5473 - 財務工程大數據
Financial engineering and Financial Data
教育目標 Course Target
本課程主要介紹財務工程基本觀念，並進一步介紹金融市場的數據與分析方法。
包含利率模型、短期利率與長期利率、股票、基金、ETF、結構型商品。
This course mainly introduces the basic concepts of financial engineering and further introduces the data and analysis methods of the financial market.
Including interest rate models, short-term interest rates and long-term interest rates, stocks, funds, ETFs, and structural commodities.
參考書目 Reference Books
Ruppert, D. (2011). Statistics and data analysis for financial engineering (Vol. 13). New York: Springer.
Ruppert, D. (2011). Statistics and data analysis for financial engineering (Vol. 13). New York: Springer.
評分方式 Grading
| 評分項目 Grading Method |
配分比例 Percentage |
說明 Description |
|---|---|---|
|
課堂報告 Class Report |
25 | |
|
期末報告 Final report |
30 | |
|
期中考試 Midterm exam |
30 | |
|
課堂互動 Class interaction |
15 |
授課大綱 Course Plan
點擊下方連結查看詳細授課大綱
Click the link below to view the detailed course plan
相似課程 Related Courses
無相似課程 No related courses found
課程資訊 Course Information
基本資料 Basic Information
- 課程代碼 Course Code: 5473
- 學分 Credit: 0-3
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上課時間 Course Time:Tuesday/6,7,8[ST527]
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授課教師 Teacher:陳宏銘
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修課班級 Class:應數系3,4,碩1,2
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選課備註 Memo:大學部可抵專題;3-4年級可修
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