差别

这里会显示出您选择的修订版和当前版本之间的差别。

--- mycourse:financial_engineering_b0300483 [2024/10/10 09:35] – kk
+++ mycourse:financial_engineering_b0300483 [2024/11/27 18:38] (当前版本) – [教学内容] kk
@@ 行 20: / 行 20: @@
-| 序号 | 主题 | 时间 | 讲义 | 练习 | slides |
+| 序号 | 主题 | 时间 | 练习 | slides |
-| 1 | 金融工程概论| wk5 | [[http://kktim.cn/teaching/fe/493/FE-L01.html|L01]] | [[https://ks.wjx.top/jq/100916625.aspx|概论]] | [[http://kktim.cn/teaching/fe/slides/FE-L01-slides.html|L01-slides]] |
+| 1 | 金融工程概论| wk5 | [[https://ks.wjx.top/jq/100916625.aspx|概论]] | [[http://kktim.cn/teaching/fe/slides/FE-L01-slides.html|L01-slides]] |
-| 2 | 现代投资组合理论 | wk6-7 | [[http://kktim.cn/teaching/fe/493/FE-L02.html|L02]], [[http://kktim.cn/teaching/fe/493/FE-L02-cvxpy-qp.html|L02-CVXPY-QP]]，[[http://kktim.cn/teaching/fe/493/FE-L02-coding.html|L02-coding-example]]，[[http://kktim.cn/teaching/fe/493/FE-L02-Portfolio-Simulation.slides.html|L02-portfolio-simulation-slides]] | [[https://ks.wjx.top/jq/98195803.aspx|组合管理基础]],[[https://ks.wjx.top/jq/97840617.aspx|组合风险与回报1]],[[https://ks.wjx.top/jq/98068527.aspx|组合风险与回报2]] | [[http://kktim.cn/teaching/fe/slides/FE-L02-slides.html|L02-slides]] |
+| 2 | 现代投资组合理论 | wk6-7 | [[https://ks.wjx.top/jq/98195803.aspx|组合管理基础]],[[https://ks.wjx.top/jq/97840617.aspx|组合风险与回报1]],[[https://ks.wjx.top/jq/98068527.aspx|组合风险与回报2]] | [[http://kktim.cn/teaching/fe/slides/FE-L02-slides.html|L02-slides]] |
-| 3 | 资产定价与有效市场 | wk7-8 | [[http://kktim.cn/teaching/fe/493/FE-L03.html|L03]] | [[https://ks.wjx.top/jq/98193456.aspx|有效市场]] | [[http://kktim.cn/teaching/fe/slides/FE-L03-slides.html|L03-slides]] |
+| 3 | 资产定价与有效市场 | wk7-8 | [[https://ks.wjx.top/jq/98193456.aspx|有效市场]] | [[http://kktim.cn/teaching/fe/slides/FE-L03-slides.html|L03-slides]] |
-| 4 | 利率、债券与互换 | wk9 | [[http://kktim.cn/teaching/fe/493/FE-L04.html|L04]],[[http://kktim.cn/teaching/fe/tutorials/financial_leasing.pdf|融资租赁等价融资利率计算]],[[http://kktim.cn/teaching/fe/493/FE-L05.html|L05]] | [[https://ks.wjx.top/jq/100916539.aspx|利率]],[[https://ks.wjx.top/jq/100916783.aspx|互换]] | [[http://kktim.cn/teaching/fe/slides/FE-L04-slides.html|L04-slides]]，[[http://kktim.cn/teaching/fe/slides/FE-L05-slides.html|L05-slides]] |
+| 4 | 利率、债券与互换 | wk9 | [[https://ks.wjx.top/jq/100916539.aspx|利率]],[[https://ks.wjx.top/jq/100916783.aspx|互换]] | [[http://kktim.cn/teaching/fe/slides/FE-L04-slides.html|L04-slides]]，[[http://kktim.cn/teaching/fe/slides/FE-L05-slides.html|L05-slides]]，[[http://kktim.cn/teaching/fe/tutorials/financial_leasing.pdf|融资租赁等价融资利率计算]] |
-| 5 | 远期与期货：套期保值 | wk10 | [[http://kktim.cn/teaching/fe/493/FE-L06.html|L06]] |[[https://ks.wjx.top/jq/100916606.aspx|期货市场]],[[https://ks.wjx.top/jq/100916569.aspx|套期保值]] | [[http://kktim.cn/teaching/fe/slides/FE-L06-slides.html|L06-slides]] |
