order
Chapter I Financial Engineering and Financial Innovation
Section 1 Overview of Financial Engineering
Financial innovation tips: the main line of financial derivative product innovation (see attached disk)
The emergence and development of modern financial theory in the second quarter
Financial innovation tips: the innovation of preferred stock-VPS, APS, C()PS, PPS, CPS (see attached disk).
Section III Emergence and Development of Financial Engineering
Financial innovation tips: parallel loans and back-to-back loans (see attached disk)
Section IV Financial Innovation
Financial innovation tips: attached CD, NOW account, super NOW account, MMF, MMDA, SDA, MMCD)
Section 5 Domestic Financial Innovation and Development
Tips for financial innovation: individual pension account and individual retirement account (see attached disk)
Case: Synthesis Unit of China CITIC Bank (see attached disk)
Reading material: dividend present value pricing model (see attached disk)
Review exercises
Think about a problem
Chapter II Basic Theory of Financial Engineering
Section 1 No Arbitrage Equilibrium Analysis Method
The secret of financial innovation: floating interest rate notes (see attached disk)
Section 2 MM theory
Financial innovation tips: trigger, mismatch FRN, upper limit FRN, floor FRN FRN and inverse FRN, etc. (See attached disk).
Section III Portfolio Theory and Capital Asset Pricing Model
Tips for financial innovation: MBS-9 ABS (see attached disk)
Section IV Arbitrage Pricing Theory
Financial innovation tips: financial futures (see attached disk)
Case: Nordic samurai against Japanese samurai (see attached disc)
Reading material: calculation of bond yield (see attached disk)
Review exercises
Think about a problem
Computational problem
Chapter III Forward Price
Section 1 Overview of Financial Derivatives
The secret of financial innovation: choice (see attached disk)
Section 2 Forward Price
Financial innovation tips: swap -9 VPP (see attached disk)
Section III Forward Interest Rate Agreement
Financial innovation tips: ATS, ZCB, TIGR, CATS, PERP and TR (see attached disk).
Section 4 Comprehensive Forward Foreign Exchange Agreement
Financial innovation tips: ARM and OPS (see attached disk)
Case: new financial management: investment-oriented commercial real estate (see attachment)
Reading material: margin question and answer transaction (see attached disk)
Review exercises
Think about a problem
Computational problem
Chapter IV Financial Futures
Chapter V Exchange
Chapter VI Basic Knowledge of Options
Chapter VII Simple Option Portfolio Strategy
Chapter VIII Stock Option Arbitrage Portfolio Strategy
Chapter 9 Advanced Option Portfolio Strategy
Chapter 10 Option Pricing
Chapter III XI Managing Financial Risks by Using Financial Engineering Technology
refer to