Quant Guide 2022: City University of Hong Kong

Kowloon, Hong Kong, China

Photo: Wing1990hk

 

 

City University of Hong Kong’s MSc Financial Engineering has experienced a significant popularity bounce over the past year. The latest programme received 470 applications, versus 299 in the 2021 guide.

The course, led by Tao Li, a professor in the department of economics and finance, didn’t opt to issue more offers than usual – rather, it became more selective, making 120 offers versus last year’s 149. The latest intake numbers 52 full-time students, versus last year’s 55. The programme remains one of the more gender-balanced among the Quant Guide’s participants, with 42% female and 58% male students.

The year-long MSc has seen a number of new staff appointments: Lei Zhang, an associate professor who teaches classes in corporate valuation, fixed income analytics and financial management, formerly of the University of Melbourne; assistant professor of finance Ran Duan, whose research interests include climate finance and green technology; and Huiwen Lai, an associate professor in the department of economics and finance.

One new course has been incorporated: focusing on asset management and hedge fund strategies, the module examines equity markets, asset allocation and arbitrage strategies. 

Other classes include a range of core and elective modules. Core classes include: material on derivatives and risk management; option pricing; fixed income securities; and stochastic calculus. Electives include classes in: advanced corporate finance; financial econometrics; credit risk management; and some classes from other university departments, including the departments for accounting, information systems, and management science. 

View this institution’s entry in the 2021 guide

View other universities and a guide to the metrics tables