简 介
在短短16 个月内,学生将接受深入的金融课程学习,重点培养解决金融业面临的日益复杂问题所需的分析技能。
课程由四个学期组成。学生将完成两个为期四个月的学期,然后是一个为期四个月的假期,这将提供寻找工作、完成外部认证或发展语言技能的机会。学生将返回完成最后一个为期四个月的学期,以完成该课程。
你将学到什么:
经济学、会计学和统计学方面的基本技能和知识
如何将知识应用于现代金融的核心问题
使用 VBA、MegaStat、R.Matlab、Python、EViews 等程序的实践经验
通过选修课程与您的预期职业特别感兴趣和相关的主题
研究领域:
· Theory, foundations and knowledge in Economics, Finance, Mathematics, and Statistics, Financial Markets and Products
Capital structure and cost of capital
Capital asset pricing models
Regression analysis
GARCH and stochastic volatility models
Fixed-income securities and their markets
Stock price discovery process and return anomalies
Black-Scholes-Merton option pricing model
Stochastic calculus and Ito’s lemma
· Practical and in-depth understanding of Quantitative Analysis; Advanced Valuation Methodologies and Risk Models
Monte Carlo simulation
Finite difference methods
Forecasting and optimization in finance
Derivatives pricing and hedging strategies
Arbitrage pricing, Fama-French models, APT
Hull-White model, HJM forward rate model, LIBOR market models
Credit risk modeling
Risk budgeting and optimization
Value-at-risk and expected shortfall
项目情况
项目时长:4个学期 16个月
授课地点:加拿大 安大略省 汉密尔顿