Summer Programme

Finance, Big Data and Analytics Summer Programme
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Course Content

Programme Highlights

  • Cases demonstrating how financial principles and analytics are applied to solve real-world business challenges
  • Financial technology (fintech) and its applications in financial markets
  • Bank risk management and data usage for risk controls
  • Financial statement analysis, data assembly, and valuation models for portfolio management
  • Hands-on coding in R with real-world financial data, covering introduction through machine learning models
  • Industry site visits and talks by senior practitioners from major financial institutions
  • Lunch talks about various masters programmes, including Business Analytics, Finance, Management, Supply Chain Management, as well as Marketing Analytics and Insights

 

Who is it for?

  • Local and overseas undergraduates and post-graduates from all disciplines
  • Driven students wanting to take advantage of the summer break to boost their knowledge of finance, financial data analytics and programming skills
  • All instruction will be conducted in English (Recommended to have proficiency in English equivalent to CET4 in China or TOEFL)
  • Intake limited to one class

 

Course Fees

SGD 7,000 (excl. GST) without accommodation

SGD 8,000 (excl GST) with on-campus accommodation from 13 - 25 July 2020

 

Programme Schedule (*subject to change)

Week 1: 13 - 17 July 2020
  Monday Tuesday Wednesday Thursday Friday
9:00 – 10:15 Programme Opening
Sumit Agarwal

Introduction
Ruth Tan
Financial Statement Analysis and Valuation I
Ruth Tan
Bank Risk Management Interest rate risk
Yeo Wee Yong
Derivative Market and Instruments
Zhang Weiqi
Asset Pricing Models
Zhang Weina
10:15 – 10:45 Break
10:45 – 12:00 Valuation Basics
Ruth Tan
Financial Statement Analysis and Valuation II
Ruth Tan
Bank Risk Management Other risks
Yeo Wee Yong
Technological disruptions in the Financial Market
Zhang Weiqi
Style Investment
Zhang Weina
12:00 – 14:00 Lunch and talks by academic directors of masters programmes
14:00 – 15:15 Appraisal Techniques
Ruth Tan
Financial Markets and Institutions
Yeo Wee Yong
The Listing and Trading of Financial Securities
Zhang Weiqi
Portfolio Risk and Return
Zhang Weina
Searching for Alpha
Zhang Weina
15:15 – 15:30 Break
15:30 – 16:45 Relevant Cash Flows
Ruth Tan
Interest Rates and Inflation
Yeo Wee Yong
The Equity Market
Zhang Weiqi
Strategic Asset Allocation
Zhang Weina
Investment with Fintech
Zhang Weina
Week 2: 20 - 24 July 2020
  Monday Tuesday Wednesday Thursday Friday
9:00 - 10:15 Household Finance
Sumit Agarwal
Stock Valuation: Valuation by Parts
Lee Hon Sing
Data Science in Finance
Ben Charoenwong
Prediction Theory and Financial Applications
Ben Charoenwong
Visit to Monetary Authority of Singapore (MAS) Gallery
10:15 – 10:45 Break
10:45 – 12:00 Household Finance
Sumit Agarwal
Stock Valuation: Business Drivers
Lee Hon Sing
Introduction to R
Ben Charoenwong
Linear Regression
Ben Charoenwong
Role of Data in Monetary Policy
Ng Dingxuan
12:00 – 14:00 Lunch and talks by academic directors of masters programmes
14:00 – 15:15 Stock Valuation: Gathering data
Lee Hon Sing
Stock Valuation: Risk Analysis
Lee Hon Sing
Wrangling Financial Data
Ben Charoenwong
Overfitting and Model Selection
Ben Charoenwong
Industry Visit
TBC
15:15 – 15:30 Break
15:30 – 16:45 Stock Valuation: Building Pro Forma
Lee Hon Sing
Stock Valuation: Monte Carlo Simulation
Lee Hon Sing
Data Handling
Ben Charoenwong
Topics in Financial Data Analytics
Ben Charoenwong
Industry Visit
TBC

Certificate Issuance and MSc Finance Scholarship Award Aaron Goh

Foundations in Finance

by Prof. Ruth Tan
Introduce corporate finance and financial statement analysis through the use of real-life case studies to teach students to make sound managerial, financial decisions..

Financial Institutions and Bank Risk Management

by Prof. Yeo Wee Yong
Cover financial institutions typically present in the finance industry, with a particular focus on risk and risk management of banks.

Equity, Derivatives and Fintech

by Dr. Zhang Weiqi
Understand the equity market and derivative instruments in global financial markets,
including opportunities for fintech applications and real-life cases of fintech disruptions.

Investments

by Dr. Weina Zhang
Introduce principles of investment management in a volatile global market, including asset allocation and portfolio management, risk management, as well as fintech applications in the hedge fund industry.

