来源:成都研课教育时间:2024/4/9 17:16:01
金融学专业课程:投资组合管理与财务风险分析模型
Capital Market
课题难度:General
课题海报
Course Arrangement
课程安排
招生状态:招生中
课程时间:
写作课程(线上):2024-05-25 ~ 2024-06-22
科研课程(线上):2024-07-01 ~ 2024-07-12
科研研讨(线上):2024-08-16 ~ 2024-09-22
课程形式:Neoschool平台直播
课时安排:2周在线科研课程,基于该研究细分方向的教授专业课程+助教拆解讲解,课后由教授亲自进行作业讲解与辅导答疑;6周在线科研研讨,教授亲自在线指导学生完成论文。共八周56课时,全程教授亲自授课
Course Description
课程描述
课程背景
资金对于企业来说,好比是汽油对汽车一样重要。想要给企业加油,往往就要涉足资本市场融资。资本市场好比是加油站,内置92#、95#等不同型号的汽油,从而满足各种类型汽车的需求。不少想要涉足资本市场融资的人,在不了解资本市场的情况下,往往会出现两种极端,要么融资失败就说资本是骗人的,要么融资成功较后却被对赌协议坑得前功尽弃。可见,了解资本市场的重要性!
课程目标
Alexei Chekhlov教授在美国资本市场浮沉数十载,具有非常丰富的实战经验。他将本次课程中向学生介绍如何在充分有效的市场条件下,进行证券估值和投资策略选择。然后详细介绍期货、期权、固定收益证券等内容,引申出风险/回报权衡、多样化及其在现代投资组合理论中的作用、它们对资产配置、投资组合优化的影响。随后涵盖资本资产定价模型、现代投资组合理论、因子模型和股票估值等内容。
Course background
For a business, capital is as essential as gasoline is to a car. To refuel a company, often it's necessary to venture into the capital market for financing. The capital market can be likened to a gas station, offering different grades of fuel like 92 octane and 95 octane to meet the diverse needs of various types of vehicles. Many individuals seeking capital market financing tend to fall into two extremes when lacking an understanding of the market. They either label capital as deceptive upon a financing failure, or despite successful financing, they might end up squandering their gains due to ill-structured agreements. This underscores the significance of comprehending the capital market!
Course objective
Professor Alexei Chekhlov, with decades of experience navigating the ups and downs of the American capital market, brings a wealth of practical expertise to this course. In this course, he will introduce students to the concepts of securities valuation and investment strategy selection within the context of fully efficient markets. Subsequently, he will delve into topics such as futures, options, fixed-income securities, and elaborate on the trade-offs between risk and return, diversification, and their roles in modern portfolio theory, as well as their impact on asset allocation and portfolio optimization.The course curriculum will then encompass capital asset pricing models, modern portfolio theory, factor models, and stock valuation.
Suitable For
适合人群
对资本市场运作以及金融投资感兴趣,希望深入了解股票、债券、衍生品等资本市场产品以及其在经济中的作用的学生。
修读金融学、经济学、会计学、管理学以及应用数学相关专业,以及未来希望从事于投资银行、资产管理、风险分析、金融咨询等领域的学生。
Professor Introduction
导师介绍
Alexei Chekhlov
哥伦比亚大学教授
哥伦比亚大学数学系教授
科技软件公司达索系统研究员
曾任阿尔法基金某资产管理公司合伙人兼研究部负责人
曾任北岸资产管理公司研究总监
研究方向 Research Interests
Computational Mathematics 计算数学
Applied Mathematics 应用数学
Quantitative Finance 定量金融
Portfolio Optimization 投资组合优化
Risk Management 风险管理
Course Syllabus
课程大纲
1. 资产类别和金融工具
2. 证券如何交易
3. 实际利率和名义利率
4. 对风险资产的资本配置
5. 多元化和投资组合风险
6. 马科维茨投资缺陷
7. 资本资产定价模型
8. 套利定价理论
9. 有效市场假说
10. 行为金融学和技术分析
1. Asset classes and financial instruments
2. How securities are traded
3. Real and nominal interest rates
4. Capital allocation to risky assets
5. Diversification and portfolio risk
6. Some Markowitz procedure drawbacks
7. Capital Asset Pricing Model
8. Arbitrage Pricing Theory
9. Efficient market hypothesis
10. Behavioral finance and technical analysis
Program System
项目设置
Program Schedule
课表详情
课表尚未排出,稍后为您更新
Learning Outcomes
学习成果
Other Information
其他资料
AlexeiChekhlov_CV.pdf
AlexeiChekhlov_Syllabus.pdf
录取案例.pdf
论文常见问题.pdf
课程日历.pdf
学生论文范例.pdf