UEH Standard programs in English (100% English)

Quantitative Finance

Tiếng Anh

FIN505051

3

"The Quantitative Finance course aims to equip students with the knowledge and skills necessary to apply quantitative methods in the financial field. The specific objectives of the course include: - Understanding of quantitative tools in finance: Students will master the tools and methods of mathematics, statistics and data analysis used in finance, such as asset pricing models, risk management and investment analysis. - Analysis and valuation of financial assets: Students will be equipped with knowledge to analyze and value financial assets such as stocks, bonds, and derivatives. - Portfolio and risk management: Students will learn how to build and manage investment portfolios, as well as apply quantitative techniques to measure and manage financial risks. - Applying financial models: Students will learn how to use and apply popular financial models such as the Black-Scholes option pricing model, the CAPM (Capital Asset Pricing Model), and other financial forecasting models. - Skills in using financial analysis software and tools: Students will be guided in using modern financial analysis software and tools such as Excel and VBA. - Developing analytical thinking and problem-solving: The course will help students develop analytical thinking, logical reasoning ability and problem-solving skills through the application of quantitative methods to real financial situations."

This course covers financial models that apply the new concepts and theories from the finance textbook to real life when managers and investors need to make essential and reliable financial decisions. The basic concepts and functions in information technology and statistics are combined with financial theories to design data processing models to make critical decisions in portfolio management, project risk assessment, option valuation, and hedging. With the support of informatics software in finance, the ability to calculate and process data in financial models is solved quickly and efficiently. Therefore, this is a practical subject with a very high practical significance. The subject focuses on Excel and VBA applications for financial models of 4 critical areas of knowledge, including (1) Corporate financial models. (2) Optimal portfolio models and simulations. (3) Options pricing models and simulations. (4) bond pricing models, investment strategy calculations, and interest rate maturity structures. The course also provides skills related to basic programming in the VBA language to help students build autonomy and expand their knowledge related to quantitative finance to serve career goals and personal development.