中職學(xué)校招生網(wǎng)_55px.com.cn

新加坡國立大學(xué)的金融工程碩士有哪些可以申請(qǐng)

2025-09-01 09:36:07

以下是關(guān)于新加坡國立大學(xué)的金融工程碩士有哪些可以申請(qǐng)的介紹

Risk Management Institute風(fēng)險(xiǎn)管理學(xué)院

Master of Science (Financial Engineering)金融工程

專業(yè)介紹:

金融工程理學(xué)碩士(MFE)是一個(gè)多學(xué)科計(jì)劃,將金融,數(shù)學(xué)和計(jì)算與實(shí)際方向相結(jié)合,以解決金融問題。MFE由新加坡國立大學(xué)金融工程中心于1999年推出,該中心是RMI的前身。它旨在為金融和銀行業(yè)專業(yè)人士以及應(yīng)屆畢業(yè)生提供金融創(chuàng)新和技術(shù)方面的現(xiàn)有知識(shí)和技能。領(lǐng)域知識(shí)包括金融產(chǎn)品開發(fā),價(jià)格建模,對(duì)沖,投資技術(shù),風(fēng)險(xiǎn)分析和計(jì)算方法。

有MFE課程可供選擇,而RMI MFE通過努力塑造學(xué)生成為“實(shí)干家” - 具有解決復(fù)雜財(cái)務(wù)問題所必需的理論背景和解決這些問題的實(shí)用技術(shù)訣竅的人而脫穎而出。

RMI是推動(dòng)風(fēng)險(xiǎn)管理挑戰(zhàn)創(chuàng)新解決方案的全球***。我們提供的環(huán)境可以創(chuàng)造新的創(chuàng)意,并將創(chuàng)新的解決方案付諸實(shí)踐。我們于2009年7月推出的旗艦非營利性信用研究計(jì)劃將信用評(píng)級(jí)視為“公共產(chǎn)品”,并以維基百科的精神接近評(píng)級(jí)方法開發(fā)。今天,RMI為全球100多個(gè)經(jīng)濟(jì)體中超過35,000家上市公司提供每日更新的默認(rèn)預(yù)測。作為RMI的MFE學(xué)生,您將有一個(gè)獨(dú)特的機(jī)會(huì)來磨練研究技能,并為建立世界金融基礎(chǔ)設(shè)施的關(guān)鍵部分做出貢獻(xiàn)。

MFE學(xué)位由新加坡國立大學(xué)頒發(fā),由RMI管理。其教學(xué)人員包括新加坡國立大學(xué)各部門的學(xué)術(shù)人員,如金融系,數(shù)學(xué)系,統(tǒng)計(jì)學(xué)和應(yīng)用概率系,以及金融業(yè)從業(yè)人員。這是一個(gè)多學(xué)科的計(jì)劃,它吸取了新國大學(xué)各個(gè)院系的既定優(yōu)勢。一些模塊由相關(guān)領(lǐng)域的***銀行家和工業(yè)家共同教授。還有一個(gè)選修模塊,將在一周內(nèi)以密集的速度進(jìn)行,將在海外進(jìn)行。以前的海外模塊由牛津大學(xué),普林斯頓大學(xué)和滑鐵盧大學(xué)主辦。

開學(xué)時(shí)間預(yù)測(數(shù)據(jù)為往年僅供參考):

新加坡國立大學(xué)MFE計(jì)劃每年有一次入學(xué),每年八月入學(xué)。該計(jì)劃作為全日制課程,兼職課程以及遠(yuǎn)程學(xué)習(xí)課程提供。

申請(qǐng)要求:

Goo 4-year unergrauate egree or an honours egree.

Goo TOEFL* or IELTS* score if English was not the meium of instruction in unergrauate stuies.

GMAT* or GRE* score (optional).

