FTEC3001

Code	Course Offering	FTEC3001
Title	Long Course Title	Financial Innovation & Structured Products	金融創新和結構性產品
Overview	Long Description	The course of Financial Innovation and Structured Products provides a quantitative introduction to derivative markets. In it, we will focus on (i) the fundamental mechanics of futures, swaps and option markets, (ii) risk neutral evaluation theory of asset pricing, (iii) numerical procedures related to derivatives evaluation and risk managements, (iv) the principle of financial engineering and structured product design and their applications, and (v) financial crisis and regulation.	本課程提供了對衍生品市場的定量介紹。重點講述（i）期貨，掉期和期權市場的基本機制，（ii）資產定價的風險中性定價理論，（iii）與衍生品定價和風險管理相關的數值方法，（iv）金融工程和結構性產品的設計原理及其應用，以及（v）金融危機和監管。