6195 - 財務模型介紹

Introduction of Financial

教育目標 Course Target

The course introduces major financial models. Those models include net present value/IRR, capital budgeting, capital asset pricing mode, capital structure, behavior model, and Black-Scholes model. Students are expected to understand the format of those models and apply those models to solve problems.

The course introduces major financial models. Those models include net present value/IRR, capital budgeting, capital asset pricing mode, capital structure, behavior model, and Black-Scholes model. Students are expected to understand the format of those models and apply those models to solve problems.

課程概述 Course Description

財務模型是指資產價格的訂定,需要有一個模型來描述此財金資產價格變動結構,包含價格變動的分配及波動的訂定,本課程特別強調股票及利率價格變動的模型,在股票模型上,如Black-Scholes中的股票變動模式,利率模型如Vasicek,Cox-Ross-Ingersoll,或Heath-Jarrow-Morton模型等。

A financial model refers to the asset price setting. There is a model to describe this financial asset price change structure, including the allocation and volatility of price changes. This course specifically emphasizes the model of stock and interest rate price changes. In stock models, such as the stock change model in Black-Scholes, interest rate models such as Vasicek, Cox-Ross-Ingersoll, or Heath-Jarrow-Morton model, etc.

參考書目 Reference Books

Hull, J. C. (2015). Options futures and other derivatives. 8th Education

Brealey, R. A., Myers, S. C., Allen, F., & Mohanty, P. (2012). Principles of corporate finance. Tata McGraw-Hill Education.

Hull, J. C. (2015). Options futures and other derivatives. 8th Education

Brealey, R. A., Myers, S. C., Allen, F., & Mohanty, P. (2012). Principles of corporate finance. Tata McGraw-Hill Education.

評分方式 Grading

評分項目
Grading Method
配分比例
Percentage
說明
Description
Mid-Term Exam
Mid-Term Exam
50
Final Exam
Final Exam
50

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: 6195
  • 學分 Credit: 0-3
  • 上課時間 Course Time:
    Thursday/6,7,8[M428]
  • 授課教師 Teacher:
    郭一棟
  • 修課班級 Class:
    統計博4
選課狀態 Enrollment Status

目前選課人數 Current Enrollment: 1 人

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