良好的4年制本科學(xué)位或榮譽(yù)學(xué)位。

如果英語不是本科學(xué)習(xí)的教學(xué)媒介,那么***的托福或雅思成績。

GMAT *或GRE *分?jǐn)?shù)(可選)

申請(qǐng)費(fèi):50新幣

學(xué)費(fèi):48000新幣

申請(qǐng)成功的學(xué)生平均成績:

Acaemic Qualification

Average GMAT Total: 706 Average GRE:

· Quantitative 168

· Verbal 156

· Analytical Writing 3.6

Average TOEFL: 104

Average IELTS Overall Ban Score: 7

Highest Level of Degrees Earne

· Bachelor's: 97%

· Master's an PhD: 3%

Locations of Unergrauate Institutions: 9

課程介紹:

要從該計(jì)劃畢業(yè),每位候選人需要完成40個(gè)模塊學(xué)分。在課程中,五個(gè)是核心(必修)模塊和一個(gè)核心金融工程項(xiàng)目。至少有四個(gè)選修模塊可以從十四個(gè)中選出,盡管有些選修課可能不會(huì)每年提供。除非另有說明,否則所有模塊均為4個(gè)模塊化積分(MC)。

候選人必須在比較好年至少完成三個(gè)模塊。所有考生只有在完成五個(gè)必修單元或完成同一學(xué)期或?qū)W期的剩余必修單元后才能參加金融工程項(xiàng)目單元。

畢業(yè)時(shí)需要***累積平均點(diǎn)(CAP)3.00。

單擊下面的每個(gè)模塊以獲取更多信息。

必修課程

FE5101 Derivatives an Fixe Income 衍生工具和固定收益

Basic theories of futures, options, an swaps pricing. Funamental concepts of no arbitrage equilibrium an also risk premia. Heging techniques an the Greeks. Fixe Income securities analytics. Yiel curve analyses. Extensions to asset-backe securities an asset securitization issues. Structure notes an embee options. Corporate ebts an convertibles.

期貨、期權(quán)和掉期定價(jià)的基本理論。無套利均衡和風(fēng)險(xiǎn)溢價(jià)的基本概念。對(duì)沖技術(shù)和希臘人。固定收益證券分析。收益率曲線分析。資產(chǎn)支持證券和資產(chǎn)證券化問題的擴(kuò)展。結(jié)構(gòu)化注釋和嵌入選項(xiàng)。公司債務(wù)和可轉(zhuǎn)換債券。

FE5107 Risk Analyses an Management 風(fēng)險(xiǎn)分析和管理

Market risk. Value-at-Risk measures an problems. Parametric historical, an simulations VAR. Alternative securities risk an erivatives risk measurements. Delta-normal VARs an applications to ifferent proucts. Creit risks an measurements. Liquiity, operational risk, legal risk, settlement risk, moel risk, tax risk an others, Stress testing, Accounting an legal compliance. Some esting moels an Risk Management best practices.

市場風(fēng)險(xiǎn)。風(fēng)險(xiǎn)價(jià)值措施和問題。參數(shù)歷史和模擬變量替代證券風(fēng)險(xiǎn)和衍生產(chǎn)品風(fēng)險(xiǎn)度量。三角法變?nèi)萜骷捌湓诓煌a(chǎn)品上的應(yīng)用。信用風(fēng)險(xiǎn)和度量。流動(dòng)性、操作風(fēng)險(xiǎn)、法律風(fēng)險(xiǎn)、結(jié)算風(fēng)險(xiǎn)、模型風(fēng)險(xiǎn)、稅務(wù)風(fēng)險(xiǎn)和其他風(fēng)險(xiǎn)、壓力測試、會(huì)計(jì)和法律合規(guī)性。一些現(xiàn)有的模型和風(fēng)險(xiǎn)管理***實(shí)踐。

FE5110 Financial Engineering Project 金融工程項(xiàng)目

Stuents are encourage to work on a project relate to an actual problem at work involving financial engineering solutions. Otherwise stuents coul work on a new prouct or process iea, or a etaile case stuy. The report about 60x ouble-space A4 pages incluing appenixes shoul be carefully written an submitte.

