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CUHK

RMSC4003 Statistical Modelling in Financial Markets

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Course Reviews on Yau Chun Yip Teaching RMSC4003 Statistical Modelling in Financial Markets

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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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