|
週次 |
日期 |
單元主題 |
|
第1週 |
09/10 |
Introduction. History of Modern Finance: Financial Markets and Stochastic Theories (I). |
|
第2週 |
09/17 |
History of Modern Finance: Financial Markets and Stochastic Theories (II).
Review of Probability Theory. |
|
第3週 |
09/24 |
No Class. |
|
第4週 |
10/01 |
牛繼聖 博士 （中國信託銀行證券部副總經理） 演講題目： 初窺財務工程實務(Introduction to Industrial Practice of Financial Engineering). . |
|
第5週 |
10/08 |
Review of Probability Theory (II). |
|
第6週 |
10/15 |
Stochastic differential equation (SDE), Ito's formula. |
|
第7週 |
10/22 |
Quadratic Variation. Parameter estimation of GBM. |
|
第8週 |
10/29 |
Stochastic Integral. Black-Scholes Pricing Theory. |
|
第10週 |
11/12 |
Midterm |
|
第11週 |
11/19 |
Option Payoff Functions. |
|
第12週 |
11/26 |
Black-Scholes Option Pricing Theory. |