products: Fundamentals and Analysis
FINA4350
Bond Markets: Analysis and Strategies
IBBA3020
Corporate Social Responsibilities: Distinguished Speaker Series
MGNT1020
Principles of Management
MGNT4010
Business Policy and Strategy
MKTG2010
Marketing Management
Core
FINA4110
Options and Futures
FINA4120
Fixed Income Securities Analysis
FINA4150
Quantitative Methods for Financial Derivatives
FINA4160
Intermediate Financial Theory
FINA4370
Derivatives Trading: Analysis and Strategies
Capstone / Research
FINA4130
Empirical Finance
FINA4140
Computational Finance
FINA4190
Research Project in Quantitative Finance
FINA4380
Algorithmic Trading Strategies, Arbitrage and HFT
FINA4390
Banking and Finance Practicum
FINA6232
Seminar in Asset Pricing
FINA6242
Seminar in Corporate Finance
FINA6252
Empirical Methods in Finance
1
1
1
3
3
3
3
3
3
3
3
1
1
1
1
1
1
3
3
3
3
3
3
3
3
3
3
3
3
3
3
3
3