Course Detail
Course code
42Z159913
Key area of study
A12 - Sciences
Course name (English)
ADVANCED TOPICS IN QUANTITATIVE FINANCE (MODULE FROM MASTER OF SCIENCE IN QUANTITATIVE FINANCE AND FINTECH)
Course name (Chinese)
---
Institution name (English)
THE HONG KONG POLYTECHNIC UNIVERSITY (POLYU)
Institution name (Chinese)
香港理工大學
Institution code
004
Institution phone
Course fee (HK$)
$38700
QR Number
24/000315/L6
CEF Eligible Online Course
No
QF Level
6
Award
Others
Remark
Notes / 附註:*APPLICANT PURSUING THIS COURSE WITH COURSE COMMENCEMENT DATE FALLING AFTER 1 SEPTEMBER 2028 IS NOT ELIGIBLE TO CLAIM REIMBURSEMENT FROM CEF. / 申請人報讀於二零二八年九月一日後開課的課程並不能申領基金發還款項。
Entry Requirements / 入學要求:
Bachelor’s degree in mathematics, statistics, business, finance, science, computer science, engineering, or the equivalent. Applicants with a Bachelor’s degree in other disciplines and an adequate background in mathematics or IT will also be considered.
Course Outline / 課程大綱:
(1) VIX, VOLATILITY PRODUCTS, CONVERTIBLE BONDS (9 HOURS) (2) MBS, GUARANTEED MINIMUM WITHDRAWAL BENEFITS (6 HOURS) (3) MODELS BEYOND THE BLACK-SCHOLES WORLD (9 HOURS) (4) MOMENTUM TRADING, OPTIMAL TRADING STRATEGIES (15 HOURS)
Instructors' Qualifications / 導師資歷:
(1) PhD in Mathematics / Statistics or equivalent; OR (2) Master Degree in Mathematics / Statistics or equivalent; AND at least 3 years of post-qualification teaching experience.
Assessment / 課程評核要求:
(A) Assessment Items and Their Weightings: (1) 50% CONTINUOUS ASSESSMENT AND (2) 50% EXAMINATION (B) Completion Requirements: (1) Attendance Requirement: 70% or above; (2) Passing Grade: D (at least equivalent to 40%) or above. (C) CEF Reimbursement Requirements: (1) Attendance Requirement: 70% or above; (2) Overall Passing Mark: 50% or above.
Delivery Mode / 授課模式:
39 Hours; FT or PT
Course Duration / 課時:
13 weeks
Effective Date / 課程生效日期:
02/09/2024
CEF Registration Invalid From / 基金課程登記失效日期:
02/09/2028