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Course Reviews on SEEM4580 Special Topics in SE&EM I
Shared by Anonymous
2018-08-25
Professor:
Assessment
20% assignment
20% mid-term
20% project
40%finalTeaching Skills & Others
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Shared by Anonymous
2018-08-25
Professor: Li Duan
Course Description
学了MATLAB在time series 上的应用，有很多function很实用，主要是tuto课上讲的，mid-term是上机操作没有笔考。
内容主要是先复习基础概率，再time series （AR, MA, ARIMA, GARCH model)， 一点点regression (基本上357&243都学过）， 然后就是option pricing. 之后会讲一点CAPM（复习。。），还有什么resampling不记得了，但是期末都没考。新课但是系主任设计的还不错~算是SE值得上的一门课Assessment
20% assignment 很多matlab，但是都是tuto讲的不难
20% mid-term 就一道题巨简单。。但我还是错了
20% project - 给两个suggestion课题，也可以自己选，形式比较开放。。所以不知道怎么做。。。做出来也花样挺多的
40%final 做作业就行Teaching Skills & Others
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CUHK
SEEM4580 Special Topics in SE&EM I