Overview of the Department of Financial Engineering
The Department of Financial Engineering is established in 2003, which mainly engaged in the research and teaching of Financial Asset Pricing, Risk Management, Market Microstructure, Financial Mathematics, Financial Calculation, and Financial Econometrics. The Department also offers the following courses: Introduction to Financial Engineering, Financial Economics, Econometrics, Financial Risk Management, Applied Stochastic Process, C++ Programming, and Financial Numerical Calculation for undergraduates, master and PhD. The major of financial engineering founded by the Department is a new major with inter-disciplinary characteristics. The undergraduate major was established in 2002 as one of the first five financial engineering undergraduate majors introduced in China. The Academic Master's Degree and Doctoral Degree in financial engineering were available from 2012.
The Department has a competent teaching team led by Professor Wang Hui. Currently, the Department has three professors, seven associate professors and four assistant professors, seven of whom hold doctoral degrees from overseas. Among these professors, there are two Ministry of Education’s New Century Excellent Talents in University, one teacher in Beijing Program of Excellent Young People, and one member of CPPCC Changping District Commission in Beijing.
The Empirical Finance and Statistical Software Application taught by Professor Wang Hui and the Econometrics coordinated by the Associate Professor Shi Xiuhong in the Department of Financial Engineering are rated as university-level excellent courses. The Introduction to Financial Engineering, coordinated by Professor Wang Hui, is on the MOOC platform of the Chinese universities and selected as the daily course on the platform of xuexi.cn. The Research on the Reform of High-level Talent Cultivation Model in Financial Engineering based in the Department has been approved as the education and teaching reform program in Beijing.
In recent years, the teachers of the Department have led nearly 20 national and general research projects such as the research projects of the National Natural Science Foundation of China. Our faculty has published in top domestic and foreign journals, including Science China, Journal of Management Sciences in China, the Journal of World Economy, China Economic Quarterly, Journal of Financial Research, Journal of Financial Economics, Review of Financial Studies, Journal of Econometrics and Journal of Financial and Quantitative Analysis.
Names of current faculty of the Department
Professors: Liu Xiangli, Wang Hui and Jiang Fuwei (Department Dean)
Associate Professors: Shang Youguang, Li Leining, Shi Xiuhong, Shi Yingzhe , Zhou Deqing, Gao Yan and Chen Rui
Assistant Professors: Guo Jianguang, Zhu Yifeng, Wu Kai and Xia Cong