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.
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。
Financial models refer to the setting of asset prices. A model is needed to describe the price change structure of this financial asset, including the distribution of price changes and the setting of fluctuations. This course particularly emphasizes the model of stock and interest rate price changes. In the stock model on, such as the stock movement model in Black-Scholes, interest rate models such as Vasicek, Cox-Ross-Ingersoll, or Heath-Jarrow-Morton model, etc.
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.
| 評分項目 Grading Method | 配分比例 Grading percentage | 說明 Description |
|---|---|---|
| Mid-Term ExamMid-Term Exam mid-term exam |
50 | |
| Final ExamFinal Exam final exam |
50 |
