金融资产定价实证
（王缘）FIN50202023春 2022春2023春 2022春
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| 选课类别：专业任务 | 教学语言：英文 |
| 课程类别：专业选修课 | 开课单位：金融系 |
| 课程层次：研究生 | 获得学分：3.0 |
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课程简介（教工部数据）
本课程涉及到有关金融资产定价相关多方面知识，所包含的主题有：均衡定价、套利定价（风险中性定价）、行为金融、股票市场单（多）因子资产定价、异象研究、机器学习、期权定价理论、希腊值和波动率等等。本课程不仅要为学生们提供完备的金融资产定价理论基础，更着重于引导他们基于中国金融市场，对中国金融资产定价的理论和实践进行深入的探究。本课程对学生的编程能力有一定要求。
This course covers a wide range of knowledge related to financial asset pricing. The topics include equilibrium pricing, arbitrage pricing (risk-neutral pricing), behavioral finance, single (multi) factor asset pricing models of stock market, anomaly research, machine learning, option pricing theory, Greek value, volatility, etc. This course not only provides students with a complete theoretical basis for financial asset pricing, but also helps them to conduct in-depth research and practice based on the China’s financial market. This course requires certain level of computer programming skills.
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