+| 5 | 远期与期货：套期保值 | wk10 |[[https://ks.wjx.top/jq/100916606.aspx|期货市场]],[[https://ks.wjx.top/jq/100916569.aspx|套期保值]] | [[http://kktim.cn/teaching/fe/slides/FE-L06-slides.html|L06-slides]] |
-| 6 | 远期与期货：定价 | wk11 | [[http://kktim.cn/teaching/fe/493/FE-L07.html|L07]] | [[https://ks.wjx.top/jq/100916961.aspx|定价]] | [[http://kktim.cn/teaching/fe/slides/FE-L07-slides.html|L07-slides]] |
+| 6 | 远期与期货：定价 | wk11 | [[https://ks.wjx.top/jq/100916961.aspx|定价]] | [[http://kktim.cn/teaching/fe/slides/FE-L07-slides.html|L07-slides]] |
-| 7 | 期权基础与期权性质 | wk12 | [[http://kktim.cn/teaching/fe/493/FE-L08.html|L08]] | [[https://ks.wjx.top/jq/100879998.aspx|期权市场]],[[https://ks.wjx.top/jq/100879918.aspx|期权性质]] | [[http://kktim.cn/teaching/fe/slides/FE-L08-slides.html|L08-slides]] |
+| 7 | 期权基础与期权性质 | wk12 | [[https://ks.wjx.top/jq/100879998.aspx|期权市场]],[[https://ks.wjx.top/jq/100879918.aspx|期权性质]] | [[http://kktim.cn/teaching/fe/slides/FE-L08-slides.html|L08-slides]] |
-| 8 | 期权策略 | wk13 | [[http://kktim.cn/teaching/fe/493/FE-L09.html|L09]] | [[https://ks.wjx.top/jq/100880357.aspx|期权策略]] | [[http://kktim.cn/teaching/fe/slides/FE-L09-slides.html|L09-slides]] |
+| 8 | 期权策略 | wk13 | [[https://ks.wjx.top/jq/100880357.aspx|期权策略]] | [[http://kktim.cn/teaching/fe/slides/FE-L09-slides.html|L09-slides]] |
-| 9 | 期权定价 | wk14-15 | [[http://kktim.cn/teaching/fe/493/FE-L10.html|L10]],[[http://kktim.cn/teaching/fe/493/FE-L11.html|L11]] | [[https://ks.wjx.top/jq/100880333.aspx|二叉树]],[[https://ks.wjx.top/jq/100880296.aspx|维纳过程与伊藤引理]],[[https://ks.wjx.top/jq/100880282.aspx|Black-Scholes-Merton模型]] | [[http://kktim.cn/teaching/fe/slides/FE-L10-slides.html|L10-slides]], [[http://kktim.cn/teaching/fe/slides/FE-L11-slides.html|L11-slides]] |
+| 9 | 期权定价 | wk14-15 | [[https://ks.wjx.top/jq/100880333.aspx|二叉树]],[[https://ks.wjx.top/jq/100880296.aspx|维纳过程与伊藤引理]],[[https://ks.wjx.top/jq/100880282.aspx|Black-Scholes-Merton模型]] | [[http://kktim.cn/teaching/fe/slides/FE-L10-slides.html|L10-slides]], [[http://kktim.cn/teaching/fe/slides/FE-L11-slides.html|L11-slides]] |
-| 10 | More on Options | wk16 | [[http://kktim.cn/teaching/fe/493/FE-L12.html|L12]] | [x] | [[http://kktim.cn/teaching/fe/slides/FE-L12a-slides.html|L12a-slides]]，[[http://kktim.cn/teaching/fe/slides/FE-L12b-slides.html|L12b-slides]] |
+| 10 | More on Options | wk16 | [x] | [[http://kktim.cn/teaching/fe/slides/FE-L12a-slides.html|L12a-slides]]，[[http://kktim.cn/teaching/fe/slides/FE-L12b-slides.html|L12b-slides]] |
 ==== 习题课 ====
@@ 行 86: / 行 86: @@
     * DDLs（逾期可能扣分）
       * 确定选题：2024-10-31
-      * 提交报告、视频：2023-12-31
+      * 提交报告、视频：2024-12-31
 ===== 主要参考文献 =====