109年第2學期-6195 財務模型介紹 課程資訊

9/27起之上課方式

iLearn 公告清單

讀取中....

Teams 連結清單

讀取中....

評分方式

評分項目 配分比例 說明
Mid-Term Exam 50
Final Exam 50

選課分析

本課程名額為 70人,已有1 人選讀,尚餘名額69人。

授課教師

郭一棟

教育目標

The course introduces major financial models. Those models include net present value/IRR, capital budgeting, capital asset pricing mode, capital structure, behavior model, and Black-Scholes model. Students are expected to understand the format of those models and apply those models to solve problems.

課程概述

財務模型是指資產價格的訂定,需要有一個模型來描述此財金資產價格變動結構,包含價格變動的分配及波動的訂定,本課程特別強調股票及利率價格變動的模型,在股票模型上,如Black-Scholes中的股票變動模式,利率模型如Vasicek,Cox-Ross-Ingersoll,或Heath-Jarrow-Morton模型等。

課程資訊

參考書目

Hull, J. C. (2015). Options futures and other derivatives. 8th Education

Brealey, R. A., Myers, S. C., Allen, F., & Mohanty, P. (2012). Principles of corporate finance. Tata McGraw-Hill Education.