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MFIN7007A Economics for Financial Analysis 1 Luk, Y.F. General Information This module provides the foundation in economics that is essential in financial analysis. The major topics include microeconomics, macroeconomics and international economics: consumer choice, costs and the supply of goods and services, competitive market structure, the role of government in the economy, national income accounting, business cycles, aggregate demand/supply, fiscal and monetary policies, the level and structure of interest rates, the role of expectations in economic analysis, economic growth, comparative advantages and international trade, international finance and foreign exchange markets. Appropriate references will be made to current issues in Hong Kong, the

Faculty of Economic at The University of Tokyo 5057: Regulations on Financial Markets and Institutions Winter Miwa The course deals with regulations on financial markets and institutions, including banks. The couse addresses a variety of cases on actual financial regulation in Japan. The details will be explained at the opening class.

MFIN7012A Fixed Income Securities & Interest Rate Modelling General Information “Fixed Income Securities” covers bonds, loans, swaps, and all financial instruments relating to interest rates. These securities make up a very substantial proportion of all investment and financing. In this course we will learn about the design, functions and modelling of these securities. We will also learn how these many instruments are related to each other, and how to manage the risk associated with them. We will also see how the Hong Kong market and the US market are related to each other. Extra Information Equivalent to MFIN6005 Fixed Income Securities and Their

FINA0501 Asian financial institutions Semester : 1 & 2 For Student of Year : 2 & 3 History and institutional aspects of financial markets in Hong Kong, Mainland China, Japan, Singapore and other Asian economies. Regulatory policies and practices.

MFIN7009 Financial Engineering 7 Zhang, Jin General Information Financial engineering is the design, development, and implementation of innovative financial products and of financial processes in the major market segments of currency, interest rates, equities, and commodities, for trading, investment, hedging, and risk management, using methods developed in finance, economics, mathematics, physics, and computational science. Potential topics include, but are not limited to, credit risk derivatives, insurance derivatives, exotic derivatives, volatility calibration, implementation of trading systems using Reuters, and advanced term structural models. Extra Information Prerequisite: Mathematical Techniques of Finance I

FB2801 Experiencing Hong Kong Course Aims & Objectives: The aims of this course are to enhance students understanding of the formation of cultures and subcultures; awareness of the formation of Hong Kong culture and it's subcultures. Upon completion of the course, students should have gained: First hand experiences of different aspects of Hong Kong culture Insights on the development of Hong Kong's many subcultures, and how they affect the livelihood of Hong Kong people Perception of the cultural development of Hong Kong in the future Units: 1 Level: A/B Keyword Syllabus: Concepts and definitions of culture and the making of Hong Kong culture. The power of media in the

MFIN6012A Risk Management 4 Tse, Maurice K.S. General Information This course is to provided a comprehensive analysis and measure of market, credit, liquidity, operations, model and other risks. Techniques such as Value-at-Risk methods, forcasting volatilities and correlations, Monte Carlo simulations, stress testing, Riskmetrics and their limitations will also be discussed. Examples and applications of these techniques to various financial instruments will be introduced. The course will also address compliance functions of dervatives departments. Extra Information Prerequisites: 1. Spreadsheet Modelling in Finance; and 2. Derivative Securities

ECON0603 The economic system of Hong Kong Semester : 2 For Student of Year : 2 & 3 The course provides a comprehensive discussion of the salient aspects of the Hong Kong economy. Topics include Hong Kong's national income accounting and economic development, the monetary system and exchange rate regime, the financial system, public finance and fiscal policy, external trade and foreign investment, economic relations with the Mainland, the labour market and employment, the property market and housing policy, regulation of public utilities and competition policy, industrial development and policy, and income distribution. Emphasis will be given to both economic analysis and institutional

FINA0106 Insurance: theory & practice Semester : 1 For Student of Year : 2 & 3 Insurance is the study of risk financing through risk pooling. The use of insurance to reduce the adverse financial impact in case of a loss has become an important element of financial and risk management in our society. This course will cover the theories underlying each major type of insurance products; the characteristics of the contractual agreements pertaining to insurance products; the structure of the insurance industry and its impact on the pricing of insurance products; the operation of insurance companies and the need for government regulations

ECON6007 Industrial Organization General Information This course covers alternative forms of economic organizations, including the contractual nature of the firm, the meaning of monopoly and patent rights, the extraction of consumer surplus, and the purpose of integration and franchise arrangements. Government regulations will be discussed whenever appropriate.

MFIN7012B Fixed Income Securities & Interest Rate Modelling 4 Gao, Xiaohui General Information “Fixed Income Securities” covers bonds, loans, swaps, and all financial instruments relating to interest rates. These securities make up a very substantial proportion of all investment and financing. In this course we will learn about the design, functions and modelling of these securities. We will also learn how these many instruments are related to each other, and how to manage the risk associated with them. We will also see how the Hong Kong market and the US market are related to each other. Extra Information Equivalent to MFIN6005 Fixed Income

MFIN7017 Advanced Option Pricing Model 6-7 Tse, Raymond General Information This course brings together the practical and theoretical knowledge taught in the other derivatives and risk management courses in the MFIN program to introduce some of the state-of-the-art option pricing models. The course dwells on the original insights of various authors for exotic option pricing and option pricing models with volatility smiles. In addition to the plain-vanilla European option model, the course discusses the continuous and discrete barrier, lookback, Asian, American, excursion option pricing models. It also discusses the jumps and stochastic volatility option pricing models, including the latest option pricing models

FINA0805 Real estate finance Semester : 2 For Student of Year : 2 & 3 An introduction to real estate economics, mortgage market, real estate auctions in Hong Kong, pre-sale market in Hong Kong, pricing of land and residential/commercial properties, mortgage-backed securities and mortgage company.

The University of Hong Kong Address Faculty of Business and Economics Room 733, 7th Floor, Meng Wah Complex The University of Hong Kong Pokfulam Road Hong Kong

MFIN7021 Corporate Risk Management 5 Li, Zhelei General Information This course covers a specific subset of topics in corporate finance including risk management, hedging, capital structure, and liquidity management. The basic idea of the course is that all corporate financial decision-making is some form of risk management. They are centered on notions of asset liability matching and should be well aligned with each other and with management and capital market expectations. The objective of the course is to explain the theory of corporate risk management and to demonstrate some of its real-world applications. In particular, we will describe a 4-step corporate risk