Financial Engineering

Comprehensive Experiment of Financial Engineering

Release Date: 2017-09-22

1.Basic Course Information

Course Code:055122
Course Name:Comprehensive Experiment of Financial Engineering
Course Type:Specialty Course
Periods:32
Credits:2
Target Students:Undergraduates majoring in Financial Engineering
Assessment:Test
Preparatory Courses:Investment, Financial Engineering,Financial Econometrics

2.Brief Course Introduction

Comprehensive Experiments of Financial Engineering is one of the important basic courses for each major in the Department of Financial Engineering, and it is arranged in the fifth semester. The previous courses include Microeconomics, Macroeconomics, Finance, Probability Theory and Mathematical Statistics, Financial Engineering, Econometrics and so on. It is not only the specific application of the theory of financial engineering in practice, the basis of applying computer software to solve practical problems under the guidance of financial engineering theory, but also to understand the course of finance, financial engineering, econometrics, etc. The main content is to study the practical problems in financial risk analysis using Stata.
The topics include the following important sections: review of financial engineering theories; introduces the financial risk analysis; financial data analysis; introduction to Stata; programming structure; case analysis of financial time series using Stata; financial forecasting Using Stata; randomized financial experiment.