随机分析与应用.pdfVIP

课程大纲 随机分析与应用 课程编号 授课对象：学术研究生 学 分：2 任课教师：李辰旭 课程类型：选修 开课学期：2015 年春 先修课程： 任课教师简历（500 字左右）： 李辰旭博士，北京大学光华管理学院讲师，2010 年获美国哥伦比亚大学博士学位。主 要从事金融计量和金融工程等专题研究。多项研究成果已成功发表在 Annals of Statistics ，Mathematics of Operations Research ，Mathematical Finance 等重要 学术期刊。作为研究的实践，参与金融机构的衍生品定价与量化交易模型的开发和改进。 在北京大学光华管理学院他讲授金融中的量化方法，随机分析与应用，管理学中的统计 方法，商务统计分析， 数据分析与统计决策等所涉课程。2004 年毕业于中国科大，获 应用数学学士学位。他兴趣广泛，对文化艺术特别是钢琴演奏及钢琴艺术鉴赏和研究拥有诚挚的热爱。 任课教师联系方式： 办公电话：86-10 Email ：cxli@ 助教姓名及联系方式： 李晨煦 Email: lichenxu.pku@ 辅导、答疑时间： 待定 一、项目培养目标 1 Learning Goal 1 Graduates will be thoroughly familiar with the specialized knowledge and theories required for the completion of academic research. 1.1 Objective 1 Graduates will have a deep understanding of basic knowledge and theories in their specialized area. 1.2 Objective 2 Graduates will be familiar with the latest academic findings in their specialized area and will be knowledgeable about related areas. 1.3 Objective 3 Graduates will be familiar with research methodologies in their specialized area, and will be able to apply them effectively. 2 Learning Goal 2 Graduates will be creative scholars, who are able to write and publish high-quality graduation dissertation and research papers. 2.1 Objective 1 Graduates will write and publish high-quality graduation dissertation and research papers 2.2 Objective 2 Graduates will be critical thinkers and innovative problems solvers. 3 Learning Goal 3 Graduates will have a broad vision of globalization and will be able to communicate and coopera