99年第2學期-4757 財務演算法 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
Group report 25
Group homework 50
Class participation 25

選課分析

本課程名額為 70人,已有11 人選讀,尚餘名額59人。

授課教師

陳昭君

教育目標

The aim of this course focuses on the implementation of a theoretical model as a usable tool. Students completing this course are expected to have a deep understanding of common numerical methods in pricing and hedging derivatives, and be able to carry out these methods by using Excel VBA and Gauss. They are also expected to be skilled in computer programming to a level where it is usable in a real research or trading environment.

課程資訊

參考書目

1. Rouah, F.D., Vainberg, G., 2007. Option Pricing Models and Volatility Using Excel-VBA, John Wiley & Sons, Inc.

2. Hull, J.C., 2011. Fundamentals of Futures and Options Markets, Seventh Edition (Global Edition), Pearson, 東華書局.