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本課程從應用領域觀點學習金融科技(Fintech)，以深入淺出的方式介紹資訊專業人士如何培養有效管理金融資訊和使用者自建(EUC)金融資訊系統之能力，希冀帶領修課同學建立後續學習金融科技的實作基礎。一方面引導同學運用容易取得的軟硬體等資訊資源，建置財金分析環境，並藉此洞悉金融資訊的價值，進而建構和管理知識，以滿足量化分析與研究上的需要。除了學習如何導入大量與即時的資料、運用財務函數、模式分析功能外，並詳述當代程式交易系統關鍵技術及其實際的應用。課程內容涵蓋資訊專業人士所需的金融領域基本知識、財務計算、衍生性商品定價與分析、理財規劃、電腦模擬、操作模型建立與回測、即時交易系統、交易策略的驗證和最佳化、以及金融科技領域應用的進階課題。
《 課程簡介 -- English 》
This course introduces fintech from the perspective of fields of its applications. We explain how IT professionals can use unsophisticated tools to develop the ability to effectively manage financial information and end-user-construction (EUC) of financial information systems. It guides students to use easily accessible hardware and software resources to build a financial analysis environment, and to gain insight into the value of financial information for further constructing and managing knowledge in order to meet the demands of quantitative analysis and research purpose. In addition to the essential fintech knowledge, we also introduce the key technology of contemporary program trading technology and its practical applications. The content of this course includes financial computation, pricing of and analysis derivative products, financial planning, computer simulation, operational model construction and back testing, real-time trading system, validation and optimization of trading strategies, as well as advanced topics for the application of financial technology.
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