105年第1學期-1680 財務數學 課程資訊

課程分享

選課分析

本課程名額為 70人,已有64人選讀,尚餘名額6人。

評分方式

評分項目 配分比例 說明
Midterm Examination 30
Final Examination 30
Evaluation and/or Homework 30
Attendance 10

授課教師

楊尚穎

教育目標

The goal of this course is to provide undergraduate an understanding of the fundamental concepts of financial mathematics, and how those concepts are applied in calculating present and accumulated values for various streams of cash flows as a basis for future use in: reserving, valuation, pricing, asset/liability management, investment income, capital budgeting and valuing contingent cash flows. Topics in this course include the following context: Simple and compound rates of interest and discount;nominal and effective rates of interest and discount; force of interest; equivalent interest rate measures; equation of value; present value and future value; level and non-level annuities and perpetuities; yield rates; time-weighted and dollar-weighted average rates of return; spot rates and forward rates; duration and convexity; immunization; yield curves and the term structure of interest rates; bonds, mortgages, stocks, and other financial instruments.

課程資訊

參考書目

1.Kellison, S.G., The Theory of Interest (Third Edition), 2008, Irwin/McGraw-Hill