VECTOR | [3-0-0:3] |
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PREVIOUS CODE | FTEC 6910B |
DESCRIPTION | This course shows the use of various quantitative techniques and financial engineering principles in the management and modeling of financial risks. The topics include hedging of market risks, immunization of bond risks, Value-at-Risk and expected shortfall, credit yield curve model, credit derivatives pricing, and default correlation models. |
Section | Date & Time | Room | Instructor | Quota | Enrol | Avail | Wait | Remarks |
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L01 (6193) | MoWe 09:00AM - 10:20AM | Rm 101, W2 | ZHU, Zimu | 20 | 8 | 12 | 0 |
PRE-REQUISITE | UFUG 1102 or UFUG 1105 |
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EXCLUSION | UFUG 1106 |
DESCRIPTION | This course is the second of a year-long sequence of two introductory courses in one-variable calculus, intended for first year undergraduate students. The emphasis is on the understanding of foundational concepts and practical skills in applying calculus, which are essential for their future study in various fields. Topics include definite and indefinite integrals, numerical calculation, applications to geometry and physics, and infinite series. |
Section | Date & Time | Room | Instructor | Quota | Enrol | Avail | Wait | Remarks |
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L01 (6445) | TuTh 09:00AM - 10:20AM | Rm 202, E3 | ZHU, Zimu | 36 | 9 | 27 | 0 | |
T01 (6446) | Fr 09:00AM - 09:50AM | Rm 202, E3 | ZHU, Zimu | 36 | 9 | 27 | 0 |