1. undergraduate financial risk management《金融风险管理》
讲解在证券投资过程中的有关金融风险管理的理论与技术，结合现代软件编程技术，采用“三位一体”的知识结构与教学理念向同学们详尽介绍“金融理论知识——软件编程实现——投资风险控制”的有关内容。向同学们介绍风险管理的有关知识与测度技术方法，重点阐述在证券投资过程中的有关风险测度、风险对冲与风险管理，并讲解市场风险（购书）、信用风险、操作风险、流动性风险（内容文档下载）、模型风险等有关金融风险管理的理论、技术与方法。上述有关内容均采用Python软件实现风险估计、风险对冲和交易套利，让学生掌握金融市场证券投资过程中的有关风险管理知识与技术。 学堂在线 MOOC慕课 新华思政
教学计划 Schedule2023
Chapter 1 金融风险管理概论：量化投资视角 answer code 视频讲解
Chapter 2 理论基础：资产定价 answer code 视频讲解
Chapter 3 风险管理之市场波动率 answer code 视频讲解
Chapter 4 风险管理之市场风险度量 answer code 视频讲解
Chapter 5 债券投资的风险管理 answer code 视频讲解
Chapter 6 证券投资组合理论与策略 answer code 视频讲解
Chapter 7 证券投资组合理论的扩展与应用 answer code 视频讲解1 视频讲解2
Chapter 8 期货套期保值理论与应用 answer code 视频讲解
Chapter 9 期货风险对冲套利理论与应用 answer code 视频讲解
Chapter 10 期权希腊字母风险对冲理论与应用 answer code 视频讲解
Chapter 11 期权风险对冲套利理论与应用 answer code 视频讲解
2. PhD and MS macro-financial econometrics《宏观金融计量学》
Macro-financial econometrics is a course that introduces how to use modern technology to develop hypothetical models that can predict, interpret and test relevant economic data, including ARMA, GARCH, VAR models, high frequency and dimensional-mixing models, extreme value theory and VaR, DSGE and DGE models, PSM, DID and synthetic control method. All the above modeling and estimated methods are implemented using Matlab.
Chapter 1 Financial return on assets code
Chapter 2 Autoregressive moving average model code
Chapter 3 Conditional heteroscedasticity model code
Chapter 4 Nonlinear Models and Applications code
Chapter 5 Vector autoregressive model code
Chapter 6 Nonlinear and TVP vector autoregressive model code
Chapter 7 High frequency and dimensional-mixing models code
Chapter 8 Extreme Value Theory and VaR code
Chapter 9 Macro-finance Modeling: DSGE and DGE code
Chapter 10 Micro-finance Modeling: PSM, DID and synthetic control method code