101年第1學期-4935 財務經濟學 課程資訊
本課程名額為 70人，已有6 人選讀，尚餘名額64人。
Financial economics aims to introduce students to main theoretical models used by financial economists.
Financial economics aims to introduce students to main theoretical models used by financial economists. This course focused on the finance aspects of general equilibrium theory with asset markets, which theory constitutes the intellectual foundation of asset pricing models commonly applied in the analysis of financial markets. From this, for example, we can learn that a willingness to insure risk may result from the possibility of diversification. The law of one price has been exploited successfully to determine asset prices by noting that equilibrium prices must be free from arbitrage. Modern asset-pricing methods such as Black-Scholes formula, have their roots in the theory of competitive markets.
1.Eichberger, J. and Harper, I. R., Financial Economics.2010,Oxford University Press.
2.Copeland, T.and Weston,J.,Financial Theory and Corporate Policy,2010, Addison-Wesley.