查詢教學大綱與進度

教學大綱與進度

課程基本資料：

學年期課號課程名稱階段學分時數修教師班級人撤備註

114-1 350447 財務工程導論 1 3.0 3 ★ 劉亮志資財所 40 2 　

學年期	課號	課程名稱	階段	學分	時數	修	教師	班級	人	撤	備註
114-1	350447	財務工程導論	1	3.0	3	★	劉亮志	資財所	40	2

教學大綱與進度：

教師姓名劉亮志　教師諮商時間(Office Hours)

Email lcliu@ntut.edu.tw

最後更新時間 2026-02-24 10:06:13

課程大綱 This course will shed light on the methodology for evaluating derivatives, hedging and managing investment risk. The pricing algorithm will be implemented in C language and Matlab. The problems that will be dealt with include the approximation of internal rates of returns via the bisection and Newton method, and the calculation of spot rate curves via the bootstrap method.

課程進度 Week 1 : Course Introduction and Preliminary Week 2 : The Tool for Coding C Language and MATLAB Week 3 : If /Else Structure and For/While Loop Week 4 : Cash Flow Evaluation / Bisection and Newton Method-1 Week 5 : Cash Flow Evaluation / Bisection and Newton Method-2 Week 6 : Cash Flow Evaluation / Bisection and Newton Method-3 Week 7 : Cash Flow Evaluation / Bisection and Newton Method-4 Week 8 : Mid-Term Review and Exercise Week 9 : Arrays Week 10: Introduction to Interest Rates / Bootstrap Method-1 Week 11: Introduction to Interest Rates / Bootstrap Method-2 Week 12: Introduction to Interest Rates / Bootstrap Method-3 Week 13: Introduction to Interest Rates / Bootstrap Method-4 Week 14: Bond Price Volatility and Hedge-1 Week 15: Bond Price Volatility and Hedge-2 Week 16: Bond Price Volatility and Hedge-3 Week 17: Take-Home Final Exam Week 18: Course Review

評量方式與標準 Exercise: 50% Mid-Term Exercise: 10% Take-Home Final Exam: 40%

使用教材、參考書目或其他 【遵守智慧財產權觀念，請使用正版教科書，不得使用非法影印教科書】

使用外文原文書：是
Options, Futures, and Other Derivatives, by J. C. Hull, 8TH Edition, Prentice Hall

課程諮詢管道 You can contact me in the office hours (announced later) in Room 433 in Technology Building

延伸教學與資源 ● 參與式創新教學 (Participatory & Innovative Teaching)
強調學生參與與產出，導入翻轉、PBL/專題、設計思考或遊戲化等策略。
Emphasizes student engagement and outcomes by adopting strategies such as Flipped Classroom, PBL (Problem/Project- Based Learning), Design Thinking, or Gamification.

課程對應SDGs指標 SDG4：優質教育（Quality Education）
SDG9：產業創新與基礎設施（Industry, Innovation and Infrastructure）

課程是否導入AI ● 鼓勵學生使用生成式AI工具（Encourage students to use generative AI tools）

備註

教師姓名	劉亮志　教師諮商時間(Office Hours)
Email	lcliu@ntut.edu.tw
最後更新時間	2026-02-24 10:06:13
課程大綱	This course will shed light on the methodology for evaluating derivatives, hedging and managing investment risk. The pricing algorithm will be implemented in C language and Matlab. The problems that will be dealt with include the approximation of internal rates of returns via the bisection and Newton method, and the calculation of spot rate curves via the bootstrap method.
課程進度	Week 1 : Course Introduction and Preliminary Week 2 : The Tool for Coding C Language and MATLAB Week 3 : If /Else Structure and For/While Loop Week 4 : Cash Flow Evaluation / Bisection and Newton Method-1 Week 5 : Cash Flow Evaluation / Bisection and Newton Method-2 Week 6 : Cash Flow Evaluation / Bisection and Newton Method-3 Week 7 : Cash Flow Evaluation / Bisection and Newton Method-4 Week 8 : Mid-Term Review and Exercise Week 9 : Arrays Week 10: Introduction to Interest Rates / Bootstrap Method-1 Week 11: Introduction to Interest Rates / Bootstrap Method-2 Week 12: Introduction to Interest Rates / Bootstrap Method-3 Week 13: Introduction to Interest Rates / Bootstrap Method-4 Week 14: Bond Price Volatility and Hedge-1 Week 15: Bond Price Volatility and Hedge-2 Week 16: Bond Price Volatility and Hedge-3 Week 17: Take-Home Final Exam Week 18: Course Review
評量方式與標準	Exercise: 50% Mid-Term Exercise: 10% Take-Home Final Exam: 40%
使用教材、參考書目或其他	【遵守智慧財產權觀念，請使用正版教科書，不得使用非法影印教科書】使用外文原文書：是 Options, Futures, and Other Derivatives, by J. C. Hull, 8TH Edition, Prentice Hall
課程諮詢管道	You can contact me in the office hours (announced later) in Room 433 in Technology Building
延伸教學與資源	● 參與式創新教學 (Participatory & Innovative Teaching) 強調學生參與與產出，導入翻轉、PBL/專題、設計思考或遊戲化等策略。 Emphasizes student engagement and outcomes by adopting strategies such as Flipped Classroom, PBL (Problem/Project- Based Learning), Design Thinking, or Gamification.
課程對應SDGs指標	SDG4：優質教育（Quality Education） SDG9：產業創新與基礎設施（Industry, Innovation and Infrastructure）
課程是否導入AI	● 鼓勵學生使用生成式AI工具（Encourage students to use generative AI tools）
備註