各位金融工程的高手，本人即将学习以下课程，请高手帮忙看看这些课程需要什么数学或者计算机编程基础，谢谢，如果这些课程能推荐些中英文教材更是感激不尽，谢谢

Risk Analyses and Management                                Market risk. Value-at-Risk measures and problems. Parametric historical, and simulations VAR. Alternative securities risk and derivatives risk measurements. Delta-normal VARs and applications to different products. Credit risks and measurements. Liquidity, operational risk, legal risk, settlement risk, model risk, tax risk and others, Stress testing, Accounting and legal compliance. Some existing models and Risk Management best practices.

Financial Engineering Project                                Students are encouraged to work on a project related to an actual problem at work involving financial engineering solutions. Otherwise students could work on a new product or process idea, or a detailed case study. The report about 60x double-spaced A4 pages including appendixes should be carefully written and submitted.


Stochastic Calculus and Quantitative Methods                                This module will cover the fundamental concepts of stochastic calculus as well as quantitative methods that are relevant to financial engineering. The topics include Wiener processes, stochastic integrals, stochastic differential equations, Ito’s lemma, the martingale principle and risk neutral pricing. It will also cover important topics in linear algebra and optimization.

Programming and Advanced Numerical Methods                                This module will cover both computer programming and  numerical methods. On the programming side, this module will cover Octave  language. The emphasis will be given to programming to solve financial  engineering problems. On the numerical methods side, this module will cover  finite difference, discretization and Monte Carlo simulation methods.

Financial Econometrics                                The statistical modelling and forecasting of financial time series, with application to share prices, exchange rates and interest rates. Market microstructure. Specification, estimation and testing of asset pricing models including the capital asset pricing model and extensions; Modelling of volatility. Practical application of volatility forecasting. Estimating continuous time models.

Derivatives and Fixed Income                                  Basic theories of futures, options, and swaps pricing. Fundamental concepts of no arbitrage equilibrium and also risk premia. Hedging techniques and the Greeks. Fixed Income securities analytics. Yield curve analyses. Extensions to asset-backed securities and asset securitization issues. Structured notes and embedded options. Corporate debts and convertibles.