MBA Online

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

This course mainly introduces: basic concept of finance and financial engineering; the latest progress of global financial market; principles of finance innovation, including design of financial product and case discussion; principle of no-arbitrage, case analysis and case discussion; case discussion and case analysis of risk management; forward interest rate, forward exchange rate and their pricing; stock index futures pricing; interest swap, currency swap and their pricing; arbitrage and hedge in commodity futures market ; option pricing model (binominal pricing and Black-Scholes pricing model); theorem of option parity; analysis of delta hedge and gamma hedge; analysis of parameters; interest rate caps, floors , collars ,and their pricing ; complex option pricing, etc; In addition, there will be lots of discussion of integrated case about risk management and financial product innovation. This course is comprehensive, attaches importance to theory study, case study as well as empirical study.

Master Program
Advance topics in finance
Advanced Topics on Human Resources Management
Applied Econometrics
Applied Time Series Analysis
Brand Management
Data Mining and Applications
Decision Making
Enterpreneurship
Financial Economics
Financial Econometrics
Financial Engineering
Financial Statement Analysis
Game Theory
Industrial Organization
International Business
International Business:Theory and Empirical Research
International Trade
Internet System Development
IPHD Strategy 2008 Syllabus
Knowledge Management
Marketing Research
Organization and Management of Company
Project Management
Research in Consumer Behavior
Research Methods in Marketing
Seminar in Auditing Research
Security Markets and Investments
Seminars on Financial Accounting Research
Seminar on Management Accounting Research
Seminar on Marketing Classics
Seminar on Organizational Behavior
Strategy Implementation
Topics in Advanced Econometrics
Topics in Advanced Microeconomic Theory
Topics in MIS Research