鼓勵(lì)學(xué)生從事與實(shí)際工作問題有關(guān)的項(xiàng)目,包括金融工程解決方案。否則,學(xué)生可以研究一個(gè)新的產(chǎn)品或過程想法,或者一個(gè)詳細(xì)的案例研究。應(yīng)仔細(xì)編寫并提交包括附錄在內(nèi)的60x雙行距A4頁面的報(bào)告。

FE5112 Stochastic Calculus an Quantitative Methos 隨機(jī)微積分和定量方法

This moule will cover the funamental concepts of stochastic calculus as well as quantitative methos that are relevant to financial engineering. The topics inclue Wiener processes, stochastic integrals, stochastic ifferential equations, Ito’s lemma, the martingale principle an risk neutral pricing. It will also cover important topics in linear algebra an optimization.

本單元將介紹隨機(jī)微積分的基本概念以及與金融工程相關(guān)的定量方法。主題包括維納過程,隨機(jī)積分,隨機(jī)微分方程,伊藤引理,鞅原理和風(fēng)險(xiǎn)中性定價(jià)。它還將涵蓋線性代數(shù)和優(yōu)化中的重要主題。

FE5116 Programming an Avance Numerical Methos 編程和高級(jí)數(shù)值方法

This moule will cover both computer programming an numerical methos. On the programming sie, this moule will cover Octave language. The emphasis will be given to programming to solve financial engineering problems. On the numerical methos sie, this moule will cover finite ifference, iscretization an Monte Carlo simulation methos.

該模塊將涵蓋計(jì)算機(jī)編程和數(shù)值方法。在編程方面,該模塊將涵蓋Octave語言。 將重點(diǎn)放在編程以解決金融工程問題。 在數(shù)值方法方面,該模塊將涵蓋有限差分,離散化和蒙特卡羅模擬方法。

FE5209 Financial Econometrics 金融計(jì)量經(jīng)濟(jì)學(xué)

The statistical moelling an forecasting of financial time series, with application to share prices, exchange rates an interest rates. Market microstructure. Specification, estimation an testing of asset pricing moels incluing the capital asset pricing moel an extensions; Moelling of volatility. Practical application of volatility forecasting. Estimating continuous time moels.

金融時(shí)間預(yù)測(數(shù)據(jù)為往年僅供參考)序列的統(tǒng)計(jì)建模和預(yù)測,適用于股價(jià),匯率和利率。市場微觀結(jié)構(gòu)。資產(chǎn)定價(jià)模型的規(guī)范,估算和測試,包括資本資產(chǎn)定價(jià)模型和擴(kuò)展; 波動(dòng)率模型。 波動(dòng)率預(yù)測的實(shí)際應(yīng)用。 估計(jì)連續(xù)時(shí)間預(yù)測(數(shù)據(jù)為往年僅供參考)模型。

選修課程

FE5103 Equity Proucts an Exotics 股權(quán)產(chǎn)品和異國情調(diào)

Covere warrants, equity warrants an options, subscription rights, stock inex futures an options, an other equity erivatives. Issues of pricing an heging. Institutional constraints. Portfolio management an other investment strategies. Path-epenent options such as Asian options, barrier options, lookback options, an forwar-start options. Sprea options, rainbow options, quantos, exchange options, basket options, as-you-like options, power options, igital options, an others. Pricing techniques an risk management purposes.

涵蓋認(rèn)股權(quán)證,權(quán)益認(rèn)股權(quán)證及期權(quán),認(rèn)購權(quán),股指期貨及期權(quán)及其他股本衍生工具。定價(jià)和對(duì)沖問題。制度約束。投資組合管理和其他投資策略。路徑相關(guān)選項(xiàng),例如亞洲選項(xiàng),障礙選項(xiàng),回顧選項(xiàng)和前向啟動(dòng)選項(xiàng)。點(diǎn)差選項(xiàng),彩虹選項(xiàng),量子,交換選項(xiàng),購物籃選項(xiàng),如您喜歡的選項(xiàng),電源選項(xiàng),數(shù)字選項(xiàng)等。定價(jià)技術(shù)和風(fēng)險(xiǎn)管理目的。

FE5105 Corporate Financing an Risk 企業(yè)融資和風(fēng)險(xiǎn)

Financial Markets an Instruments. Management of foreign exchange, money market, an erivatives esks. Asset-Liability management. Regulatory issues. Corporate Valuation, restructuring, leverage buyouts, mergers an acquisitions. Issues of eal structures an management of cashflows.

