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RMSC4001 Simulation Methods for Risk Management Science and Finance

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Course Reviews on RMSC4001 Simulation Methods for Risk Management Science and Finance

Shared by Anonymous

2018-08-25

Professor: WONG, Hoi Ying


Course Description
教用vba做bs model的simulation,以及variance reduction的方法和证明(这部分和IE的某门课很像)。
Assessment
三次作业,期中考试,期末考试
Grading
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Shared by Anonymous

2018-08-25

Professor: Wong Hoi Ying


Course Description
Simulation methods with application to financial products especially futures and options
Assessment
......
Grading
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Shared by Anonymous

2018-08-25

Professor: HOI YING WONG


Course Description
Using Excel and VBA program to simulate performance on equities, then implement finance and risk management models
Assessment
5-6 Assignments

Mid-term

FInal
Grading
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Shared by Anonymous

2018-08-25

Professor: HOI YING WONG


Course Description
RMSC最綜合的科目
Assessment
assignment+midterm+final,包含上機寫programme
Grading
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Teaching Skills & Others
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Shared by Anonymous

2018-08-25

Professor: HOI YING WONG


Course Description
USING VBA TO SIMULATE FINANCIAL DERIVATIVES
Assessment
CURVE
Grading
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Shared by Anonymous

2018-08-25

Professor: WONG, Hoi Ying


Course Description
VBA simulation to price financial derivatives (exotic and plain vanilla), variance reduction
Assessment
15% assignment, 30% midterm, 55% final

Wish to have a 3.5-hr final instead of 3-hr, time is not enough
Grading
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Shared by Anonymous

2018-08-25

Professor: WONG Wing Hung


Course Description
1RJ

6QUIZ

1 PAPER
Assessment
Quizzes (the highest 5 out of 6) 25%

1 reflective journal (Word limit: 600 for English, 900 for Chinese) 15%

1 term paper (English: 1300-1500 words; Chinese: 1900-2300 words) 35%

Participation in discussion (in-class: 20%; online: 5%) 25%
Grading
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Teaching Skills & Others
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