分享我的愛(ài)大MSc Finance and Investment專(zhuān)業(yè)經(jīng)驗(yàn)

本人是這個(gè)專(zhuān)業(yè)的，就先把這個(gè)專(zhuān)業(yè)的情況介紹給大家，主要介紹課程設(shè)置、師資配備等，信息共享。

第一學(xué)期課程

Investment Mathematics

Statistics for Finance:

Financial Markets

Analysis of Corporate Financial Information

兩門(mén)數(shù)學(xué)課，兩門(mén)專(zhuān)業(yè)課。

Investment Mathematics

投資數(shù)學(xué)并不是單純的國(guó)內(nèi)的高數(shù)線(xiàn)代之類(lèi)的課，它是和金融投資模型緊密結(jié)合的，實(shí)用性很強(qiáng)。所以不要以為國(guó)內(nèi)的數(shù)學(xué)學(xué)的夠好到這邊就可以應(yīng)對(duì)自如了，因?yàn)椴还夤馐菙?shù)學(xué)問(wèn)題。關(guān)于這門(mén)課究竟涉及到多少數(shù)學(xué)的知識(shí)，現(xiàn)在課程已經(jīng)進(jìn)行一半，下下周就期中考 ，到目前為止的數(shù)學(xué)上的應(yīng)用，也就只是單純的代數(shù)問(wèn)題，很少涉及到微積分，因?yàn)閲?guó)外同學(xué)真的不懂微積分，稍微涉及到一點(diǎn)他們就呼天搶地了，所以很少，即使有也是最基本的積分問(wèn)題。但是下學(xué)期學(xué)些什么，我還不知道，相信有國(guó)內(nèi)的數(shù)學(xué)基礎(chǔ)，這門(mén)課不會(huì)是太難的東東~

上課的是Andrew Adams, 貌似是純正英國(guó)人。Senior Lecturer in Finance and Director of the Centre for Financial Markets Research at the University of Edinburgh. He has studied financial markets for over thirty years, as a practitioner in the City of London and as an academic. His research interests focus mainly on investment trust pricing and risk.

這門(mén)課20個(gè)課時(shí)的lecture，10個(gè)課時(shí)的tutorial，tutorial就是習(xí)題課，有老師幫大家復(fù)習(xí)上節(jié)課的重點(diǎn)，然后講課后習(xí)題?？荚囆问绞瞧谥锌?全部選擇題)占30%，期末考(全應(yīng)用題)占70%。

Statistics for Finance-

統(tǒng)計(jì)的難易，要因人而異了。其實(shí)現(xiàn)在學(xué)的東西，很多高中就學(xué)過(guò)，抑或是本科的概率統(tǒng)計(jì)中涉及的內(nèi)容，用英語(yǔ)講出來(lái)而已。不過(guò)這個(gè)思維還是需要轉(zhuǎn)換一下才可以適應(yīng)。但是對(duì)于高中或者本科沒(méi)有學(xué)過(guò)概率統(tǒng)計(jì)的同學(xué)來(lái)講，就有一定難度了，因?yàn)槭侨碌臇|西，需要花一定時(shí)間去消化理解。

老師叫Angelica Gonzalez，有墨西哥血統(tǒng)。這門(mén)課也是20個(gè)課時(shí)的lecture，10個(gè)課時(shí)的tutorial，tutorial中會(huì)涉及相關(guān)excel, eviews的操作指導(dǎo)?？荚囆问绞瞧谥锌?全部選擇題)占30%，期末考(全應(yīng)用題)占70%。課程安排如下：

Topic 1: Data: Plots and summaries

Topic 2: Introduction to Probability，包括Random variables, conditional and joint distributions, IID random variables, random walk model& h" W" M8 Q$ _! z4 S3 [. A% \/ A

Topic 3: covariance and correlation, normal distribution, cumulative distribution functions, expectation as a 'long run average', central limit theorem等

Topic 4: statistic inference: confidence intervals, hypothesis tests, and p-values) n4 S6 m+ n6 n q

Topic 5: regression analysis, the simple linear regression model, fits, residuals, and r-squared, multiple regression analysis

看起來(lái)很復(fù)雜，其實(shí)大家仔細(xì)看看就會(huì)發(fā)現(xiàn)，對(duì)于學(xué)過(guò)統(tǒng)計(jì)的同學(xué)，很多東西都很熟悉。相信大家會(huì)對(duì)統(tǒng)計(jì)的難易程度有一定的了解了。