金融市場和工具。管理外匯、貨幣市場和衍生品交易臺(tái)。資產(chǎn)負(fù)債管理。監(jiān)管問題。公司估值、重組、杠桿收購、兼并和收購。交易結(jié)構(gòu)和現(xiàn)金流管理問題。

FE5108 Portfolio Theory an Investments 投資組合理論與投資

Portfolio Optimisation Theory. Capital Asset Pricing Moels. Arbitrage Pricing Theories. Factor Moels. Market Neutral Strategies. Abnormalities an Market Mispricing. Asset Allocation an Dynamic Portfolio Optimization. Portfolio Insurance Problems, an Global Funs Management.

投資組合優(yōu)化理論資本資產(chǎn)定價(jià)模型。套利定價(jià)理論。因子模型。市場中性策略。異常與市場錯(cuò)誤定價(jià)。資產(chǎn)配置和動(dòng)態(tài)投資組合優(yōu)化。投資組合保險(xiǎn)問題和全球基金管理。

FE5208 Term Structure an Interest Rate Derivatives 期限結(jié)構(gòu)和利率衍生品

This moule will cover both term structure moels as well as the valuations of interest rate erivatives. The topics covere inclue Vasicek , Ho-Lee, Cox-Ingersoll-Ross (CIR), Heath-Jarrow-Morton (HJM) an LIBOR market moels. On the numerical sie it will cover Black-Derman-Toy (BDT) an Hull-White moels as well as some simulation methos.

本單元將涵蓋期限結(jié)構(gòu)模型以及利率衍生工具的估值。涵蓋的主題包括Vasicek,Ho-Lee,Cox-Ingersoll-Ross(CIR),Heath-Jarrow-Morton(HJM)和LIBOR市場模型。 在數(shù)值方面,它將涵蓋Black-Derman-Toy(BDT)和Hull-White模型以及一些模擬方法。

FE5210 Research Methos in Finance 財(cái)務(wù)研究方法

This moule aims to facilitate stuents in eveloping the basic skills for inepenent research, an to promote their motivations an interests in fining an solving problems. During the stuy of a research question, stuents are to emonstrate their progress in acquiring techniques, an to evelop presentation skills incluing effective oral communication an scientific research report writing. Offerings of this moule in ifferent years may have ifferent areas of focus.

本單元旨在幫助學(xué)生培養(yǎng)***研究的基本技能,并促進(jìn)他們尋找和解決問題的動(dòng)機(jī)和興趣。在研究問題的過程中,學(xué)生將展示他們?cè)讷@取技術(shù)方面的進(jìn)展,并發(fā)展演講技巧,包括有效的口頭交流和科學(xué)研究報(bào)告撰寫。這個(gè)模塊在不同年份的產(chǎn)品可能有不同的重點(diǎn)領(lǐng)域。

FE5211 Seminar in Financial Engineering 金融工程研討會(huì)

Topics relating to financial engineering.

與金融工程有關(guān)的主題。

FE5215 Seminar in Financial Prouct Innovations 金融產(chǎn)品創(chuàng)新研討會(huì)

New topics an areas in financial proucts evelopment an market applications.

金融產(chǎn)品開發(fā)和市場應(yīng)用的新主題和領(lǐng)域。

FE5216 Financial Technology Innovations Seminar 金融技術(shù)創(chuàng)新研討會(huì)

New topic an areas in financial technologies incluing information technology applications, electronic commerce, an other electronic applications to finance problems.

金融技術(shù)的新主題和領(lǐng)域,包括信息技術(shù)應(yīng)用,電子商務(wù)和其他電子應(yīng)用,以解決問題。

FE5217 Seminar in Risk Management an Alternative Investment 風(fēng)險(xiǎn)管理和另類投資研討會(huì)

Topics woul cover various alternative investments an risk management.

