Course Code and Name: SEEM2520 Fundamentals in Financial Engineering

Course Objectives:

 

Overview of financial systems and the importance of financial markets and institution; understanding of the characteristics of interest rates, bonds, stocks and foreign exchanges; special emphasis on risk, return and their relationship; introduction to derivative markets and understanding their roles in risk management; basic principles of financial engineering; banking and financial institution management.

Course Outcomes:

 

1.      Able to appreciate the role that financial markets and institutions play in the society;

2.      Able to apply knowledge and techniques of mathematics and engineering to solve some elementary financial problems

3.      Understanding the professional and ethical responsibility facing a financial manager and able to know how to enhance them

4.      Able to stay abreast of contemporary financial issues and skilled at using the learned principles to analyze them

 

 

Programme Outcomes:

(P1)    The ability to apply knowledge of mathematics, science, and engineering appropriate to the degree discipline (K/S)

(P2)    The ability to design and conduct experiments, as well as to analyze and interpret data (K/S)

(P3)    The ability to design a system, component, or process to meet desired needs within realistic constraints, such as economic, environmental, social, political, ethical, health and safety, manufacturability and sustainability (K/S)

(P4)    The ability to function in multi-disciplinary teams (S/V)

(P5)    The ability to identify, formulate, and solve engineering problems (K/S)

(P6)    The understanding of professional and ethical responsibility (V)

(P7)    The ability to communicate effectively (S)

(P8)    The ability to understand the impact of engineering solutions in a global and societal context, especially the importance of health, safety and environmental considerations to both workers and the general public (V)

(P9)    The ability to recognize the need for, and to engage in life-long learning (V)

(P10) The ability to stay abreast of contemporary issues (S/V)

(P11) The ability to use the techniques, skills, and modern engineering tools necessary for engineering practice appropriate to the degree discipline (K/S)

(P12) The ability to use the computer/IT tools relevant to the discipline along with an understanding of their processes and limitations (K/S/V)

(P13) The ability to apply the skills relevant to the discipline of operations research and information technology and their applications in engineering and managerial decision making, especially in financial services, logistics and supply chain management, business information systems, and service engineering and management (K/S)

 

K = Knowledge outcomes

S = Skills outcomes

V = Values and attitude outcomes

Weights (in %):

P1

P2

P3

P4

P5

P6

P7

P8

P9

P10

P11

P12

P13

Other

Total

20%

 

 

 

20%

5%

5%

5%

5%

5%

10%

5%

20%

 

100%

Course Outcome(s) is/are measurable or not: Yes If Yes, please suggest ways to measure:

 

(P1) by teaching elements of it, and giving students practice in applying them. It could be measured by homework and examinations.

(P5) by teaching elements of it, and giving students practice in applying them. It could be measured by homework and examinations.

(P6) by teaching elements of it, and giving students real cases to analyze. It could be measured by homework, examinations and term projects.

(P7) by giving students opportunities to communicate their ideas with the teacher and classmates. It could be measured by in-class discussions and term projects..

(P8) by teaching elements of it, and giving students practice in applying them. It could be measured by homework and examinations.

(P9) by giving students practice in learning independently. It could be measured by supplementary reading and in-class discussion.

(P10) by giving students practice in analyzing contemporary issues. It could be measured by in-class discussion and term projects.

(P11) by teaching elements of it, and giving students practice in applying them. It could be measured by homework and examinations.

(P12) by teaching elements of it, and giving students practice in applying them. It could be measured by homework and examinations.

(P13) by teaching elements of it, and giving students practice in applying them. It could be measured by homework and examinations.