國外小組科研—金融學(xué)課題：金融工程視角下的量化投資與風(fēng)險(xiǎn)管理---以股票債券、期貨期權(quán)衍生品和加密貨幣為例【大學(xué)組】

開始日期：

2023年8月12日

專業(yè)方向：

金融商科

導(dǎo)師：

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

課程周期：

7周在線小組科研學(xué)習(xí)+5周不限時(shí)論文指導(dǎo)學(xué)習(xí)

語言：

英文

建議學(xué)生年級：

大學(xué)生

項(xiàng)目產(chǎn)出：

7周在線小組科研學(xué)習(xí)+5周不限時(shí)論文指導(dǎo)學(xué)習(xí) 共125課時(shí) 項(xiàng)目報(bào)告 優(yōu)秀學(xué)員獲主導(dǎo)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(dǎo)（可用于申請） 結(jié)業(yè)證書 成績單

項(xiàng)目介紹：

該項(xiàng)目重點(diǎn)分析金融資本的量化投資和風(fēng)險(xiǎn)管理研究，面向?qū)τ诮鹑诠こ谈信d趣的學(xué)生。本項(xiàng)目將給學(xué)生提供一個(gè)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(yuǎn)期合約(包括期貨)和期權(quán)。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(jiān)實(shí)和廣泛的基礎(chǔ)。估值是評定一項(xiàng)資產(chǎn)當(dāng)時(shí)價(jià)值的過程，公司估值著眼于公司本身，對公司的內(nèi)在價(jià)值進(jìn)行評估。通過使用三個(gè)財(cái)務(wù)報(bào)表進(jìn)行建模、分析、估值，從而計(jì)算出公司產(chǎn)品業(yè)務(wù)狀況與市場實(shí)際價(jià)值，可以指導(dǎo)企業(yè)進(jìn)行投資或融資，了解企業(yè)自身內(nèi)在價(jià)值。項(xiàng)目為金融工程核心，主要面向金融工程、金融學(xué)、會計(jì)學(xué)等專業(yè)的學(xué)生，旨在幫助學(xué)生將金融估值技巧應(yīng)用到實(shí)踐。學(xué)生將學(xué)習(xí)核心估值模型，學(xué)習(xí)使用數(shù)據(jù)可視化模擬運(yùn)算功能，對債券、固定收益產(chǎn)品、公司證券、遠(yuǎn)期合約（包括期貨）和期權(quán)進(jìn)行量化分析。導(dǎo)師將帶領(lǐng)學(xué)生深入剖析現(xiàn)代投資理論，關(guān)注并解決金融從業(yè)者面臨的現(xiàn)實(shí)問題，為今后學(xué)習(xí)高階金融工程專業(yè)課程（風(fēng)險(xiǎn)管理、公司財(cái)務(wù)管理、高級現(xiàn)代投資理論、衍生品交易等）打下堅(jiān)實(shí)基礎(chǔ)。 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.).