Reshaping the Investment Risk Management Course Under the Dual Drivers of 'Mathematics + Finance'

Abstract

With the accelerated globalization and digital transformation of financial markets, risks are becoming more complex and contagious. Traditional investment risk management courses face challenges such as content that is disconnected from the market, an emphasis on theory over practice, and a single evaluation mechanism, making it difficult to meet the industry's demand for interdisciplinary talents. This paper focuses on the dual drivers of "Mathematics + Finance." Through literature analysis and a survey of the current state of the course, it identifies issues such as insufficient coverage of new types of risks, delayed integration of cutting-edge technologies, and weak cultivation of practical abilities. The paper proposes a closed-loop reshaping plan: "Curriculum Outline Revision → Teaching Design Optimization → Evaluation Mechanism Improvement → Continuous Teaching Improvement." The plan strengthens the integration of mathematical tools like mathematical statistics and stochastic processes with financial risk scenarios in the course outline, designs a blended teaching model of "theory lectures + case analysis + experimental teaching + hands-on simulation," and establishes a multi-dimensional evaluation system that combines "formative + summative" and "theory + practice." Furthermore, it relies on feedback from evaluations to dynamically optimize the teaching content. Research shows that this plan can effectively enhance students' mathematical modeling and risk decision-making abilities, promote cross-disciplinary innovation in finance, and provide a feasible reference path for the reform of finance-related courses in universities, contributing to the cultivation of high-quality risk management talents that meet industry demands.