KA225001 Financial Engineering

Hiroshima University Syllabus

Japanese

Academic Year 2024Year 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
(Applicable only to targeted subjects for undergraduate students)
Criterion referenced
Evaluation
(Applicable only to targeted subjects for undergraduate students) Computer Science Program
（Abilities and Skills）
・A. Information infrastructure development technology, information processing technology, technology that analyzes data and creates new added value.

Data Science Program
（Comprehensive Abilities）
・D3. Ability to overlook social needs and issues that are intertwined in a complex manner and to solve issues with quantitative and logical thinking based on data, a multifaceted perspective, and advanced information analysis ability.

Intelligence Science Program
（Comprehensive Abilities）
・D3. Ability to grasp complexly intertwined social needs and issues from a bird's-eye view and solve issues with a multifaceted perspective and analytical ability based on a wide range of knowledge in intelligent science.

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 Four Major Asset Classes
lesson3 Three Principles of Quantitative Finance
lesson4 Commodity and Futures
lesson5 Real-World Data Collection and Analysis
lesson6 Yield Curves Modeling
lesson7 Mid-term Summary
lesson8 Mid-term Test
lesson9 Roles and Mechanism of Finance
lesson10 Electronic Orders
lesson11 Capital Asset Pricing Model
lesson12 Risk Premium
lesson13 Models of Price Fluctuations and Derivatives
lesson14 Summary
lesson15 Final Exam

The exam will be an open-book exam.

Mid-term test and final exam

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.

Academic Year	2024Year	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 (Applicable only to targeted subjects for undergraduate students)
Criterion referenced Evaluation (Applicable only to targeted subjects for undergraduate students)	Computer Science Program （Abilities and Skills）・A. Information infrastructure development technology, information processing technology, technology that analyzes data and creates new added value. Data Science Program （Comprehensive Abilities）・D3. Ability to overlook social needs and issues that are intertwined in a complex manner and to solve issues with quantitative and logical thinking based on data, a multifaceted perspective, and advanced information analysis ability. Intelligence Science Program （Comprehensive Abilities）・D3. Ability to grasp complexly intertwined social needs and issues from a bird's-eye view and solve issues with a multifaceted perspective and analytical ability based on a wide range of knowledge in intelligent science.
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 Four Major Asset Classes lesson3 Three Principles of Quantitative Finance lesson4 Commodity and Futures lesson5 Real-World Data Collection and Analysis lesson6 Yield Curves Modeling lesson7 Mid-term Summary lesson8 Mid-term Test lesson9 Roles and Mechanism of Finance lesson10 Electronic Orders lesson11 Capital Asset Pricing Model lesson12 Risk Premium lesson13 Models of Price Fluctuations and Derivatives lesson14 Summary lesson15 Final Exam The exam will be an open-book exam. Mid-term test and final exam 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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