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Financial Mathematics
Release Date: 2017-09-221．Basic Course Information
Course Code: 109183
Course Name: Financial Mathematics
Course Type: Specialty Fundamental Course
Periods: 48
Credits: 3
Target Students: Undergraduates Majoring in Mathematics
Assessment: Examination
Preparatory Courses: Mathematical analysis, High algebra and Ordinary Differential Equations
2．Brief Course Introduction
Financial mathematics is a new interdisciplinary subject drawing on mathematical science and finance, which is developing very rapidly in the world. Financial mathematics is the use of mathematical tools to study and analyze the theory and phenomenon of finance, establish the corresponding mathematical model, provide theoretical analysis and numerical calculation in order to find the inherent laws behind financial activities and to guide practice in this area Through study, students will master the basic knowledge of mathematics, economics and finance and become inter-disciplinary talents in the interdisciplinary subject drawing on mathematical science and finance. The core contents of this course includes: mathematical finance, asset portfolio mean variance analysis, capital asset pricing model, Ross arbitrage pricing theory (APT), optimal portfolio theory, optimal portfolio of risk control, continuous time portfolio selection and asset pricing model, option pricing theory, interest rate term structure theory and so on.