Financial Markets

之前看過(guò)一篇評(píng)價(jià)各個(gè)商學(xué)院課程設(shè)置的帖子，評(píng)價(jià)financial markets這門(mén)課講的過(guò)于寬泛，范圍太大，有些不精致。個(gè)人感覺(jué)，的確有一些不夠細(xì)節(jié)。因?yàn)閙arket是一個(gè)很大的東西，想要10節(jié)課把所有東西講清楚講具體是不可能的事情，只能說(shuō)是點(diǎn)到為止。但是這門(mén)課的老師是CFA，相當(dāng)有經(jīng)驗(yàn)的那種，很多人都很喜歡上他的課，因?yàn)橐稽c(diǎn)也不死板，會(huì)講很多實(shí)際的東西，大家一致意見(jiàn)都不錯(cuò)。其實(shí)話(huà)說(shuō)回來(lái)，課程如果太泛，這就需要你去做大量的reading了，具體的東西是要靠自己看書(shū)看來(lái)得，不能靠老師上課講的東西就能應(yīng)付得了的。

老師是Alistair Byrne，CFA。這門(mén)課也是20個(gè)課時(shí)的lecture，10個(gè)課時(shí)的tutorial，tutorial是group discussion，老師會(huì)給幾個(gè)重要的topic，小組討論完之后進(jìn)行presentation。考試形式是，30%的group assignment，四個(gè)人組成的小組寫(xiě)一篇4000字的論文;期末70%的考試，開(kāi)放性試題，比較擔(dān)心。

課程如下：

Week 1: financial markets and institutions

week 2: the credit crunch, northern rock, and retail banking

week 3: investment banking: the global settlement

week 4: equity capital market

week 5: debt capital markets

week 6: fund management and mutual funds

week 7: hedge funds:

week 8: pension funds and the pensions crisis

week 9: market efficiency and financial regulation

week 10: international comparisons

Analysis of Corporate Financial Information

這門(mén)課說(shuō)白了是教你如何分析一家公司的好壞，通過(guò)各種報(bào)表各種數(shù)據(jù)各種比率，什么比率說(shuō)明了公司的哪方面如何如何，對(duì)于有問(wèn)題的方面要如何改進(jìn)等等。這門(mén)課最好要有會(huì)計(jì)基礎(chǔ)，看得懂報(bào)表(當(dāng)然這個(gè)老師上課會(huì)教)。這門(mén)課是和accounting and finance專(zhuān)業(yè)的同學(xué)一起上。老師是希臘人，口音超級(jí)重 要好好適應(yīng)一段時(shí)間。對(duì)于基本沒(méi)有會(huì)計(jì)基礎(chǔ)的我，上課要好好下功夫了。。。

老師是Maria Michou。MSc Accounting and Finance的programme director，Exeter的MSc, PHD，曾任教于MBS。這門(mén)課20個(gè)課時(shí)的lecture，3個(gè)課時(shí)的workshop，12個(gè)課時(shí)的tutorial，和workshop類(lèi)似，會(huì)有很多數(shù)據(jù)庫(kù)的training，因?yàn)橐楹芏鄶?shù)據(jù)，所以tutor會(huì)教你如何使用各種database?？荚囆问绞?，30%的group assignment，五個(gè)人組成的小組寫(xiě)一篇5000字的論文;期末70%的考試。

課程如下：

week 1: financial statements: form and content of financial statement

week 2: financial statements: form and content of financial statement (continued)

week 3: ratio analysis

week 4: ratio analysis

week 5: raionale, drivers and perspectives for financial accounting

week 7: internaional harmonisation of accounting

week 8: fair value

week 9: economic approcoaches to asset valuation and income theory

week 10: informational perspectives, forecasting models, signalling and the value of information)

week 11: valuation mode

第二學(xué)期，三門(mén)必修課+三門(mén)選修課

必修課是：Corporate finance, Derivatives, Research methods in Finance

選修課有：Advanced Finance Theory, Advanced International Accounting, Behavioural Finance and Market Anomalies, Cases in Finance and Investment, Equity valuation, Ethics and Corporate Governance, Portfolio management and investment analysis, Public sector financial management 8門(mén)課