金融与投资理学硕士

课程模块Modules

• 金融与投资理学硕士Finance and Investment MSc
• Venture Capital and Private Equity pathway

必修Core modules

• Investment, capital structure, and dividend decisions from a shareholder value perspective
• 资本市场行为（背景）Capital market behaviour (background)
• Mergers
• Real options
• institutional framework of international and UK bond markets
• bond yield and pricing models
• spot and forward interest rate determination
• measuring interest rate risk of bonds
• pricing of Interest rate derivatives
• role of credit rating agencies and the determination of credit ratings
• measuring credit risk
• bond market strategies
• introduction to derivatives
• forward and futures contracts, how they are traded and used for hedging
• static hedging
• stock indices and stock index futures
• derivatives - European and American styles
• derivative valuation - Binomial trees, Black-Scholes
• 金融工程financial engineering
• the Greeks and dynamic hedging

选修Optional modules

• exchange rates and FX markets
• FX市场效率FX market efficiency
• real exchange rate and purchasing power parity
• exchange rate determination
• exchange rate forecasting
• FX predictability: Statistical significance and economic value
• FX volatility strategies
• 全球公平分析global equity analysis
• 全球表演评估global performance evaluation
• introduction to derivatives
• forward and futures contracts, how they are traded and used for hedging
• static hedging
• stock indices and stock index futures
• derivatives - European and American styles
• derivative valuation - Binomial trees, Black-Scholes
• 金融工程financial engineering
• the Greeks and dynamic hedging