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課程名稱 |
財務工程
Financial Engineering |
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開課學期 |
104-2 |
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授課對象 |
社會科學院 經濟學系 |
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授課教師 |
黃以達 |
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課號 |
ECON5106 |
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課程識別碼 |
323 U7990 |
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班次 |
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學分 |
3 |
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全/半年 |
半年 |
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必/選修 |
選修 |
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上課時間 |
星期五2,3,4(9:10~12:10) |
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上課地點 |
社科502 |
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備註 |
限學士班三年級以上 或 限碩士班以上
總人數上限：40人 |
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Ceiba 課程網頁 |
http://ceiba.ntu.edu.tw/1042ECON5106_ |
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課程簡介影片 |
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核心能力關聯 |
核心能力與課程規劃關聯圖 |
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課程大綱
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為確保您我的權利,請尊重智慧財產權及不得非法影印
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課程概述 |
Studying theoretical pricing models for those financial assets which are known as financial derivatives. |
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課程目標 |
Studying theoretical pricing models for those financial assets which are known as financial derivatives. |
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課程要求 |
Prerequisites:Calculus and probability theory.
Assignment:There will be some problem sets after each lecture. The best way of learning is to make a study group to discuss lectures after class. |
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預期每週課後學習時數 |
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Office Hours |
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指定閱讀 |
Lecture Notes and Problem Sets. |
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參考書目 |
John C. Hull. Fundamentals of Futures and Option Markets.(8th ed. Pearson
Education) |
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評量方式
(僅供參考) |
|
No. |
項目 |
百分比 |
說明 |
|
1. |
Assignments |
15% |
|
2. |
Quizzes |
20% |
|
3. |
Mid-term Exam |
30% |
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4. |
Final Exam |
35% |
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