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課程名稱 |
管理數學
Mathematics for Management |
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開課學期 |
108-1 |
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授課對象 |
管理學院 財務金融學系 |
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授課教師 |
黃以達 |
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課號 |
Fin2009 |
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課程識別碼 |
703 30500 |
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班次 |
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學分 |
3.0 |
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全/半年 |
半年 |
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必/選修 |
必修 |
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上課時間 |
星期五7,8,9(14:20~17:20) |
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上課地點 |
管二305 |
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備註 |
本課程中文授課,使用英文教科書。
限本系所學生(含輔系、雙修生)
總人數上限：60人 |
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Ceiba 課程網頁 |
http://ceiba.ntu.edu.tw/1081Fin2009_ |
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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 |
Linear Algebra:
#1 Multiplication of Matrices, Inverse and Gauss-Jordan Elimination.
#2 LU decomposition, Cholesky Decomposition and Permutation Matrix.
#3 Vector Space.
#4 Linear Independence, Bases and Dimensions.
#5 Types of Solution in Linear System and Complete Solutions.
#6 Inner Product Space and Norm.
#7 Four Fundamental Subspaces.
#8 Determinants.
#9 Projection Matrix and Least Square Method.
#10 Orthogonal Matrix and Gram-Schmidt Process.
#11 Eigenvalue and Eigenvector.
#12 Diagonalization.
#13 Real Symmetric Matrices and Spectral Theorem.
#14 Positive Definite Matrix and Quadratic Form.
#15 Variance-Covariance Matrix.
Optional: (Application)
#1 In Statistics: Principal Axis Theorem and Principal Component Analysis.
#2 In Portfolio Selection: Mathematics in Efficient Frontier.
#3 In Pricing Derivatives: General One-Period Pricing Model in Derivatives.
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課程目標 |
This course is to offer the fundamental tools especially used in finance. In this course, main subjects, such as calculus, linear algebra, and some useful models are included. In this course, the materials are based on the required lecture notes. The grade is totally determined by the regular examinations and quizzes. |
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課程要求 |
There will be four 80 minutes quizzes at class, one mid-term and one final exam.
Among these you can pick three of your highest scores as your grades，but all these tests cannot be make-up! |
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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 |
待補 |
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參考書目 |
1. Gilbert Strang: Introduction to linear algebra. (4th edition)
2. MIT Open Course: Linear algebra. (2011 Fall)
3. 張森林 &石百達, 財金數量方法, 初版. 2010, 雙葉書局。 |
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評量方式
(僅供參考) |
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