110年第1學期-6287 財務經濟學 課程資訊

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評分方式

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期中與期末各50% 100

選課分析

本課程名額為 70人,已有13 人選讀,尚餘名額57人。

授課教師

廖國宏

教育目標

1.Financial economics is a branch of economics that deals with various financial markets, taking into consideration how resources are being used. Its particular attention to monetary activities sets it apart from the other branches. 2.In financial economics, important aspects that occur in forex and stock markets are analyzed, as well as how inflation, depression, deflation, recession, prices, and other financial variables impact one another. Financial economics is important in making investment decisions, identifying risks, and valuing securities and assets.

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

Textbook:
(1). Intermediate Financial Theory by J. P. Danthine, & J. B. Donaldson, 2005.2nd ed.
(2). Quantitative Financial Economics by K. Cuthbertson & D. Nitzsche, 2005. 2nd ed.
(3). Financial Economics by J. Frank, E. H. Neave, &, G. Zhou, 2012.
(4). Financial Calculus by G. Liaw, 2005.