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Korean : 금융공학부전공프로그램

homepage : http://fep.kaist.ac.kr

  • This course introduces some basic concepts in mathematical analysis for financial applications.

  • The main objective of this course is to build up the basic knowledge on various financial instruments as well as quantitative models for investment management. The main topics include: equities, fixed-income securities, options, futures and other derivatives. Also, we will discuss about their pricing models and investment strategies. In addition, we will implement basic computational techniques for the financial engineering problems using Excel, VBA, and Matlab.
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