一、課程基本資料 Course Information | ||||||||||||||||||||||||||||||||||||||||
科目名稱 Course Title: (中文)基礎金融商品訂價全英語授課 (英文)INTRODUCTION TO QUANTITATIVE FINANCE |
開課學期 Semester:108學年度第2學期 開課班級 Class:經三A |
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授課教師 Instructor:米克里斯多 MICHALOPOULOS, CHRISTOS | ||||||||||||||||||||||||||||||||||||||||
科目代碼 Course Code:BEC35001 | 單全學期 Semester/Year:全 | 分組組別 Section:全英語授課 | ||||||||||||||||||||||||||||||||||||||
人數限制 Class Size:70 | 必選修別 Required/Elective:選 | 學分數 Credit(s):2 | ||||||||||||||||||||||||||||||||||||||
星期節次 Day/Session: 四56 | 前次異動時間 Time Last Edited:109年01月04日13時10分 | |||||||||||||||||||||||||||||||||||||||
經濟學系基本能力指標 Basic Ability Index | ||||||||||||||||||||||||||||||||||||||||
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二、指定教科書及參考資料 Textbooks and Reference (請修課同學遵守智慧財產權,不得非法影印) |
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●指定教科書 Required Texts Textbook uploaded in MOODLE. ●參考書資料暨網路資源 Reference Books and Online Resources No need to buy any book. | ||||||||||||||||||||||||||||||||||||||||
三、教學目標 Objectives | ||||||||||||||||||||||||||||||||||||||||
We continue with calculating the expectation (mean) of random variables and the law of large numbers together with the central limit theorem. We move on to the Binomial model for option pricing (discrete model), then explain the mathematics needed for pricing options in continuous time, which is called Stochastic Calculus and also discuss Americal options. We finish with the Black-Scholes formula for options derivation. If time permits, we discuss some exotic option pricing. | ||||||||||||||||||||||||||||||||||||||||
We continue with calculating the expectation (mean) of random variables and the law of large numbers together with the central limit theorem. We move on to the Binomial model for option pricing (discrete model), then explain the mathematics needed for pricing options in continuous time, which is called Stochastic Calculus and also discuss Americal options. We finish with the Black-Scholes formula for options derivation. If time permits, we discuss some exotic option pricing. | ||||||||||||||||||||||||||||||||||||||||
四、課程內容 Course Description | ||||||||||||||||||||||||||||||||||||||||
●整體敘述 Overall Description |
●分週敘述 Weekly Schedule
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五、考評及成績核算方式 Grading | ||||||||||||||||||||
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六、授課教師課業輔導時間和聯絡方式 Office Hours And Contact Info | ||||||||||||||||||||
●課業輔導時間 Office Hour Mon. 16:00~18:00 Thur.14:00~16:00 |
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●聯絡方式 Contact Info
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七、教學助理聯絡方式 TA’s Contact Info | |||||
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八、建議先修課程 Suggested Prerequisite Course | |||||
Preferabe to have done Statistics ,Calculus, or undergraduate econometrics. | |||||
九、課程其他要求 Other Requirements | |||||
十、學校教材上網及教師個人網址 University’s Web Portal And Teacher's Website | |||||
學校教材上網網址 University’s Teaching Material Portal: 東吳大學Moodle數位平台:http://isee.scu.edu.tw |
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教師個人網址 Teacher's Website: | |||||
其他 Others: | |||||
十一、計畫表公布後異動說明 Changes Made After Posting Syllabus | |||||