1680 - 財務數學 英授 Taught in English

Financial Mathematics

教育目標 Course Target

The goal of this course is to provide undergraduate an understanding of the fundamental concepts of financial mathematics, and how those concepts are applied in calculating present and accumulated values for various streams of cash flows as a basis for future use in: reserving, valuation, pricing, asset/liability management, investment income, capital budgeting and valuing contingent cash flows.
Topics in this course include the following context:
Simple and compound rates of interest and discount;nominal and effective rates of interest and discount; force of interest; equivalent interest rate measures; equation of value; present value and future value; level and non-level annuities and perpetuities; yield rates; time-weighted and dollar-weighted average rates of return; spot rates and forward rates; duration and convexity; immunization; yield curves and the term structure of interest rates; bonds, mortgages, stocks, and other financial instruments.

The goal of this course is to provide understanding an understanding of the fundamental concepts of financial mathematics, and how those concepts are applied in calculating present and accumulated values ​​for various streams of cash flows as a basis for future use in: reserved, valuation, pricing, asset/liability management, investment income, capital budgeting and valuing contingent cash flows.
Topics in this course include the following context:
Simple and compound rates of interest and discount;nominal and effective rates of interest and discount; force of interest; equivalent interest rate measures; equality of value; present value and future value; level and non-level annuities and perpetuities; yield rates; time-weighted and dollar-weighted average rates of return; spot rates and forward rates; duration and convexity; immunization; yield curves and the term structure of interest rates; bonds, mortgages, stocks, and other financial instruments.

參考書目 Reference Books

1.Kellison, S.G., The Theory of Interest (Third Edition), 2008, Irwin/McGraw-Hill

1.Kellison, S.G., The Theory of Interest (Third Edition), 2008, Irwin/McGraw-Hill

評分方式 Grading

評分項目
Grading Method		 配分比例
Percentage		 說明
Description
Midterm Examination
Midterm Examination
 30
Final Examination
Final Examination
 30
Evaluation and/or Homework
Evaluation and/or Homework
 30
Attendance
Attendance
 10

授課大綱 Course Plan

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課程資訊 Course Information

基本資料 Basic Information
  • 課程代碼 Course Code: 1680
  • 學分 Credit: 3-0
  • 上課時間 Course Time:
    Wednesday/6,7,8[M230]
  • 授課教師 Teacher:
    楊尚穎
  • 修課班級 Class:
    財金系2-4
選課狀態 Enrollment Status
目前選課人數 Current Enrollment: 64 人
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