99年第2學期-4757 財務演算法 課程資訊
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。
登入後可進行最愛課程追蹤 [按此登入]。
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
基本資料
選修課，學分數：0-3
上課時間：一/7,8,9
修課班級：財金碩1,2
修課年級：年級以上
選課備註：
教師與教學助理
授課教師：陳昭君
大班TA或教學助理：尚無資料
Office HourTuesday and Wednesday, 17:10-18:00 or by appointments.
授課大綱
授課大綱：開啟授課大綱(授課計畫表)
(開在新視窗)
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.
開課紀錄
您可查詢過去本課程開課紀錄。 財務演算法歷史開課紀錄查詢