The course aims to provide students with the modeling skills, knowledge of hedging and option pricing mechanisms. Upon the completion of this course, students will be advanced in understanding asset valuation principles, programming and logical reasoning ability.

Textbook:
1.Hull, John C./Options, Futures, and Other Derivatives, 9th Edition/Pearson
2.Shreve, Steven E./ Stochastic Calculus for Finance I: The Binomial Asset Pricing Model/Springer
3.Shreve, Steven E./ Stochastic Calculus for Finance II: Continuous Models/Springer
Reference Book:
陳松男／金融工程學：金融商品創新、選擇權理論／新陸書局