金融科技与金融工程交叉专业课题:FinTech在风险管理及期权定价中的应用
Fintech and Financial Engineering
课题海报
Course Arrangement
课程安排
课程时间:全年滚动招生
课程形式:远程线上授课
课时安排:37.5课时教授授课与科研论文指导+15课时副导师论文辅导&不限次数润色修改+16课时论文写作课
Subject Background
背景
课程背景
金融科技(Fintech)是指利用技术手段改变传统金融行业的模式和方式,以提率、降低成本、优化服务等目的的行业。金融科技涵盖了众多的领域,如支付、借贷、保险、投资等。金融工程(Financial Engineering)是指利用数学、统计学和计算机科学等工具和方法,开发和实现各种金融产品和金融工具的领域。金融工程的核心是对金融市场和金融产品进行建模和分析,以达到风险管理、收益优化等目的。将金融科技和金融工程结合起来,可以创造出更多创新性的金融产品和服务。比如,利用人工智能、大数据分析等技术手段,对金融市场进行预测和分析,帮助投资者做出更好的投资决策;利用区块链技术,建立去中心化的信用评估和借贷平台,提高金融服务的透明度和效率;利用智能合约等技术,开发出更加安全、的金融衍生品等等。金融科技和金融工程的结合,可以推动金融行业的发展和变革,带来更多的便利和效益。
课程目标
本课程将介绍金融行业的科学方法基础。这包括两个方面:一方面,较近的技术发展带来的新挑战,特别是在“金融科技”的保护伞下;另一方面,允许定量分析师在日常任务中开发定价工具和风险措施的方法。我们将专注于必要的技术和数学工具,以理解和处理技术和量化金融的这些关键方面。
Course background
Fintech refers to the industry that uses technological means to change the mode and manner of the traditional financial industry in order to improve efficiency, reduce costs, and optimize services. Fintech covers many areas, such as payments, lending, insurance, investment and so on. Financial Engineering refers to the field of developing and implementing various financial products and financial instruments using tools and methods such as mathematics, statistics and computer science. The core of financial engineering is to model and analyze financial markets and products for the purpose of risk management and return optimization. Combining fintech and financial engineering can create more innovative financial products and services. For example, artificial intelligence, big data analysis and other technical means are used to predict and analyze the financial market to help investors make better investment decisions. Leveraging blockchain technology to establish a decentralized credit evaluation and lending platform to improve the transparency and efficiency of financial services; Using smart contracts and other technologies to develop more secure and efficient financial derivatives and so on. The combination of fintech and financial engineering can promote the development and transformation of the financial industry and bring more convenience and benefits.
Course objective
This course will introduce the foundations of scientific methods in the financial industry. There are two aspects of this: on the one hand, the new challenges in the wake of recent technological developments, in particular grouped under the umbrella of “FinTech”; on the other hand, methods that allow quantitative analysts to develop pricing tools and risk measures in their day-to-day tasks.We will focus on the technological and mathematical tools necessary to understand and handle these key aspects of technological and quantitative finance.
Suitable For
适合人群
对金融科技(FinTech)和金融工程感兴趣,特别是希望深入了解银行业、金融创新、金融科技、金融数据分析、投资策略、金融工程原理、以及Python编程在金融领域应用的学生。
修读金融学、金融工程、金融科技、会计、计算机科学、应用数学、数据科学等专业,以及未来希望从事于从事金融科技开发、量化金融分析、金融创新策划、金融工程、投资管理等领域的学生。
Professor Introduction
导师介绍
Antoine Jacquier
帝国理工学院终身教授
帝国理工学院数学与金融硕士项目主任
帝国理工学院数据科学研究所成员
CFM-帝国计量金融研究所成员
法国精算师学会、伦敦数学学会会员
Quantitative Finance总编辑
研究方向 Research Interests
Pricing of Financial Derivatives 金融衍生品定价
Risk Management 风险管理
High Dimensional Statistics and Random Analysis 高维统计和随机分析
Numerical Methods and Computer Science 数值方法和计算机科学
Quantum computing 量子计算
Student Papers
往期学员论文
Changes in Insurance Contract Standards under Artificial Intelligence Scenarios
人工智能场景下保险合同标准的变化
Correlation between Football and Economics
足球与经济的相关性研究
An Exploration of the Market Opportunity for Chinese Student Mental Health Solutions
中国学生心理健康解决方案的市场机遇探
The Impact of Smart Agriculture on Regional Economy
智慧农业对区域经济的影响
Instructor Team
师资配置
教授
世界名校教授,为学员量身定制课题方向,亲自授课并指导科研与论文
副导师
名校硕博研究生,针对学员需求个性化课题辅导,不限次数论文润色修改
班主任
标准化流程一对一服务跟进,全程增加学员的项目体验
Program System
项目设置
Learning Outcomes
学习成果
Other Information
其他资料
Antoine_Jacquier_CV.pdf
相关论文.pdf
录取案例.pdf
论文常见问题.pdf