科目名稱 Course Title： (中文)基礎金融商品訂價全英語授課 (英文)INTRODUCTION TO QUANTITATIVE FINANCE
開課學期 Semester：110學年度第2學期 開課班級 Class：經三Ａ
授課教師 Instructor：米克里斯多 MICHALOPOULOS, CHRISTOS
科目代碼 Course Code：BEC35001
單全學期 Semester/Year：全
分組組別 Section：全英語授課
人數限制 Class Size：70
必選修別 Required/Elective：選
學分數 Credit(s)：2
星期節次 Day/Session： 四56
前次異動時間 Time Last Edited：111年01月08日19時17分
教學目標
We continue with calculating the expectation (mean) of random variables and the law of large numbers together with the central limit theorem. We move on to the Binomial model for option pricing (discrete model), then explain the mathematics needed for pricing options in continuous time, which is called Stochastic Calculus and also discuss American options. We finish with the Black-Scholes formula for options derivation. If time permits, we discuss some exotic option pricing.
