此參考說明所註明的目錄。請向該機構確認當前課程供給與適用於你入學的條件。
課程說明
金融數學理論 現代投資實務中出現的數學模型。複利、年金、貨幣時間價值、Markowitz 投資組合理論、效率前緣、隨機漫步、布朗過程、期貨契約、歐式與美式選擇權及買賣權平價。Black–Scholes 簡介。講課、實驗， 每週 4 小時。先修科目：MATH/STAT 2P82 。 注意：本課程可能以多種授課方式提供。授課方式將列於學期課表。
先修條件
- 先修科目：MATH/STAT 2P82 。
條件與方式
- 先修科目：MATH/STAT 2P82 。
- 注意：此課程可能以多種授課方式開設。授課方式將在適用學期的學術時刻表中列出。
原文參考文本
Theory of Financial Mathematics Mathematical models arising in modern investment practices. Compound interest, annuities, the time-value of money, Markowitz portfolio theory, efficient frontier, random walks, Brownian processes, future contracts, European and American options, and put-call parity. Introduction to Black-Scholes. Lectures, lab, 4 hours per week. Prerequisite(s): MATH/STAT 2P82 . Note: this course may be offered in multiple modes of delivery. The method of delivery will be listed on the academic timetable, in the applicable term.
- Prerequisite(s): MATH/STAT 2P82 .
- Note: this course may be offered in multiple modes of delivery. The method of delivery will be listed on the academic timetable, in the applicable term.
來源與參考
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來源參考 : https://brocku.ca/webcal/2024/undergrad/math.html