2024-Fall Introduction to Financial Engineering (MATH472-01) The course syllabus

1.Course Information

Course No. MATH472 Section 01 Credit 3.00
Category Major elective Course Type Classroom Course prerequisites
Postechian Core Competence
Hours MON, WED / 14:00 ~ 15:15 / Science BldgⅣ[407]Lecture Room Grading Scale G

2. Instructor Information

Jang Bong-Gyu Name Jang Bong-Gyu Department Dept. of Industrial & Management Eng.
Email address bonggyujang@postech.ac.kr Homepage http://bgjang.postech.ac.kr
Office HTTP://FIRM.POSTECH.AC.KR Office Phone 054-279-2372
Office Hours Monday 15:30-17:00

3. Course Objectives

The objective of this course is to introduce the recent topics in financial engineering, focusing on the basic theories of financial derivative pricing, portfolio management, and financial risk management, and their applications (e.g., patent valuation and Fintech businesses). For this, we explore:
1. the basic theory of interest rates and financial derivative pricing,
2. its applications to real assets (e.g., patent valuation),
3. the basic theory of financial risk management,
4. the basic theory of portfolio theory, and
5. Fintech businesses.

4. Prerequisites & require

Probability theories(확률/통계 기초과목) and Financial accounting(재무회계)

5. Grading

Mid-term and final exams (35% each),
Term Project (20%),
Class participation (10%)

6. Course Materials

Title Author Publisher Publication
Year/Edition		 ISBN

7. Course References

See the syllabus.

8. Course Plan

See the syllabus.

9. Course Operation

대면강의

10. How to Teach & Remark

본과목의 성공적인 수강을 위해서는 확률과 통계 기초이론에 대한 이해가 사전에 반드시 필요하며, 재무회계 기초이론을 알고 있으면 좋으나 수업시간에 이 부분은 다시 설명할 예정이니 참고하기 바랍니다.

11. Supports for Students with a Disability

- Taking Course: interpreting services (for hearing impairment), Mobility and preferential seating assistances (for developmental disability), Note taking(for all kinds of disabilities) and etc.

- Taking Exam: Extended exam period (for all kinds of disabilities, if needed), Magnified exam papers (for sight disability), and etc.

- Please contact Center for Students with Disabilities (279-2434) for additional assistance

Copy The course syllabus
No. Semester Name Course No. Section Course Name