- From www.xuetangx.com
金融工程导论
Course
zh
Chinese
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- Introductive Level
- Starts on April 10, 2016
Course details
Syllabus
- 第一章 金融工程概述
- 金融工程简介
- 无套利均衡分析
- MM理论（1）
- MM理论（2）
- MM理论（3）
- 考虑税收的MM理论
- 状态价格与完全市场（1）
- 状态价格与完全市场（2）
- 本章习题
- 第二章 利率期限结构
- 资金的时间价值与基准利率
- 名义利率与真实利率
- 金融风险与无风险证券
- 复利与零息债券利率
- 利率期限结构
- 远期价格与远期利率
- 远期利率与互换
- 本章习题
- 第三章 投资组合理论和资本资产定价模型CAPM
- 投资组合理论（一）：收益与风险的权衡
- 投资组合理论（二）：风险的分散化
- 两基金分离
- 市场投资组合
- 资本资产定价模型CAPM
- 习题
Prerequisite
None.
Instructors
- 朱英姿
Platform
Founded by Tsinghua University in October 2013, XuetangX is the world’s first Chinese MOOC platform and serves as the research and application platform for the Ministry of Education (MOE) Research Center for Online Education. XuetangX has been awarded as one of the national first batch of demonstration base projects for innovation and entrepreneurship. Besides, XuetangX also works with the International Center for Engineering Education (ICEE) under the auspices of UNESCO and supports its online portion. By the end of June 2018, with a total of 25 million enrollments and more than 1,500 online courses from 13 disciplined fields, XuetangX has accumulated over 12 million registered users, covering 209 countries and regions.
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