主題將涵蓋各種替代投資和風(fēng)險(xiǎn)管理。

FE5218 Creit Risk 信用風(fēng)險(xiǎn)

The course consists of two parts - (i) statistical creit rating moels an (ii) creit erivatives. The first part woul cover various statistical creit rating moels incluing Altman’s Z-score, logistic regression, artificial neural network an intensity moels. The secon part will cover various moels use to price creit erivative as well as tools use to manage creit risk. The topics covere woul inclue real an risk neutral probabilities of efault, RiskMetricsTM, CreitRisk+, efault correlation, Copula, Basket efault swap, CDOs etc.

該課程由兩部分組成 - (i)統(tǒng)計(jì)信用評(píng)級(jí)模型和(ii)信用衍生工具。比較好部分將涵蓋各種統(tǒng)計(jì)信用評(píng)級(jí)模型,包括Altman的Z評(píng)分,邏輯回歸,人工神經(jīng)網(wǎng)絡(luò)和強(qiáng)度模型。第二部分將介紹用于定價(jià)信用衍生品的各種模型以及用于管理信用風(fēng)險(xiǎn)的工具。涵蓋的主題包括違約的實(shí)際和風(fēng)險(xiǎn)中性概率,RiskMetricsTM,CreitRisk +,默認(rèn)關(guān)聯(lián),Copula,籃子默認(rèn)交換,CDO等。

FE5219 Creit Analytics Practicum 信用分析實(shí)習(xí)

This moule will provie stuents with the opportunity to work on real-worl problems in quantitative creit analysis. The moule will be project base within either a research or inustry environment. Stuents will gain a etaile knowlege of the project subject matter, along with an overall unerstaning of quantitative creit analysis.

The projects will be group-base with up to three stuents in a group. Most of the groups will be base in RMI’s Creit Research Initiative, an stuents can also source for an external company to host their projects. This is a 6 Moular Creits (MCs) moule.

該模塊將為學(xué)生提供在量化信用分析中解決實(shí)際問題的機(jī)會(huì)。該模塊將基于研究或行業(yè)環(huán)境中的項(xiàng)目。學(xué)生將獲得項(xiàng)目主題的詳細(xì)知識(shí),以及對(duì)量化信用分析的全面理解。

這些項(xiàng)目將以小組為基礎(chǔ),一組中最多有三名學(xué)生。大多數(shù)小組將以RMI的信用研究計(jì)劃為基礎(chǔ),學(xué)生也可以尋找外部公司來主持他們的項(xiàng)目。這是一個(gè)6 Moular Creits(MCs)模塊。

FE5221 Traing Principles & Funamentals 交易原則和基本原則

This moule aims to familiarize the stuents with the reality of traing within the financial markets environment. Beyon the pure traing principles, it covers the many aspects of traing ecisions, in terms of risk control an limits, market an economic ata an information, overall portfolio management, practical market stanars an conventions, specificities of erivatives traing, traing styles an techniques to manage specific market situations. This is a 2 MCs moule.

This moule shoul prepare stuents to better grasp traing an financial markets an allow them to become effective in a work environment in a recor short time.

本單元旨在讓學(xué)生熟悉金融市場環(huán)境中的交易現(xiàn)實(shí)。除了純粹的交易原則,它涵蓋了交易決策的方面,包括風(fēng)險(xiǎn)控制和限制,市場和經(jīng)濟(jì)數(shù)據(jù)和信息,整體投資組合管理,實(shí)際市場標(biāo)準(zhǔn)和慣例,衍生品交易的特殊性,交易風(fēng)格和技術(shù)。管理特定的市場情況。這是一個(gè)2 MCs模塊。

該模塊應(yīng)該幫助學(xué)生更好地掌握交易和金融市場,使他們能夠在短時(shí)間預(yù)測(數(shù)據(jù)為往年僅供參考)內(nèi)在工作環(huán)境中發(fā)揮作用。

FE5222 Avance Derivatives Pricing 高級(jí)衍生產(chǎn)品定價(jià)

This moule will cover the avance topics relate to erivative pricing, incluing stochastic ifferential equations, martingale representation theorem an risk-neutral pricing, the change of numeraire argument an pricing of pathepenent options (e.g. barrier, lookback, an Asian options), optimal stopping an American options, jump iffusion processes an stochastic volatility for option pricing.

