On successful completion of the program, graduates will be able to:
|
1. Design and evaluate quantitative models for derivatives pricing, portfolio management and trading strategies; |
2. Formulate appropriate risk monitoring procedures in financial transactions and perform effective scenario simulation using statistical techniques in risk assessment; |
| 3. Devise computer systems for analysis of financial data and design numerical methods for calibration of model parameters from market data; | 4. Make appraisals of the dynamics of financial markets and formulate quantitative strategies to seek investment opportunities in fund management; |
| 5. Analyze problems from finance in quantitative terms and develop strategies for effective solution for the problems. |
Learning Outcome Code
Learning Outcome Category