《金融数学》是数学与应用数学专业的选修课。通过本课程的学习，让学生掌握利率度 量的基本工具，可以计算年金的现值和累积值，熟悉收益率的计算和应用，掌握债务偿还的 两种主要方法，可以计算债券的价格和账面值，理解远期、期货、互换和期权的基本概念及 其基本定价方法

课程目录：

01-Introduction, Financial Terms and C
02-Linear Algebra
03-Probability Theory
04-Stochastic Processes I
05-Regression Analysis
06-Value At Risk (VAR) Models
07-Time Series Analysis I
08-Volatility Modeling
09-Regularized Pricing and Risk Model
10-Time Series Analysis II
12-Commodity Models
13-Portfolio Theory
14-Factor Modeling
15-Portfolio Management
16-Stochastic Processes II
17-Itō Calculus
19-Option Price and Probability Dual
20-Stochastic Differential Equations
21-Quanto Credit Hedging
22-HJM Model for Interest Rates and
23-Ross Recovery Theorem
01-Introduction, Financial Terms and C
02-Linear Algebra
03-Probability Theory
04-Stochastic Processes I
05-Regression Analysis
06-Value At Risk (VAR) Models
07-Time Series Analysis I
08-Volatility Modeling
09-Regularized Pricing and Risk Model
10-Time Series Analysis II
11-Time Series Analysis III
12-Commodity Models
13-Portfolio Theory
14-Factor Modeling
15-Portfolio Management
16-Stochastic Processes II
17-Itō Calculus
18-Black-Scholes Formula, Risk-neutr
19-Option Price and Probability Dual
20-Stochastic Differential Equations
21-Quanto Credit Hedging
22-HJM Model for Interest Rates and
23-Ross Recovery Theorem
24-Introduction to Counterparty Cred UP-SZSY