國立台灣大學 National Taiwan University 國際企業學系 Department of International Business
Financial Computation or Financial Engineering (graduate level) |
| File Name |
Description |
| What is Financial Engineering.pdf | Definition of Financial Engineering |
| 202402 Financial Computation_Syllabus.pdf | Syllabus of Financial Computation |
| FE_Ch01 Wiener Process.pdf | Stochastic Process, Itô's Lemma, and Stochastic Integral |
| FE_Ch02 Black-Scholes Model.pdf | Martingale Pricing Method to Derive the Black-Scholes Formula |
| FE_Ch03 Various Kinds of Options.pdf | Introduction of Various Kinds of Option Contracts |
| FE_Ch04 Binomial Tree Model.pdf | Binomial Tree Model for Option Pricing |
| FE_Ch05 Numerical Methods for Option Pricing.pdf | Monte Carlo Simulation and Finite Different Method |
| FE_Ch06 Option Pricing under Non-Constant Volatility.pdf | Option Pricing Models for Non-Constant Volatilities |
| FE_Ch07 Greek Letters, Hedging, and Trading.pdf | Greek Letters, Dynamic Delta Hedge, and Some Trading Strategies |
| FE_Ch08 Barrier Option.pdf | Option Pricing Models for Barrier Options |
| FE_Ch09 Lookback Option.pdf | Option Pricing Models for Lookback Options |
| FE_Ch10 Asian Option.pdf | Option Pricing Models for Asian Options |
| FE_Ch11 Pricing American Options by Monte Carlo Simulation.pdf | Monte Carlo Simulation for Pricing American options |
| FE_Ch12 Stochastic Interest Rate and Credit Models.pdf | Stochastic Interest Rate Model and Credit Default Model |
| Monte Carlo Simulation for Option Pricing.xls | Option Pricing with the Monte Carlo Simulation in Excel |
| Cholesky.xls | Implementation of Cholesky Decomposition with VBA |
| Effect of Antithetic.xls | Effect of the Antithetic Variance Reduction Technique |
| Standard Error.xlsx | Comparison of Standard Errors Generated from Different Methods |
| Count.xls | A VBA Program to Generate the Frequency Histogram |
| Assignment_1.pdf | Assignment 1 (may not be the newest version) |
| Assignment_2.pdf | Assignment 2 (may not be the newest version) |
| Assignment_3.pdf | Assignment 3 (may not be the newest version) |
| Assignment_4.pdf | Assignment 4 (may not be the newest version) |
| Assignment_5.pdf | Assignment 5 (may not be the newest version) |
| Extra_Bonus_1.pdf | Extra Bonus 1 (may not be the newest version) |
| Extra_Bonus_2.pdf | Extra Bonus 2 (may not be the newest version) |
| Extra_Bonus_3.pdf | Extra Bonus 3 (may not be the newest version) |
| VBA Introduction.pptx | Introduction of VBA |
| Array, String, and Number.xlsm | Introduction of VBA |
| Call functions provided by Excel.xlsm | Introduction of VBA |
| Macro in Module.xlsm | Introduction of VBA |
| CommandButton and Checkbox.xlsm | Introduction of VBA |
| For and Do While.xlsm | Introduction of VBA |
| Project and Module.xlsm | Introduction of VBA |
| Function or Sub.xlsm | Introduction of VBA |
| GoTo and Exit.xlsm | Introduction of VBA |
| User-Defined RMSE function.xlsm | Introduction of VBA |
| Matrix Addition (use mouse to select input cells).xlsm | Introduction of VBA |
| Matrix Multiplication (call Excel function MMULT).xlsm | Introduction of VBA |
| Interchange two rows.xlsm | Introduction of VBA |
| Excel VBA (Office 2019) for Mac-Note 1.pdf | Introduction of VBA |
| Excel VBA (Office 2019) for Mac-Note 2.pdf | Introduction of VBA |