| 課程編碼 Course Code | 中文課程名稱 Course Name (Chinese) | 英文課程名稱 Course Name (English) | 總學分數 Credits | 總時數 Hours |
|---|---|---|---|---|
| AB04010 | 財務工程與金融計算 | Financial Engineering and Computing | 3.0 | 3 |
| 中文概述 Chinese Description | 本門課程是財務、電腦、與數學的結合，其主要目標為啟發學生如何設計電腦演算法來解決財務或經濟上的問題。一開始，此課程會複習一些基本的知識，如利率期間結構、選擇權評價理論、隨機過程模型、數值方法、與寫程式時所需的資料結構。之後，會講到一些新奇選擇權的演算法，包括亞洲式選擇權，障礙選擇權、回顧選擇權、重設選擇權、彩虹選擇權、可轉換公司債。 | |||
| 英文概述 English Description | The major goal of this course is to provide students with complete understanding of many financial markets and products. Topics such as forward and futures, swaps, and options will be fully covered. In addition, the basic pricing methods of these innovative products will be emphasized in this course. Finally, even to a MBA student, the knowledge mentioned in this course is sure to be helpful for his (or her) future career. | |||
| 核心能力指標 | 1.具備資訊與財金管理領域的專業知識並瞭解其在相關領域上的應用 | |||
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