Advanced Financial Computing (Module From Msc In Computer Science Programme) - The University Of Hong Kong
課程名稱: |
Advanced Financial Computing (Module From Msc In Computer Science Programme) - The University Of Hong Kong |
|---|---|
院校名稱: |
香港大學 |
課程編號: |
23Z055432 |
範疇: |
金融服務業 |
上課模式: |
FT and PT |
為期: |
30 |
學費: |
6,900.00 |
入學要求: |
(1) Comply With The University General Regulations; And (2) Hold A Bachelor'S Degree In Computer Science; Or Relevant Qualification Of Equivalent Standard From This University Or From Another University Or Comparable Institution Accepted For This Purpose |
課程大綱: |
This Course Will Have The Following Main Subtopics 1) Introduction To Financial Market (3Hr) 2) Basic Financial Mathematics (3Hr) 3) Yield Curve Analysis (2Hr) 4) Swap Curve Construction (2Hr) 5) Financial Options (2Hr) 6) Model Of Stock Prices And The Random Walk Theory (2Hr) 7) Risk Neutral Valuation (2Hr) 8) Log-Normal Distribution (2Hr) 9) Binomial Tree (2Hr) 10) Monte Carlo Simulation (2Hr) 11) Volatility (2Hr) 12) Analytic Solution (3Hr) 13) Risk Management (3Hr) |
資歷架構級別: |
0 |