此課程將紹個別投資人及金融機構可面臨的各種風險，以及衡量、管理這些風險的數量方法。課程涵蓋範圍包括市場風險 (market risk)、信用風險 (credit risk)、風險值之計劃、巴塞爾資本協定、風險管理工具等，期使學生對金融風險管理的範籌與控管方法有完整的認識。This course will introduce the various risks that individual investors and financial institutions may face, as well as quantitative methods to measure and manage these risks. The course coverage includes market risk, credit risk, risk value planning, Basel Capital Accord, risk management tools, etc. It is expected to enable students to have a complete understanding of the scope and control methods of financial risk management. know.
財務風險管理/陳達新,周恒志/雙葉書局(第四版)
Financial Risk Management/Chen Daxin, Zhou Hengzhi/Shuangye Bookstore (4th Edition)
| 評分項目 Grading Method | 配分比例 Grading percentage | 說明 Description |
|---|---|---|
| 平時成績平時成績 usual results |
40 | 作業及出席 |
| 期中考期中考 midterm exam |
30 | 筆試 |
| 期末報告期末報告 Final report |
30 | 報告 |
