98年第1學期-4759 財務演算法 課程資訊

評分方式

評分項目	配分比例	說明
Group report	30
Group homework	50
Class participation	20

教育目標

The aim of this course focuses on the implementation of a theoretical model as a usable tool. Students completing this course are expected to have a deep understanding of common numerical methods in pricing and hedging derivatives, and be able to carry out these methods by using Excel VBA and Gauss. They are also expected to be skilled in computer programming to a level where it is usable in a real research or trading environment.

課程概述

先修課程：期貨與選擇權 課程概述： 本課程介紹各種財務數值分析方法，並學習撰寫程式，以進行金融商品訂價與避險比率計算。

基本資料

選修課，學分數：2-0
上課時間：五/6,7
修課班級：財金碩1,2
修課年級：年級以上
選課備註：

參考書目

Selected Journal Articles.