Hiroshima University Syllabus

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Japanese
Academic Year 2022Year School/Graduate School School of Informatics and Data Science
Lecture Code KA225001 Subject Classification Specialized Education
Subject Name ファイナンス工学
Subject Name
(Katakana)
ファイナンスコウガク
Subject Name in
English
Financial Engineering
Instructor TING HIAN ANN
Instructor
(Katakana)
ティン ヒェン アン
Campus Higashi-Hiroshima Semester/Term 3rd-Year,  Second Semester,  4Term
Days, Periods, and Classrooms (4T) Weds3-4,Fri3-4:ENG 102
Lesson Style Lecture Lesson Style
(More Details)
 
 
Credits 2.0 Class Hours/Week   Language of Instruction B : Japanese/English
Course Level 3 : Undergraduate High-Intermediate
Course Area(Area) 25 : Science and Technology
Course Area(Discipline) 02 : Information Science
Eligible Students
Keywords  
Special Subject for Teacher Education   Special Subject  
Class Status
within Educational
Program
 
Criterion referenced
Evaluation
Informatics and Data Science Program
(Comprehensive Abilities)
・D3. Ability to examine social needs and issues which are interlinked in a complex manner, using a top-down view to solve the problems through quantitative and logical thinking based on data, diverse perspectives, and advanced skills in information processing and analysis.
 
Class Objectives
/Class Outline
In this course, students will learn how technologies such as data science and AI informatics are changing and reshaping the world of banking and finance. In order to effectively apply these technologies, students must be well versed in the areas of application. Therefore, we will elucidate the essential concepts and frameworks of quantitative finance so that students can navigate the vast "universe" of financial products. Students will also learn about areas where data scientists play an important role, such as robo-advisors and algorithmic trading services, under the name of fintech. 
Class Schedule lesson1 Introduction
lesson2 The essence of AI and Data Science
lesson3 How Finance Works and Its Role
lesson4 New Finance Business
lesson5 Uncertainty and Risk
lesson6 Basic of finance theory
lesson7 Mid-term test
lesson8 Mid-term test solutions
lesson9 Risk Premium
lesson10 Basic of Portfolio Theory
lesson11 Model of Price Fluctuation
lesson12 Monte Carlo Simulation
lesson13 FinTech 1 (Stock Price Forecasting and Asset Management)
lesson14 FinTech 2 (Credit Scores and Regime Change)
lesson15 Final Exam

The exam will be an open-book exam.
Questions will be posted on Bb9 at the beginning of each of the 15-th lesson.
Submission: Answers in LaTeX or Word format at Bb9.

Using Python, students will also learn practical exercises (data collection). 
Text/Reference
Books,etc.
1. 木島著『日経文庫:金融工学』(日本経済新聞社)
2. 木島・鈴木・後藤著『ファイナンス理論入門 – 金融工学へのプロローグ』(朝倉書店)
3. 木島・青沼著『 Excel & VBA で学ぶファイナンスの数理』(金融財政事情研究会)
Reference books are used for self-study (standard in financial institutions)
Materials distributed in lectures
 
PC or AV used in
Class,etc.
 
(More Details)  
Learning techniques to be incorporated  
Suggestions on
Preparation and
Review
Review of each lecture is recommended if you do not understand the contents. 
Requirements  
Grading Method A. Comprehensive evaluation will be made by exercises submitted, mid-term tests, assignment reports
B. Final examination

60% or more is required to pass. 
Practical Experience  
Summary of Practical Experience and Class Contents based on it  
Message  
Other   
Please fill in the class improvement questionnaire which is carried out on all classes.
Instructors will reflect on your feedback and utilize the information for improving their teaching. 
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