EE6627 - Quantitative Finance: Principles and Applications | ||||||||||
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| * The offering term is subject to change without prior notice | ||||||||||
Course Aims | ||||||||||
This course aims to introduce students from science and engineering backgrounds to the quantitative methods and techniques applicable in the field of finance. The course will cover a wide range of topics, including financial markets, asset pricing models, portfolio optimization, derivative pricing, and quantitative trading. Prior exposure to linear algebra, probability theory, and programming would be required for students to fully engage with the technical content of this course. Prior exposure to basic finance concepts would be beneficial but not mandatory. | ||||||||||
Assessment (Indicative only, please check the detailed course information) | ||||||||||
Continuous Assessment: 50% | ||||||||||
Examination: 50% | ||||||||||
Examination Duration: 2 hours | ||||||||||
Min. Continuous Assessment Passing Requirement: 30% | ||||||||||
Min. Examination Passing Requirement: 30% | ||||||||||
To pass the course, students are required to achieve at least 30% in course work and 30% in the examination. | ||||||||||
Detailed Course Information | ||||||||||
| EE6627.pdf | ||||||||||
