國外小組科研—金融學課題：金融工程視角下的量化投資與風險管理---以股票債券、期貨期權衍生品和加密貨幣為例【大學組】

開始日期：

2023年8月12日

專業(yè)方向：

金融商科

導師：

David（紐約大學 New York University (NYU) 正教授&系主任）

課程周期：

7周在線小組科研學習+5周不限時論文指導學習

語言：

英文

建議學生年級：

大學生

項目產(chǎn)出：

7周在線小組科研學習+5周不限時論文指導學習 共125課時 項目報告 優(yōu)秀學員獲主導師Reference Letter EI/CPCI/Scopus/ProQuest/Crossref/EBSCO或同等級別索引國際會議全文投遞與發(fā)表指導（可用于申請） 結業(yè)證書 成績單

項目介紹：

該項目重點分析金融資本的量化投資和風險管理研究，面向對于金融工程感興趣的學生。本項目將給學生提供一個全面的估值框架，適用于貼現(xiàn)現(xiàn)金流、債券和固定收益產(chǎn)品、公司證券、遠期合約(包括期貨)和期權。作為一門資本量化的核心課程，它為高級估值、公司金融、投資、衍生品和交易等研究方向提供了堅實和廣泛的基礎。估值是評定一項資產(chǎn)當時價值的過程，公司估值著眼于公司本身，對公司的內在價值進行評估。通過使用三個財務報表進行建模、分析、估值，從而計算出公司產(chǎn)品業(yè)務狀況與市場實際價值，可以指導企業(yè)進行投資或融資，了解企業(yè)自身內在價值。項目為金融工程核心，主要面向金融工程、金融學、會計學等專業(yè)的學生，旨在幫助學生將金融估值技巧應用到實踐。學生將學習核心估值模型，學習使用數(shù)據(jù)可視化模擬運算功能，對債券、固定收益產(chǎn)品、公司證券、遠期合約（包括期貨）和期權進行量化分析。導師將帶領學生深入剖析現(xiàn)代投資理論，關注并解決金融從業(yè)者面臨的現(xiàn)實問題，為今后學習高階金融工程專業(yè)課程（風險管理、公司財務管理、高級現(xiàn)代投資理論、衍生品交易等）打下堅實基礎。 This is a program in capital markets and valuation for students interested in studying financial engineering. The course presents a comprehensive framework for valuation that applies to discounted cash flows, bonds, and fixed income products, corporate securities, forward contracts (including futures), and options. Being an introductory core course, it does not go into depth into all subject areas but provides a suitable and broad foundation for advanced elective courses in advanced valuation, corporate finance, investment, derivatives, and trading. Valuation is the process of determining the current value of an asset. The corporate valuation which focuses on the company itself and evaluates its intrinsic value is a necessary process for the fundamental analysis of listed companies. By using the three financial statements for modeling, analysis, and valuation, the products, business status and the actual market value of the company can be calculated, which can guide the company to invest or finance and understand the company's intrinsic value. The program is the core of financial engineering, mainly for students majoring in financial engineering, finance, accounting, etc. It aims to help students apply financial valuation techniques to practice. Students will learn core valuation models and learn to use the simulation functions in Excel to value bonds, fixed income products, corporate securities, forward contracts (including futures), and options. The instructor will lead students to deeply analyze modern investment theory, pay attention to and solve practical problems faced by financial practitioners, and lay a solid foundation for future study of advanced financial engineering courses (risk management, corporate financial management, advanced modern investment theory, derivatives trading, etc.).