금융공학개론

강의상세

금융파생금융상품에 관한 이해를 위한 기본적 금융투자분석기법에 관한 이론 및 방법론을 소개

1.	Chapter 1 Introduction	1. Cash Flows, 2. Investment and Markets, 3. Typical Investment Problems
2.	Chapter 2. The Basic Theory of Interest	1. Pricipal and Interest, 2. NPV and IRR, 3. Evaluation Criteria
3.	Chapter 3 Fixed-Income Securities	1. THe Market for Future Cash, 2. Bond Details, 3. Duration and Immunization
4.	Chapter 4 The Term Structure of Interest Rates	1. The Yield Curve, 2. The Term Structure, 3. Forward Rates
5.	Chapter 5 Applied Interest Rate Analysis	1. Capital Budgeting, 2. Optimal Portfolios, 3. Dynamic Cash Flow Processes
6.	Chapter 6 Mean-Variance Portfolio Theory	1. Asset Return, 2. Portfolio Mean and Variance, 3. The Markowitz Mode.
7.	Chapter 7 The Capital Asset Pricing Model	1. Market Equilibrium, 2. The Capital Market Line, 3. The Security Market Line
8.	Chapter 8 Models and Data	1. Factor Models, 2. The CAPM as a Factor Model, 3. Arbitrage Pricing Theory
9.	Chapter 9 General Principles	1. Utility Functions, 2. Utility Function and the Mean-Variance Criterion 3. Risk-Neutral Pricing
10.	Chapter 10 Forwards, Futures, and Swaps	1. Forward Contracts, 2. Swaps, 3. Future Contracts
11.	Chaptet 11 Models of Asset Dynamics	1. Binomial Lattice Model, 2. Lognormal Random Variation, 3. A Stock Price Process
12.	Chapter 12 Basic Option Theory	1. Option Concepts, 2. Put-Call Parity, 3. More General Binomial Problems