103年第1學期-1692 財務數學 課程資訊

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

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.

基本資料

選修課，學分數：3-0
上課時間：五/2,3,4[M115]
修課班級：財金系2-4
修課年級：年級以上
選課備註：先修課程：微積分

參考書目

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