
Quant Guide 2021: Hong Kong University of Science and Technology
Hong Kong, China

Hong Kong University of Science and Technology’s (HKUST) MSc in Financial Mathematics (MAFM) has swollen its ranks of instructors over the past year, reporting an additional 10 individuals joining the teaching staff, up to a total of 20 – half of whom have an industry affiliation.
Thanks to the ongoing impact of the coronavirus, teaching currently takes place in a mixed format, with some students attending sessions in person and others following along online via a simultaneous interactive livestream.
Successful completion of the programme requires students to pass 36 credits of course material, 27 of which have to come from a dedicated – and lengthy – group of financial mathematics models. Students are also able to take up to nine credits of free electives, or opt to complete project tasks set by industry supervisors in fields such as statistics or machine learning.
Regular modules on offer include classes in foundational topics, including stochastic calculus, quantitative risk management and portfolio optimisation, as well as newer, modish areas such as distributed ledger technology in financial applications and artificial intelligence. A dedicated module on financial markets in Hong Kong and China is also offered.
While the course does host a small number of international students, the majority of the intake comes from institutions throughout Hong Kong and mainland China, like Sun Yat-sen University, Wuhan University, and the neighbouring City University of Hong Kong.
Only users who have a paid subscription or are part of a corporate subscription are able to print or copy content.
To access these options, along with all other subscription benefits, please contact [email protected] or view our subscription options here: http://subscriptions.risk.net/subscribe
You are currently unable to print this content. Please contact [email protected] to find out more.
You are currently unable to copy this content. Please contact [email protected] to find out more.
Copyright Infopro Digital Limited. All rights reserved.
You may share this content using our article tools. Printing this content is for the sole use of the Authorised User (named subscriber), as outlined in our terms and conditions - https://www.infopro-insight.com/terms-conditions/insight-subscriptions/
If you would like to purchase additional rights please email [email protected]
Copyright Infopro Digital Limited. All rights reserved.
You may share this content using our article tools. Copying this content is for the sole use of the Authorised User (named subscriber), as outlined in our terms and conditions - https://www.infopro-insight.com/terms-conditions/insight-subscriptions/
If you would like to purchase additional rights please email [email protected]
More on Quantitative finance
Derivatives
Swaptions transition snags trigger term SOFR calls
Liquidity flips to RFR but laggards struggle with behavioural quirks for contracts referencing overnight rates
Receive this by email