本單元將涵蓋與衍生品定價(jià)相關(guān)的高級(jí)主題,包括隨機(jī)微分方程,鞅表示定理和風(fēng)險(xiǎn)中性定價(jià),計(jì)價(jià)參數(shù)的變化和路徑依賴選項(xiàng)的定價(jià)(例如障礙,回顧和亞洲期權(quán)),***停止和期權(quán)定價(jià)的美式期權(quán),跳躍擴(kuò)散過程和隨機(jī)波動(dòng)率。

FE5223 Introuction to Electronic Financial Market 電子金融市場簡介

The funamentals of financial market technologies an functionality in the Front-, Mile- an Back-offices, the interepenencies of their systems, typical user interfaces, through to typical system architecture will be taught. Principals of algorithmic traing will also be covere, an stuents will be challenge to esign solutions for real-market traing strategies. This is a 2 MCs moule.

將教授前臺(tái),中臺(tái)和后臺(tái)的金融市場技術(shù)和功能的基礎(chǔ)知識(shí),系統(tǒng)的相互依賴性,典型的用戶界面,以及典型的系統(tǒng)架構(gòu)。算法交易的負(fù)責(zé)人也將受到保護(hù),學(xué)生將面臨為實(shí)際市場交易策略設(shè)計(jì)解決方案的挑戰(zhàn)。這是一個(gè)2 MCs模塊。

FE5224 Current Topics in Applie Risk Management 應(yīng)用風(fēng)險(xiǎn)管理的當(dāng)前主題

The global financial crisis triggere a set of structural changes that continue to play out in market microstructure an market architecture. Practitioners, on both the buy-sie an sell-sie, are in the mist of responing to new regulations aroun bank capital, operational risk, supervision an other non-market factors. The backrop is complicate further by apparent isinflation, greater potential for event risk, macro-pruential interventions an in places, negative interest rates. The risk management context is also coloure by innovation in ‘fintech’ an cyber-risk. Each year, the course will focus on a subset of these topics base on what is most “current”. The objective is to give stuents the ability to take the epth of technical skills acquire in core moules an apply them to the immeiate context of potential employers. This is a 2 MCs moule.

全球金融危機(jī)引發(fā)了一系列結(jié)構(gòu)性變化,這些變化繼續(xù)在市場微觀結(jié)構(gòu)和市場架構(gòu)中發(fā)揮作用。在買方和賣方方面,從業(yè)者正在響應(yīng)有關(guān)銀行資本,操作風(fēng)險(xiǎn),監(jiān)管和其他非市場因素的新規(guī)定。通過明顯的通貨緊縮,更大的事件風(fēng)險(xiǎn)可能性,宏觀審慎干預(yù)以及負(fù)利率,背景更加復(fù)雜。風(fēng)險(xiǎn)管理背景也受到“金融科技”和網(wǎng)絡(luò)風(fēng)險(xiǎn)創(chuàng)新的影響。每年,該課程將根據(jù)最“剛剛”的內(nèi)容重點(diǎn)關(guān)注這些主題的一部分。目標(biāo)是讓學(xué)生能夠掌握核心模塊中獲得的技術(shù)技能的深度,并將其應(yīng)用于潛在雇主的直接背景。

FE5225 Machine Learning an FinTech 機(jī)器學(xué)習(xí)和FinTech

Targete at grauate stuents with a strong interest in financial engineering topics, the course introuces the state-of-the-art machine learning approaches, from DNN to topic moeling, an the key concepts in Fintech, from cryptocurrencies to sentiment analysis. Besies lectures, AI acaemic researchers an inustry professionals are invite to come to share their latest research, their unerstanings an outlooks of the main technologies behin machine learning an their applications in financial services.

