シラバス参照
シラバス参照
| 科目一覧へ戻る | 2023/03/17 現在 |
| 科目名／Subject | 短プロゼミ 和田／Seminar in Finacial Economics |
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| 担当教員（所属）／Instructor | 和田 良介 (商学部) |
| 授業科目区分／Category | YOUC PROGRAM Seminars |
| 開講学期／Semester | 2016年度／Academic Year 前期／Spring Semester |
| 開講曜限／Class period | 木/Thu 4 , 木/Thu 5 |
| 対象所属／Eligible Faculty | 商学部／Faculty of Commerce |
| 配当年次／Years | 1年 , 2年 , 3年 , 4年 |
| 単位数／Credits | 6 |
| 研究室番号／Office | |
| オフィスアワー／Office hours |
| 更新日／Date of renewal | 2016/03/01 | ||
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| 授業の目的・方法 ／Course Objectives and method |
Subjects of study are prices of financial instruments. Mainly we cover derivative securities; futures, options and swaps. This class is jointly offered to Japanese junior students who have studied two credit “Financial Economics” or four credit “Modern Financial Theories”. | ||
| 達成目標 ／Course Goals |
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| 授業内容 ／Course contents |
(1) read a text book on derivatives and work on the end of chapter questions. (2) learn computer skills to calculate theoretical prices; using Visual Basic for Application and Mathematica. (3) Depending on progress, write a paper as a joint work of students by the end of fall semester. | ||
| 使用教材 ／Teaching materials |
John Hull, Fundamentals of Futures and Options Market, 8th edition, Pearson Prentice Hall, 2013 It is possible to choose different book, depending on students’ interest and background; |
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| 成績評価の方法 ／Grading |
Term papers and home works. | ||
| 成績評価の基準 ／Grading Criteria |
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| 履修上の注意事項 ／Remarks |
Prerequisite: probability theory, usually taught as a part of statistics course. It is desirable to have studied introductory level of financial economics. Programming ability is desirable but not necessary. | ||
| 遠隔授業 ／Online class |
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