98年第1學期-4939 財務經濟學 課程資訊

評分方式

評分項目	配分比例	說明
學期報告與期末考各佔50%	100

教育目標

Financial Economics is intended primarily for master level students with a professional orientation, a good quantitative background, and a preliminary education in financial theory.

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.

基本資料

選修課，學分數：3-0
上課時間：三/2,3,4[SS422]
修課班級：經濟碩2
修課年級：年級以上
選課備註：系上人工加選

參考書目

1. Danthine & Donaldson: Intermediate Financial Theory, 2nd ed.2008.Elsevier Academic Press.
2. Bodie, Merton, & Cleeton: Financial Economics, 2nd ed. 2009. Pearson International Edition.