The major purpose of this course is to help students develop research projects on structure finance related topics. The topics will cover the related topics of structure finance, including a review of the content of structure finance and related researches. The course is organized into three parts. The first part is an overview, which includes a brief introduction of the essences of project finance, real estate finance, and asset securitization. The overview will take around one third of the course to provide background knowledge and possible research extensions and is mainly in the form of lectures and discussion. The second part is a review of related researches include pricing of structure financing products such as the mortgage-backed securities pricing, interest rate models, CDO pricing and REITs pricing. The second part will be held in the form of student presentation and discussion. The third part will be a project proposal presentation by class participants. No class sitting-in (旁聽) is allowed without permission.