P15
MSc Financial Engineering
理學碩士(金融工程學)

Year of Entry

2019

Application Deadline

Local & Non-local : 31 Mar 2019

Mode of Study

Combined

Mode of Funding

Non-government-funded

Indicative Intake Target

45

Minimum No. of Credits Required

30

Class Schedule

Weekday daytime or evenings; and Saturdays

Normal Study Period

Full-time: 1 year
Part-time/Combined mode: 2 years

Maximum Study Period

Full-time: 2.5 years
Part-time/Combined mode: 5 years

Mode of Processing

Applications are processed on a rolling basis. Review of applications will start before the deadline and continue until all places are filled. Early applications are therefore strongly encouraged.
Programme Director
Dr Tao Li
BSc(Fudan), PhD(Washington University in St. Louis)
General Enquiries
EF Postgraduate Office
+852 3442 9583
Outline
Programme Aims and Objectives

The programme targets at helping students acquire advanced quantitative skills to analyze sophisticated derivative models, price and evaluate the risk of complex financial instruments, and develop appropriate risk management strategies.

Entrance Requirements

Applicants must:

  • hold a bachelor’s degree from a recognized university; and
  • preferably possess more than 1 year of work experience in the industry; and
  • have a strong foundation in quantitative analysis.

Applicants whose entrance qualification is obtained from an institution where the medium of instruction is not English should also fulfill the following minimum English proficiency requirement:

  • Score 550 (paper-based test) or 59 (revised paper-delivered test) or 79 (Internet-based test) in the Test of English as a Foreign Language (TOEFL); or
  • Overall band score of 6.5 in International English Language Testing System (IELTS); or
  • Score 490 in the new College English Test (CET-6) of Chinese mainland or a pass in the old CET-6 test; or
  • Other equivalent qualifications
Course Description

Core Courses

Students are required to take 8 required core courses (total 24 credit units).

  • Corporate Finance
  • Derivatives and Risk Management
  • Investments
  • Stochastic Calculus for Finance
  • Professional Seminars in Finance
  • Fixed Income Securities
  • Option Pricing
  • Spreadsheet Modeling in Finance

Electives

Students can choose 2 electives (total 6 credit units) from the list below:

  • Advanced Corporate Finance
  • Credit Risk Management
  • Financial Econometrics
  • Financial Systems, Markets and Instruments
  • International Financial Management
  • An elective in the following disciplines offered by the departments of the College of Business to suit students’ interests and career development needs: Accounting, Economics and Finance, Information Systems, Management, Management Science, and Marketing
† Combined mode: Local students taking programmes in combined mode can attend full-time (12-18 credit units per semester) or part-time (no more than 11 credit units per semester) study in different semesters without seeking approval from the University. For non-local students, they will be admitted to these programmes for either full-time or part-time studies. Non-local students must maintain the required credit load for their full-time or part-time studies and any changes will require approval from the University.