程的基础知识和基本思想，分析利用金融工程的思维解决问题，包括金融产品 一修方费选体风险管理以及金益工程交易发路器。该程可作为具有数学青据 ，应用统计等领域的本科生高年级课程。也可以作为意向在金品 机构、企业或政府单位从事金融技术工作的硕士研究生的选修课程。 The theory of finance,brought to worldwide attention with the award of the Nobel prize in economics to Markowitz.Sharpe.Miller and then to Merton and Scholes,has become increasingly mathematical Mathematical finance. focuses analysis and Research of the core problem of financebased on mathematicaltheory and methods (mathematical modeling,numerical calculation,simulation and so on).For example,ittries to use mathematical theory to understand and study how financial market work,how they can be made more efficient, ow they should regulated,and how they can help manage the risk in various economi and financial activities etc. This course has the interdisciplinary characteristics of finance mathematics,computer and engineering The coursecontent has both theoretical depth and strong applicability.The coursecovers three major areas of mathematical finance that all have an enormous impact on the way moder financial markets operate.It includes:bond,interest rate and 课程简介 Markowitz ortfolio optimizatior 文) heory and capital asset pricing model forward,futures swap,option (Description)and other financial derivatives.In addition to explaining the basic knowledge and basic ideas of financial engineering such as the trading mechanism of derivative financial instruments and non arbitrage pricing theory,and analy ng and using the thinking of financial engi ering to olve problems in uding financial product or scheme design,risk management and financial engineering transaction strategy.The course is designed for senior undergraduate students in the fields of finance, economics.applied statisticswith mathematical backgrounds.or for graduate students who wish to pursue high-tech finance careers in financial institutions.industry or goverment 程的基础知识和基本思想，分析利用金融工程的思维解决问题，包括金融产品 或方案设计、风险管理以及金融工程交易策略等。该课程可作为具有数学背景 的金融、经济、应用统计等领域的本科生高年级课程。也可以作为意向在金融 机构、企业或政府单位从事金融技术工作的硕士研究生的选修课程。 *课程简介（英 文） （Description） The theory of finance, brought to worldwide attention with the award of the Nobel prize in economics to Markowitz, Sharpe, Miller and then to Merton and Scholes,has become increasingly mathematical. Mathematical finance, which is aninterdisciplinary,focuses on the analysis and Research of the core problem of financebased on mathematicaltheory and methods（mathematical modeling, numerical calculation, simulation and so on ） . For example, ittries to use mathematical theory to understand and study how financial markets work, how they can be made more efficient, how they should be regulated, and how they can help manage the risk in various economic and financial activities etc. This course has the interdisciplinary characteristics of finance, mathematics, computer and engineering. The coursecontent has both theoretical depth and strong applicability. The coursecovers three major areas of mathematical finance that all have an enormous impact on the way modern financial markets operate.It includes: bond, interest rate and term structure theory of interest rate; Markowitz portfolio optimization theory and capital asset pricing model; forward, futures, swap, option and other financial derivatives.In addition to explaining the basic knowledge and basic ideas of financial engineering such as the trading mechanism of derivative financial instruments and non arbitrage pricing theory, and analyzing and using the thinking of financial engineering to solve problems including financial product or scheme design, risk management and financial engineering transaction strategy.The course is designed for senior undergraduate students in the fields of finance, economics, applied statisticswith mathematical backgrounds, or for graduate students who wish to pursue high-tech finance careers in financial institutions, industry or government