Master of Financial Engineering (Code: 0202Z1)

Financial Engineering is a second-level discipline under the first-level discipline of applied economics in Shanxi Province's key disciplines and advantageous characteristic disciplines. Financial engineering was selected as the third batch of undergraduate enrollment majors in the country in 2004. It became a Special Major Construction Point in Shanxi Province in 2011, established a Financial Engineering Experimental Class in 2012, became an Advantage Major in Shanxi Province in 2018, and became a First-class Undergraduate Major in Shanxi Province in 2019. The financial engineering discipline began to recruit master's students in the financial engineering research direction in 2003, and began to independently recruit master's and doctoral students as a self-developed second-level discipline in 2014. In 2019, the financial engineering team was named a key discipline team of SXUFE.

There are currently 20 professional teachers in financial engineering, including 4 professors, 8 associate professors, and 8 lecturers; 3 doctoral supervisors and 15 master supervisors. 3/4 of the teachers have doctoral degrees. Among the teachers, there is 1 senior expert contacted by the Shanxi Provincial Party Committee, 2 academic and technical leaders in Shanxi Province, 1 outstanding academic leader in universities and colleges in Shanxi Province, 2 talents of the "Three Jin Talents" Support Program in Shanxi Province, and 1 provincial famous teacher, 1 provincial model teacher.

In recent years, financial engineering teachers have presided over more than 10 national-level projects, more than 70 scientific research projects above the provincial and ministerial level, more than 10 teaching reform research projects, and published over 100 scientific research papers in national academic journals, andpublished over 10 high-quality academic monographs in national-level publishing houses, and won over 20 teaching and scientific research awards at or above the provincial and ministerial level.

Training objectives:

Cultivate high-quality financial engineering talents with a solid foundation of economics theory and skilled mathematical analysis capabilities, who can master the systematic basic theories, basic methods and basic skills of financial engineering, have a strong sense of innovation and social adaptability, and be able to independently engage in financial theory and practice work such as financial product design, asset pricing and risk management.

The major’s features:

This major adheres to the strategic positioning of international vision and regional service, and carries out fruitful research on financial issues in financial asset pricing, behavioral finance, financial innovation, financial risk contagion and supervision, corporate investment and financing, and resource-based economic transformation from multiple perspectives. It persists in the combination of mastering the micro-financial theoretical system and applying financial engineering methods to solve practical economic problems.

Research direction:

1.Financial asset pricing

2.Financial risk management

3Securities investment theory and practice

4.Corporate finance

Main courses:

Macroeconomics, Microeconomics, Econometrics, Financial Theory and Policy, Financial Economics, Corporate Finance, Investment, Financial Statement Analysis, Stochastic Process, Financial Derivative Product Pricing, Financial Time Series Analysis, Financial Engineering Methods and Technology, Financial Risk Management, Financial Technology, Energy Finance, etc.

Employment direction:

Graduates are suitable to engage in financial product design, financial asset pricing, portfolio investment, corporate finance, financial risk management, and teaching and scientific research in banking, securities, insurance and other financial institutions, government departments, and public institutions.