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課程名稱 |
財務工程一
Financial Engineering (Ⅰ) |
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開課學期 |
102-1 |
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授課對象 |
管理學院 國際企業學研究所 |
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授課教師 |
李志偉 |
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課號 |
IB7044 |
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課程識別碼 |
724 M1980 |
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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 |
管二202 |
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備註 |
財務工程組七選四必修。
限碩士班以上
總人數上限：60人 |
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Ceiba 課程網頁 |
http://ceiba.ntu.edu.tw/1021Risk |
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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 |
Financial Engineering is a multidisciplinary field involving financial theory, the methods of engineering, the tools of mathematics and the practice of programming. |
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課程目標 |
This course discusses the concepts and analytical techniques of financial derivatives. These innovative products can be used to solve a wide range of financial problems.
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課程要求 |
It is designed for students who wish to obtain positions in the securities, banking, and financial management and consulting industries, or as quantitative analysts in corporate treasury and finance departments of general manufacturing and service firms. |
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預期每週課後學習時數 |
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Office Hours |
另約時間 備註： by appointment |
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指定閱讀 |
My Life as a Quant: Reflections on Physics and Finance |
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參考書目 |
Options, Futures, and other Derivatives, by John C. Hull, 8th ed., 2011, Prentice
Hall.
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評量方式
(僅供參考) |
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No. |
項目 |
百分比 |
說明 |
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1. |
Class participation and homework |
20% |
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2. |
Mid - Term Exam |
40% |
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3. |
Final Exam |
40% |
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週次 |
日期 |
單元主題 |
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第1週 |
9/13 |
Introduction |
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第2週 |
9/20 |
Holiday |
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第10週 |
11/15 |
Holiday |