金融数学选讲

(张艺赢)MA4072024秋 2023秋 2022秋  
2024秋 2023秋 2022秋
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选课类别:专业任务 教学语言:双语
课程类别:专业选修课 开课单位:数学系
课程层次:未知 获得学分:3.0
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课程简介(教工部数据)
3学分,3学时/周。先修课程:MA212概率论与数理统计或者MA204数理统计。本课程主要目的是为学生今后进行金融数学的理论研究或实证研究做准备。本课的任课教师可以是本系教师,也可以是外聘的学术界专家或金融业界的专家(团队)。课程具体内容,教材,评分标准等均理论课,由任课教师确定。为明确学生选课内容,可在本课名称后加一个副标题。Lecture, 3 credits, 3 hours lectures per week. Pre-requests: Probability and Statistics (MA212) or Mathematical Statistics (MA204). The main purpose is to help students to prepare their future researches on financial mathematics, for either theoretical studies or empirical studies. The lecturer could be teacher of Department of Mathematics or experts invited from financial industry(group). The pre-requests, contents, textbook, and the type of assessment are determined by lecture(s). The title of the course can be added a subtitle each time.
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