《金融工程学》课程简介（本科）.docx

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1、金融工程学课程简介课程英文名Financial engineering课程代码J0701Y34学分2.5总学时40理论学时32实验/实践学时8先修课程数学分析，概率论与数理统计适用专业数学与应用数学，信息与计算科学内容简介 （中文）金融工程是上世纪90年代初发展起来的一门新兴金融学科。它运用数理方法 （数学建模、数值计算、网络图解、仿真模拟等），设计、开发和实施新型金融产 品，创造性地解决金融问题。通过本课程的学习，使学生掌握远期、期货、期权、 互换等衍生金融产品的基本原理，掌握衍生金融产品定价的基本原理，掌握运用衍 生金融产品进行套期保值的基本原理；掌握金融工程的基本理论和技术，初步学会 运

2、用工程技术的方法，如数学建模、数值计算、，仿真模拟等设计、开发和实施新 型金融产品，初步具有运用数学工具对金融衍生产品进行科学定价的能力。内容简介 （英文）Financial engineering is a new emerging financial discipline developed in the early 1990s. It uses mathematical methods (mathematical modeling, numerical calculations, network diagrams, simulations, etc.) to design, develo

3、p, and implement new types of financial products to creatively solve financial problems. Through the study of this course, students will be able to grasp the basic principles of derivative financial products such as forwards, futures, options and swaps, grasp the basic principles of pricing of deriv

4、ative financial products, master the basic principles of using derivative financial products for hedging, and master financials. Students can learn to use engineering methods, such as mathematical modeling, numerical calculation, simulation, design, development and implementation of new financial products, and has the ability to use mathematical tools to scientifically price financial derivatives.执笔人审定人制定时间2018年4月