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.