Undergraduate Study

Course content of financial mathematics

Year 1

The first year develops a foundation in maths, computer and English, as well as in financial and economics.

Mathematics modules

Calculus I and II (7 credits)

Linear Algebra (3 credits)

Mathematical Skills I: Reasoning and Communication (10 credits)

Introduction to Probability and Statistics (20 credits)

Computer module

Fundamentals of C++ Programming  (3 credits)

English module

College English I and II  (6 credits)

Economics modules

Accouting (3 credits)

Political Economy (3 credits)

Micro-economics(3 credits)


Year 2

Your second year will consist of three core modules spread across the Department of Mathematics and Department of Economics and Related Studies. We emphasise consolidating quantitative and analytical skills, while still studying core concepts.

Mathematics modules

Probability and Statistics (4 credits)

Statistics  (3 credits)

Applied Stochastic Processes (3 credits)

Ordinary Differential Equations  (3 credits)

Operations Research (3 credits)

Real Viriable Function(3 credits)

Mathematical Software and Application(2 credits)

English module

College English III  (2 credits)

Economics modules

Macro-economics (3 credits)

Finance (3 credits)

Public Finance (2 credits)

Financial Economics(3 credits)

Financial Derivatives Pricing I(3 credits)


Year 3

In this year, you will learn methods of quantitative finance. You'll use techniques to model and forecast interest rates and stock prices.

Mathematics modules

Stochastic Analysis for Finance  (3 credits)

Data Mining and Analysis   (3 credits)

Statistical Software(SPSS,SAS) (2 credits)

Mathematical Experiment (2 credits)

Economics modules

Econometrics (3 credits)

Financial Risk Measurement and Management (3 credits)

Financial Time Series Analysis (3 credits)

Economic Game Theory (2 credits)

Financial Derivatives Pricing II(3 credits)

Financial Engineering(3 credits)

Year 4

In this final year, you should complete the remaining courses as well as graduation practice and thesis.

Financial Calculation and Models (2 credits)

Python for Big Data analysis (2 credits)

Graduation Practice (3 credits)

Graduation Thesis (4 credits)


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Copyright © 2015 School of Mathematics and Quantitative Economics, Shandong University of Finance and Economics
Phone: 86+531 82617651
Address:40 Shungeng road
 Jinan, Shandong 250014
 P. R. China