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.
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.
| 評分項目 Grading Method | 配分比例 Grading percentage | 說明 Description |
|---|---|---|
| 課堂報告課堂報告 Class Report |
25 | |
| 期末報告期末報告 Final report |
30 | |
| 期中考試期中考試 Midterm exam |
30 | |
| 課堂互動課堂互動 Class interaction |
15 |
