- Submission of the proposal (Introduction and literature review) is due on 11.18 (Monday) 11:59 AM.
| No | Date | Contents |
|---|---|---|
| 01 | 9.03 Tue | Lecture (Choi): Overview, Thesis trend, and Zotero, (Peng): Introduction available in Zotero group library. |
| 02 | 9.10 Tue | Lecture (Choi): Zotero with MS Word, Structure, Topic and Contribution, Bitcoin Literature Review |
| 03 | 9.17 Tue | Lecture (Peng): Asset Pricing with Spatial Interaction, A Jump-Diffusion Model for Option Pricing. Papers and slides avilable in Zotero group library. |
| 04 | 9.24 Tue | Lecture (Choi) Presenation Order, Quant Finance Topics |
| x | x | No Class: National Day Week |
| 05 | 10.08 Tue | Lecture (Peng) |
| 06 | 10.15 Tue | Proposal Presentation (Choi and Peng) |
| 07 | 10.22 Tue | Proposal Presentation (Choi and Peng) |
| 08 | 10.29 Tue | Proposal Presentation (Choi and Peng) |
| 09 | 11.05 Tue | Proposal Presentation (Choi and Peng) |
| Exam | 11.12 Tue | Rm 313. 3:30-4:30 PM Final Exam (English for thesis writing) |
| Report | 11.18 Mon | Due by 11:59 AM |
- Lectures: Tues 3:30 – 5:20 PM
- Venue: PHBS Building, Room 209
Instructor: Jaehyuk Choi / Xianhua Peng
- Office: PHBS Building, Room 755 / 756
- Phone: 86-755-2603-0568 / 3050
- Email: jaehyuk / xianhuapeng @ phbs.pku.edu.cn
- Office Hour: TBA
- Email: [email protected]
- TA Office Hour: 8:30 - 10:20 AM, Thursday (Room 213/214)
The general purpose of the Research Methodology course to prepare students for conducting research and writing thesis. This particular session (F1) is customized for the students who are going to write thesis on a quantitative topics such as mathematical finance, financial engineering, and fintech. Throughout this course, students will first learn what are good research topics by examples. Then, students will be required to their own thesis topics and present in class. It is strongly encouraged that the students pick a real topic that they will work for thesis. The course will also equip students with several practical tools such as reference management software and English for thesis writing.
- Each student should propose a thesis idea that can be developed to thesis.
- Write a proposal consist of literature review and new element. The proposal write-up should be in such a level to be used as the introduction section of the thesis.
- Present the preposal in class (4 weeks): about 10 minutes including quick discussion/comments.
- Read about the exam.
- Rm 313. 11.12. (Tues) 3:30 - 4:30 PM
- The Elements of Style, Fourth Edition by Struck and White: Amazon
- English for Writing Research Papers: Useful Pharase: Download
Attendance 20%, Assignments 10%, Thesis Proposal 40%, Final Exam 30%
- Presentation: proposal write-up / presentation in class
- Attendance: Randomly checked. The score is calculated as 20 – 2
x(#of absence). Leave request should be made 24 hours before with supporting documents, except for emergency. Job interview/internship cannot be a valid reason for leave - Grade in letters (e.g., A+, A-, ... ,D+, D, F). A- or above < 30% and B- or below > 10%.