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Master of Science in Financial Engineering
Programme
Master of Science in Financial Engineering
理學碩士(金融工程學)
Award Title
Master of Science in Financial Engineering
理學碩士(金融工程學)
Offering Academic Unit
Department of Economics and Finance
Mode of Study
Combined mode

Normal Period of Study

1 year (full-time)
2 years (part-time/combined mode)

Maximum Period of Study

2.5 years (full-time)
5 years (part-time/combined mode)

Credit Units Required for Graduation

30

Programme Aims

This programme aims at helping students enhance their knowledge in financial engineering and develop strong analytical and quantitative skills to handle modern theories of financial derivatives.


Programme Intended Learning Outcomes (PILOs)

Upon successful completion of this Programme, students should be able to:
  1. Design innovative financial products and integrated solutions to meet the needs of financial industry.
  2. Apply modern mathematical tools to price complex financial instruments.
  3. Conduct numerical computations to handle modern financial models and explore real-life problem.
  4. Assess the risk of complicated portfolios and develop risk management and investment strategies.

Programme Requirements



1. Core Courses (24 credit units)

Course CodeCourse TitleCredit Units
EF5042Corporate Finance3
EF5050Derivatives and Risk Management3
EF5052Investments3
EF5063Professional Seminars in Finance3
EF5157Fixed Income Securities3
EF5210Option Pricing3
EF5213Spreadsheet Modeling in Finance3
EF5250Stochastic Calculus for Finance3

2. Electives (6 credit units)

Students are required to take 6 credit units from the courses listed below.

Course CodeCourse TitleCredit Units
EF5070Financial Econometrics3
EF5142Advanced Corporate Finance3
EF5143International Financial Management3
EF5340Credit Risk Management3
EF5342Financial Systems, Markets and Instruments3
CB Elective3

3. Additional Notes

Nil