朝陽科技大學 097學年度第2學期教學大綱
Financial Mathematics 財務數學

當期課號 1127 Course Number 1127
授課教師 張健邦 Instructor JANG,JIAHN BANG
中文課名 財務數學 Course Name Financial Mathematics
開課單位 財務金融系(四日)三C Department  
修習別 選修 Required/Elective Elective
學分數 3 Credits 3
課程目標 本課程主要目標是討論管理數學的基本觀念,希望對學生研讀財務篤水其他相關領域的文章與知識能有所幫助,並達成下列子目標:(1)提升學生建構研究主題的能力。(2)幫助學生對現行財務領域知的了解。(3)提升學生對相關專業知識與文獻的探討能力。 Objectives The primary objective of the course is to discuss ideas in managerial mathematics. I hope that doing this will help you meet several other objectives, namely, (1) Improve your ability to formulate viable study topics.(2) Improve your understanding of current areas of studing in finance.(3) Improve your ability to discuss and referee the work of others.
教材 (reference book)
Mastering Financial Mathematics in Microsoft Excel: A Practical Guide for Business Calculations
Alastair Day
FT prentice hall press
2005
Teaching Materials (reference book)
Mastering Financial Mathematics in Microsoft Excel: A Practical Guide for Business Calculations
Alastair Day
FT prentice hall press
2005
成績評量方式 課堂參與、作業 30%、
期中30%、
期末40%
Grading participation and assignments 30%,
midterm exam 30%,
final exam 40%
教師網頁  
教學內容 The objective of this course is to explain the basic concepts for mathematical finance. With examples and exercises, you will improve your Excel skills and obtain a better understanding of the core underlying financial calculations and concepts. Topics may include follows: Basic financial arithmetic, Cash flows, Bond calculations, Bond risks, Floating rate securities, Amortization and depreciation, Forward interest rates, Futures, Foreign exchange, Valuation. Syllabus The objective of this course is to explain the basic concepts for mathematical finance. With examples and exercises, you will improve your Excel skills and obtain a better understanding of the core underlying financial calculations and concepts. Topics may include follows: Basic financial arithmetic, Cash flows, Bond calculations, Bond risks, Floating rate securities, Amortization and depreciation, Forward interest rates, Futures, Foreign exchange, Valuation.
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