Financial Valuation and Simulation using Bloomberg

by Dr. Lee Hon Sing
Apply financial economic theories and methodologies with Bloomberg and VBA simulation on three areas of finance – stock valuation, wealth management and derivatives.

Financial Analytics in R

by Dr. Ben Charoenwong
Learn principles of financial data analytics, from data management to machine-learning to
analyze financial and apply coding in R through hands-on practice , with applications to course material introduced in corporate finance and investments.

World-class Faculty

Sumit AGARWAL

Head of Department, Finance
Professor of Finance, Economics and Real Estate
Low Tuck Kwong Distinguished Professor
PhD, University of Wisconsin
MA, Economics, University of Wisconsin
BSc, Computer Science, University of Wisconsin

Sumit is the Head of Finance department and a Professor in the departments of Economics, Finance and Real Estate. His research on issues related to household finance, behavioural finance, international finance, real estate markets, and capital markets has been published in top tier journals and cited in international media. He has consulted with the World Bank, was a senior financial economist with the Federal Reserve Bank in Chicago and held the position of Senior Vice President in the Small Business Risk Solutions Group of Bank of America.

Zhang Weina

Senior Lecturer
PhD, Northwestern University
Msc, Northwestern University
B.B.A (First Class Honors), National University of Singapore

Weina is a senior lecturer with the Department of Finance. Her research focuses on fixed income securities, asset pricing and sustainable & social finance. She has published many academic papers in leading finance and economics journals. She has taught Investments Analysis and Portfolio Management, Corporate Finance, Research Methods in Finance, and International Financial Management, and impact investing to a wide range of students. She has also published many teaching cases and textbooks. She is a recipient of several best paper awards and teaching awards.

ZHANG Weiqi

Senior Lecturer
PhD, NUS Business School
B.Comp (Honors), E-Commerce, minor Financial Mathematics, National University of Singapore

Weiqi is a senior lecturer with the Department of Finance. She has taught undergraduate, graduate, executive education courses to a large cross section of students, and her areas of expertise include Personal Finance & Wealth Management, Financial Markets, Investments and Portfolio Management, and Technologies and Data Analytics in Finance. Her research interests include empirical asset pricing , asset allocation, portfolio management and FinTech. Her research has been published in leading academic journals, including Management Science.

Ruth TAN

Associate Professor
PhD, University of Washington
Msc. Pennsylvania State University
B.Acc, National University of Singapore

Ruth is an Associate Professor of Finance who teaches Financial Markets, Financial Management and Corporate Finance. She has been awarded the NUS Annual Teaching Excellence Award and was placed on the Honour Roll for her commitment and performance in teaching.

YEO Wee Yong

Associate Professor
PhD, Indiana University
M. Business, Indiana University
B.B.A (First Class Honors), National University of Singapore

Wee Yong is an Associate Professor of Finance who teaches Financial Markets, Private Equity and Investment Banking. He has won several educator awards, including the NUS Annual Teaching Excellence Award. He was placed on the Honour Roll for his commitment and performance in teaching.

LEE Hon Sing

Deputy Head of Department
PhD, Northwestern University
B.Sc. (First Class Honors) in Mathematics, NUS

Lee Hon Sing is the Deputy Head of the Finance Department at NUS Business School. He has won several Outstanding Educator awards, and has co-authored books including Introduction to Calculus and Matrices with Applications in Asset Pricing, and Dynamics of Financial Systems: Instruments, Markets and Institutions. Hon Sing has taught various courses including Financial Modelling, Numerical Methods for Financial Engineering, Research Methods for Finance, etc.

Ben CHAROENWONG

Assistant Professor
PhD, University of Chicago
B.Sc. in Honors Economics, Honors Statistics, and Financial Mathematics

Ben is an Assistant Professor of Finance at the National University of Singapore Business School. His research includes studying the interaction of supply chain and financial leverage decisions, pricing the voting component of common stock, and the regulation of investment advisers. Ben teaches undergraduate and postgraduate International Financial Management, and R Programming in Finance.

Certification and Awards

Students graduating from the programme will receive:

  • NUS Business School certificate of participation

In addition, the two best students in the programme will receive:

  • NUS Business School MSc in Finance scholarship of SGD6,000 (subject to successful selection and enrollment)
  • Recommendation letter from academic director of the summer programme

Prerequisites

Applicants should provide:

  1. Current resume
  2. University transcript
  3. Photocopy of university student card

Application

Application deadline: 31 March 2020

 

Download Brochure

 

Enquiries

For further inquiries about the Finance Summer Programme at NUS Business School, please email finsummer@nus.edu.sg

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Course Fees
SGD 7,000 (excl. GST) without accommodation and SGD 8,000 (excl. GST) with on-campus accommodation
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Date
13 - 24 July 2020
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Days
2 weeks

For further inquiries about Summer Programme at NUS Business School

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