Master of Science in Financial Engineering

In summer of 2015, The Chinese University of Hong Kong, Shenzhen (CUHK-Shenzhen) launched, in partnership with The Chinese University of Hong Kong (CUHK), the Master of Science Programme in Financial Engineering. This programme is one of the first such master degree programmes offered by CUHK-Shenzhen. Upon fulfilling graduation requirements, students of this programme receive degrees from CUHK.

Financial engineering is multidisciplinary, blending knowledge and skills from financial theory, advanced mathematics, modeling, analysis and optimization, programming and implementation, and product development.  This Programme provides training across a wide spectrum of financial knowledge and applications of quantitative methods to finance. It is designed for students who wish to pursue a career in securities, banking, and financial management and management/strategic consulting, or as quantitative analysts in corporate treasury and finance departments of manufacturing and service firms. Our graduates, equipped with skill sets that span finance, quantitative methods, and computer programming, will be highly sought after to meet new challenges in the dynamically changing and rapidly growing Chinese and international financial markets.

Students in this Programme can obtain their master degrees by completing 30 credit units within two years (with three terms: Fall, Spring, and Summer). The set of required courses is devoted to the basic analytical toolkits and their uses in modeling and analyzing financial markets and instruments. The required curriculum includes courses in optimization, stochastic processes, portfolio theory, derivatives valuation, and an introduction to Chinese financial markets. The set of elective courses exposes students further to a wider spectrum of financial engineering, ranging from advanced methodologies (including financial data analysis and computational methods in financial engineering) to specialized topics (including models of the term structure of interest rates, commodity markets, credit risk modeling and algorithm trading).  In addition to taking courses taught by faculty members, students can also gain practical knowledge of financial engineering from lectures by leading experts from the financial industry.  Last but not least, interested students may also pursue research under the supervision of faculty members. On the other hand, the maximum duration of study is three years, which offers great flexibility for students to join internship and other project-based research during their study period if they prefer.

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