| 當期課號 |
1090 |
Course Number |
1090 |
| 授課教師 |
林泓毅 |
Instructor |
LIN,HUNG YI |
| 中文課名 |
財務資訊工程 |
Course Name |
Finance Information Engineering |
| 開課單位 |
財務金融系(四日)四A |
Department |
|
| 修習別 |
選修 |
Required/Elective |
Elective |
| 學分數 |
3 |
Credits |
3 |
| 課程目標 |
概略而言，舉凡金融商品的設計、組合、分解、定價、推廣與通路的建立等，均是「財務工程」的範疇。本課程對於財務工程相關議題，先闡述數學及統計原理， 討論其實際應用意義，幫助學生對此領域知的了解。 |
Objectives |
Financial engineering involves the design, the development, and the implementation of innovative financial instruments and process, and the formulation of creative solutions to problems in finance. For the related topics about financial engineering, we first involve the fundamental theories and methods, and then discuss their implementation in practical applications. |
| 教材 |
投資分析+MatLab應用 全華出版 DECISION MODELING with microsoft excel Prentice Hall |
Teaching Materials |
|
| 成績評量方式 |
平時成績(出席,作業) 40% 期末分組報告 60% |
Grading |
Ordinary performance 40%; Final team report 60% |
| 教師網頁 |
|
| 教學內容 |
對於財務金融相關議題與商品(貨幣時間價值,定價模式,投資組合,債券,期貨,選擇權), 先闡述原理及模型意義, 然後配合 Matlab 中的程式及函式功能, 重新模擬並加以分析進而求解. 讓學生以數據驗證學理, 自行以 Matlab 設計財務模型. |
Syllabus |
For some basic financial issues and products, their fundmental theorems and models are lectured in preparation for simulation. Take the program codes and built-in functions in MatLab to simulate the theorems and models for demostrating the related topics. The target in this course is to make students can build models independently. |