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CUHK

RMSC4003 Statistical Modelling in Financial Markets

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Course Review By Teaching Professors

• 
  LEE, Pak Kuen Philip

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• 
  PK Lee

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• 
  Yau Chun Yip

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Course Reviews on RMSC4003 Statistical Modelling in Financial Markets

Shared by Anonymous

2023-01-16

Professor: Yau Chun Yip

Course Description

This course is designed to introduce the current developments in risk management in the financial markets. Risk management ideas associated with three general important areas in finance will be discussed: asset management, derivative pricing and fixed income models. Emphasis will be placed on the statistical modelling aspects on some of the commonly used models in these areas.

Assessment

30%Assignment, 30%Midterm, 40%Final

Grading

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Teaching Skills & Others

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Shared by Anonymous

2018-08-25

Professor: LEE, Pak Kuen Philip

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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Shared by Anonymous

2018-08-25

Professor: LEE, Pak Kuen Philip

Course Description

How to use different models to describe the financial products

Assessment

midterm+final+assignments

Grading

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Shared by Anonymous

2018-08-25

Professor: PK Lee

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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Teaching Skills & Others

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