| 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 |
Klebaner, F. C. (1998) Introduction to stochastic calculus with applications. London: Imperial College.
Wilmott, P., (1998) Derivatives: The Theory and Practice of Financial Engineering. John Wiley & Sons.
S. Neftci, (1996) An introduction to the mathematics of financial derivatives, Academic Press.
J. Hull, (2003) Options, Futures and Other Derivative Securities, 5th edition, Prentice Hall.
相關論文期刊
財務工程與金融計算，張焯然著 |
Teaching Materials |
Klebaner, F. C. (1998) Introduction to stochastic calculus with applications. London: Imperial College.
Wilmott, P., (1998) Derivatives: The Theory and Practice of Financial Engineering. John Wiley & Sons.
S. Neftci, (1996) An introduction to the mathematics of financial derivatives, Academic Press.
J. Hull, (2003) Options, Futures and Other Derivative Securities, 5th edition, Prentice Hall.
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