Excuse me for not being able to type Chinese.
Do you really have to go to UCLA but not any other school in US? Usually when we Chinese guys apply for overseas study opportunities, the strategy we take is to apply for as many graduate schools as our time and economic conditions allow us to, so that there's a better chance that we can get at least one offer. I've heard of some people applying for only a few schools, and as you may guess, they ended up with no offer at all, even though some of them have quite good GPA or GRE/TOEFL scores.
You have to be aware that UCLA is a prestigious school in many fields of studies. Finances is also a highly competitive field which usually don't have much chance left for international students (domestic students who are US citizens would of course be given priority for admission). So if you don't think it's a UCLA-or-not-going-at-all case, and you aren't sure you have something that makes you really stand out, I suggest you to consider a few more graduate schools in the country to maximize your chances of getting admited. US is never short in excellent universities, and I'm sure you'll find the ones that suit you.
Now let's come to the application process and material preparation.
First, you need to take a few English tests: TOEFL or IELTS, and GMAT. From the first two I think you can choose one at your will, but GMAT should be a requirement. That is the same for UCLA and most other schools. Usually a GMAT score of 600 is adequate to get you into a good school; however, the higher the better.
Second, you need to find a few (usually three) people to write you letters of recommendation. These people had better be respected professors in your intended field of studies (in this case Finances) or your teachers that know you well and appreciate your talents.
Third, you need to prepare the following documents yourself:
A personal statement (that you write to describe your motivation of study and to demonstrate your competence, and ultimately to convince the UCLA adimssion committee that you have the virtues they want)
A curriculum vitae (or resume)
An official transcript (that can be obtained from your college)
After all these things are prepared, you go to the official admission website of UCLA and follow the instructions to make an application online, followed by mailing all the materials mentioned above in a package to the UCLA admission office. English test scores can't be mailed this way, so you need to deliver them to the admission office through a Score Delivery requirement to ETS.
That's the basic process you need to follow. For more information, you can refer to AdvancedEdu at PKU or Tsinghua BBS.
Good luck!