COURSE INFO
PRE-REQUISITEUFUG 1103 OR UFUG 1106; UFUG 2103 
DESCRIPTIONThe course presents a detailed study of basic topics in microeconomics and macroeconomics with a special emphasis on using a rigorous analytical and mathematical approach. The topics in microeconomics include demand theory, uncertainty, asymmetric information, general equilibrium, welfare economics, externality, and public goods. The course also covers the basics of macroeconomics, business cycle analysis, money and inflation, current accounts, and exchange rates. The implications of FinTech on the financial sector and the rest of the economy are discussed, along with the potential benefits and risks of FinTech for financial stability. The course also addresses the implications of FinTech on central banking and monetary policy.

FTEC 3310 - Economic Theory for FinTech (3 units)

SectionDate & TimeRoomInstructorQuotaEnrolAvailWaitRemarks
L01 (6419) Th 06:00PM - 08:50PMRm 102, W1TIAN, Yurong
WANG, Xiang
ZHANG, Leifu		407330 
COURSE INFO
VECTOR[3-0-0:3]
DESCRIPTIONThe course will give students a deeper understanding of the foundations of probability theory, such as probability theory from a measure-theoretic perspective, convergences of distributions and probability measures, and conditional expectations. During the course, important theorems, such as Radon-Nikodym theorem, Fubini theorem, and general central limit theorems, will be investigated.

FTEC 5031 - Advanced Probability Theory (3 units)

SectionDate & TimeRoomInstructorQuotaEnrolAvailWaitRemarks
L01 (6186) Tu 09:00AM - 11:50AMRm 233, W1TU, Changwei
WANG, Xiaoyu		4026140 
COURSE INFO
VECTOR[3-0-0:3]
DESCRIPTIONThe objective of this course is to provide students with optimization theory and concepts. Main topics cover linear optimization, simplex method, duality theory, convex analysis, and dynamic programming. The emphasis will be on methodology, modelling techniques and mathematical insights.

FTEC 5032 - Optimization Theory (3 units)

SectionDate & TimeRoomInstructorQuotaEnrolAvailWaitRemarks
L01 (6187) Th 06:00PM - 08:50PMRm 233, W1HU, Jiaqi
ZUO, Ruiting		403640 
COURSE INFO
VECTOR[3-0-0:3]
DESCRIPTIONThis course covers the fundamentals of machine learning and artificial intelligence, and their applications in computer vision, image processing, natural language processing, and robotics. The topics include major learning paradigms (supervised learning, unsupervised learning and reinforcement learning), learning models (such as neural networks, Bayesian classification, clustering, kernels, feature extraction), and other problem solving techniques (such as heuristic search, constraint satisfaction solvers and knowledge-based systems) in AI.

FTEC 5050 - Machine Learning and Artificial Intelligence (3 units)

SectionDate & TimeRoomInstructorQuotaEnrolAvailWaitRemarks
L01 (6189) Fr 01:30PM - 04:20PMRm 228, E2CHEN, Jian
PENG, Zifan
YUAN, Zixuan		5037130 
COURSE INFO
VECTOR[3-0-0:3]
PREVIOUS CODEFTEC 6910D
DESCRIPTIONThis is a graduate level course in stochastic calculus for MPhil/PhD students in Financial Technology and other related fields. This course aims to provide a rigorous mathematical introduction to the tools of stochastic calculus used in derivative pricing and financial modeling. Topics include Brownian motion, stopping times, stochastic integral, Itô’s formula, stochastic differential equations, martingales, Girsanov’s theorem, option pricing, etc.

FTEC 5061 - Stochastic Calculus for Financial Technology (3 units)

SectionDate & TimeRoomInstructorQuotaEnrolAvailWaitRemarks
L01 (6190) Tu 01:30PM - 04:20PMRm 101, W2WANG, Zhuoran
ZHANG, Ying		2010100 
COURSE INFO
VECTOR[3-0-0:3]
DESCRIPTIONThis is a course in graduate level microeconomic theory for PhD students in financial technology and other related fields. This course covers topics including consumer theory, producer theory, uncertainty, general equilibrium,and matching. The required background knowledge for the course are intermediate microeconomic theory and mathematics through calculus of several variables and introductory real analysis. Additional mathematical tools will be explained briefly as the course proceeds. This course serves as the first rigorous training in economics and finance and helps lay down a solid foundation in economic modelling for future research.

FTEC 5101 - Microeconomic Theory (3 units)

SectionDate & TimeRoomInstructorQuotaEnrolAvailWaitRemarks
L01 (6191) We 01:30PM - 04:20PMRm 202, W4LI, Siguang
LI, Tao		4029110 
COURSE INFO
VECTOR[3-0-0:3]
PREVIOUS CODEFTEC 6910B
DESCRIPTIONThis 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.

FTEC 5230 - Financial Risk Management (3 units)

SectionDate & TimeRoomInstructorQuotaEnrolAvailWaitRemarks
L01 (6193) MoWe 09:00AM - 10:20AMRm 101, W2ZHU, Zimu208120 
COURSE INFO
VECTOR[3-0-0:3]
DESCRIPTIONAdvanced seminar series presented by guest speakers and faculty members on selected topics in Financial Technology. This course is offered every regular term. Graded P or F.

FTEC 6101F - FinTech Program Seminar (0 units)

SectionDate & TimeRoomInstructorQuotaEnrolAvailWaitRemarks
T01 (6196) Fr 10:30AM - 11:50AMRm 122, E1ZHANG, Yi7059110 
COURSE INFO
DESCRIPTIONMaster's thesis research supervised by co-advisors from different disciplines. A successful defense of the thesis leads to the grade Pass. No course credit is assigned.

FTEC 6990 - MPhil Thesis Research (0 units)

SectionDate & TimeRoomInstructorQuotaEnrolAvailWaitRemarks
R01 (6044) TBANo room requiredTBA4017230 
COURSE INFO
DESCRIPTIONOriginal and independent doctoral thesis research supervised by co-advisors from different disciplines. A successful defense of the thesis leads to the grade Pass. No course credit is assigned.

FTEC 7990 - Doctoral Thesis Research (0 units)

SectionDate & TimeRoomInstructorQuotaEnrolAvailWaitRemarks
R01 (6045) TBANo room requiredTBA406340