102年第1學期-6235 財務經濟學 課程資訊

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期末報告 100

選課分析

本課程名額為 70人,已有5 人選讀,尚餘名額65人。

授課教師

廖國宏

教育目標

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.

課程概述

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.

課程資訊

參考書目

1. Danthine & Donaldson: Intermediate Financial Theory, 2nd 2009.