UEH Standard programs in English (20% English)

Quantitative Finance

Tiếng Việt

FIN505038

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 deals with financial models that apply knowledge learned from textbooks to real life when managers and investors need to make important and reliable financial decisions. Basic concepts and functions in information technology and statistics are combined with financial theories to design data processing models to make important decisions in portfolio management, project risk assessment, option pricing and risk hedging. With the support of financial software, the ability to calculate and process data in financial models is solved quickly and effectively. Therefore, this is a practical course with high practical significance. The course focuses on applying Excel and VBA to financial models of 4 important knowledge areas including: (1) Corporate financial models. (2) Optimal portfolio models and simulation. (3) Option pricing models and simulation. (4) Bond pricing models, investment strategy calculations, and term structure of interest rates. The course also provides basic programming skills in VBA language to help students build self-reliance and expand their knowledge related to quantitative finance to serve their career goals and personal development.