Discipline of Quantative Economics

发布日期:2018-04-03

The quantative economics was approved by theAcademic Degrees Committee of the State Council in 1996(No.12 Degree[1996])and began to recruit in 1997, which is the one of four earliest master course in the universitives.In 2008, the Quantative Economics was approved as the key construction discipline of Beijing by the Beijing Education Committee. In addition, the discipline was determined by the key construction discipline during the 12th five years plan of the university. The discipline has the longer history and strong academic research ability. The Xinhua Index is draw up by the discipline, published globally on 9th Oct. 2000 by the Xinhua News Agency, and it is still in operating.

Main course

Compulsory course: advanced economics, econometrics, stochastic process, financial engineering, and game theory of economy and so on. Selective course, securities and futures, multivariate statistical analysis, mathematic models of economy, mathematical programming, and forefront issues of applied economics and so on.

Research Directions

(1)Econometrics ayalysis. It builds econometric model based on economic theory and statistical reference, applied math, statistical method and computer technique. The quantative analysis has character of economic variable randomness. It mainly includes theory econometrics and applied econometrics.

(2)Financial and derivaties analysis. It analyses financial products such as stock and bond, financial futures and options, commodity futures. It proposes new model and theory of pricing and analyze influencs to national econmy that brought by the financial development and creation.

(3)Bulk commodity pricing and risk analysis. This direction focuses on analysis the sopt and futures price of international bulk commodity, such as energy, metal agricultural products. In addition, it analyzes influence factors and effects that brought by price fluctuations. Furthermore, it proposes new model of pricing and focast price trend by analysising risk.

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