該課程針對(duì)對(duì)金融工程專題有濃厚興趣的研究生,介紹了***的機(jī)器學(xué)習(xí)方法,從DNN到主題建模,以及Fintech的關(guān)鍵概念,從加密貨幣到情感分析。除了講座外,還邀請(qǐng)AI學(xué)術(shù)研究人員和行業(yè)專業(yè)人士前來分享他們的剛剛研究,他們對(duì)機(jī)器學(xué)習(xí)背后的主要技術(shù)及其在金融服務(wù)中的應(yīng)用的理解和展望。

FE5226 C++ in Financial Engineering C ++金融工程

The course covers C++ basic constructs (loops, variables, operators, an functions), built-in libraries, ata structures, templates an object oriente programming techniques. It evelops logical thinking aime at esigning algorithms to solve specific problems. Concepts are illustrate by examples rawn from the financial engineering omain. The course will ultimately provie with an overview of the components of a moern risk management system.

本課程涵蓋C ++基本構(gòu)造(循環(huán),變量,運(yùn)算符和函數(shù)),內(nèi)置庫,數(shù)據(jù)結(jié)構(gòu),模板和面向?qū)ο蟮木幊碳夹g(shù)。它開發(fā)了邏輯思維,旨在設(shè)計(jì)解決特定問題的算法。通過金融工程領(lǐng)域的示例說明概念。該課程最終將概述現(xiàn)代風(fēng)險(xiǎn)管理系統(tǒng)的組成部分。

FE5227 Commoities: Funamentals an Moelling 商品:基礎(chǔ)和建模

Targeting at grauate stuents with a strong interest in commoities topics, the course introuces the funamental principles of the energy (oil, coal an gas) an har (ferrous an base metals) commoity markets. Supply an eman ynamics for each market will be iscusse, as well as the pricing structure an mechanism for each market.

We will also iscuss typical financial ervitives (forwar, future, swap, options an more exotic proucts) use by commoity market players for traing an heging risks. Their features, applications an pricing methos will be iscusse in etails.

該課程針對(duì)對(duì)商品主題有濃厚興趣的研究生,介紹了能源(石油,煤炭和天然氣)和硬(黑色金屬和賤金屬)商品市場的基本原則。將討論每個(gè)市場的供需動(dòng)態(tài),以及每個(gè)市場的定價(jià)結(jié)構(gòu)和機(jī)制。

我們還將討論商品市場參與者用于交易和對(duì)沖風(fēng)險(xiǎn)的典型金融衍生品(遠(yuǎn)期,期貨,掉期,期權(quán)和更具異國情調(diào)的產(chǎn)品)。他們的功能,應(yīng)用和定價(jià)方法將詳細(xì)討論。


關(guān)于更多新加坡國立大學(xué)的金融工程碩士有哪些可以申請(qǐng)請(qǐng)留言或者咨詢老師

文章標(biāo)題:新加坡國立大學(xué)的金融工程碩士有哪些可以申請(qǐng)

本文地址:http://balticsea-crewing.com/show-1202727.html

本文由合作方發(fā)布,不代表中職學(xué)校招生網(wǎng)_55px.com.cn立場,轉(zhuǎn)載聯(lián)系作者并注明出處:中職學(xué)校招生網(wǎng)_55px.com.cn

免責(zé)聲明:本文僅代表文章作者的個(gè)人觀點(diǎn),與本站無關(guān)。其原創(chuàng)性、真實(shí)性以及文中陳述文字和內(nèi)容未經(jīng)本站證實(shí),請(qǐng)讀者僅作參考,并自行核實(shí)相關(guān)內(nèi)容。如發(fā)現(xiàn)有害或侵權(quán)內(nèi)容,請(qǐng)聯(lián)系郵箱:dashenkeji8@163.com,我們將在第 一 時(shí) 間進(jìn)行核實(shí)處理。軟文/友鏈/推廣/廣告合作也可以聯(lián)系我。
展開全文

獲取招生簡章

  • 姓名:
  • 專業(yè):
  • 層次:
  • 電話:
  • 微信:
  • 備注:

相關(guān)推薦

剛剛文章

熱門推薦