金融工程学教学课件、试卷、习题及答案（宋逢明）

相似文件 换一批

是 否 +2 论坛币

k人 参与回答

经管之家送您一份

应届毕业生专属福利!

求职就业群

赵安豆老师微信：zhaoandou666

经管之家联合CDA

送您一个全额奖学金名额~ !

立即领取

感谢您参与论坛问题回答

经管之家送您两个论坛币！

+2 论坛币

78852.rar (15.72 MB, 需要: 10 个论坛币)

2006-12-20 02:19:00 上传

金融工程学教学课件、试卷、习题及答案（宋逢明）
需要: 10 个论坛币  [购买]

经典！

What is Finance
Finance is about the bottom line of business activities
Every business is a process of acquiring and disposing assets
Real asset –tangible and intangible
Financial assets
Objectives of business
Valuation of assets
Management of assets
Valuation is the central issue of finance
Money vs. Finance
What is Financial Engineering?
Generalizing: Financial Engineering involves the design, the development, and the implementation of innovative financial instruments and processes, and the formulation of creative solutions to problems in finance.
Specializing: Financial Engineering is risk management via creative structural tools
Unifying Principles of Finance
No arbitrage
Preference
Optimization
Market in equilibrium
Unifying Equation of Valuation
P=E(mx)
Where m is state-dependent discount factor
X is the state dependent payoff (cash flow)
Consequence of no arbitrage equilibrium
Conservation law of value of cash flow: the whole is equal to the sum of components
Composition and de-composition of cash flow

 

扫码加我 拉你入群

请注明：姓名-公司-职位

以便审核进群资格，未注明则拒绝

分享0 收藏10 回帖

关键词：金融工程学 习题及答案 金融工程 教学课件 教学课 课件 习题 试卷 工程学 宋逢明