The Chinese University of Hong Kong

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RMSC 4003 Statistical Modelling in Financial Markets

Related Textbook(s)/Reference(s):
3 sharing(s) available for this course
Average Rating:

8.00


Anonymous shared this review at 12:57pm 21 January 2013
  • Professor: PK Lee
  • Language: English
Rating:

9.00

Course Description
Min. var. portfolio, kelly criterion, capm, apt, ito's lemma on stock dynamics, options pricing theory
Assessment
midterm, final, assignment
Grading

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Anonymous shared this review at 1:14am 9 August 2015
  • Professor: LEE, Pak Kuen Philip
  • Language: English
Rating:

7.00

Course Description
How to use different models to describe the financial products 
Assessment
midterm+final+assignments 
Grading

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Sheepfriend shared this review at 12:50pm 12 November 2015
  • Professor: LEE, Pak Kuen Philip
  • Language: English
Rating:

8.00

Course Description
CAPM,factor model,APT,BS model等,比FINA3080的东西讲得深,很基础的4字头
Assessment
三次作业,期中考试,期末考试
Grading

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Teaching Skills & Others

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Teaching Professor(s)

LEE, Pak Kuen Philip

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