金融工程.ppt

金融工程专题
张金林教授
金融学院金融工程系
12/1/2017
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参考书目
John Hull, 2008, Options, Futures and Other Derivatives, Prentice Hall, 7th ed.
郑振龙主编,《金融工程》,高等教育出版社,2008年版。
叶永刚,《金融工程学》,东北财经大学出版社,2003年版
格利茨,唐旭译,《金融工程学》,经济科学出版社1998年版。
,《金融工程》,清华大学出版社1998年版。
Terry J. Watsham, 1998, Futures and Options in Risk Management, Thomson Learning, 2nd ed.
Charles ,2002, Managing financial risk. A guide to derivative products, financial engineering and value maximization. Third edition.
陈松南著,《金融工程学》,复旦大学出版社,2002年版。
,顾娟等译,《全球资产与负债管理建模》,经济科学出版社,2003年版。
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问题?Questions ?
什么是金融?
What is Finance?
什么是金融工程?
What is Financial Engineering?
金融工程与金融危机有无关联?
Is there any Relationship between Financial Engineering and Financial Crisis?
金融工程与经济发展有何关系?
What is Relationship between Financial Engineering and Economic Development?
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We know that there are many kinds of answers for these questions. Of course ,there is no standard answer.
If we seek answer to these questions ,we could see the courseware from MIT (Massachusetts Institute of Technology) as following……
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Money vs. Finance
ary Economics
Financial Economics
vs.
Money / Credit Creation
Return / Risk Allocation
International Finance
Money & Banking
Corporate Finance
Investments (Capital Markets)
Central Bank
Commercial Banking
Non-Bank Financial Sector
Liquidity
Money Control
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What is Finance?
Money & Banking —
ary Economics
International Finance —
International Economics
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Corporate Finance
Capital Market
(Investments)
Financial Economics
Multinational Corporate Finance
International Financial Market
Financial Engineering
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What is Financial Engineering?
Generalizing: Financial Engineering involves the design, the development, and the implementation of innovative financial instruments and processes, and the formulation of creative solutions to problems in finance.
Specializing: Financial Engineering is risk management vi