ADVANCED FINANCE

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Lecturer(s)	UEMATSU, SHUNICHIRO
Credit(s)	2
Academic Year/Semester	2024 Spring
Day/Period	Sat.2
Campus	Mita
Class Format	Face-to-face classes (conducted mainly in-person)
Registration Number	89353
Faculty/Graduate School	ECONOMICS
Department/Major	ECONOMICS PEARL COURSE
Year Level	3, 4
Field	MAJOR SUBJECTS PCP (MAJOR SUBJECT SEQUENCE 2)
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Course Description	Covers a fixed-income analysis and an option pricing theory.We start from basic concepts of finance and then go into bond pricing, duration analysis and immunization.Next, we deal with various derivative products and then discuss in detail option pricing problems by using binomial lattice models.Finally, we derive the Black-Scholes option pricing formulas and discuss additional related topics.
K-Number	FEC-EC-35343-212-07

Course Administrator	Faculty/Graduate School	FEC	ECONOMICS
Course Administrator	Department/Major	EC	ECONOMICS
Main Course Number	Level	3	Third-year level coursework
	Major Classification	5	Major Subjects Course- Advanced Course
	Minor Classification	34	Other - PCP
	Subject Type	3	Elective subject
Supplemental Course Information	Class Classification	2	Lecture
	Class Format	1	Face-to-face classes (conducted mainly in-person)
	Language of Instruction	2	English
Academic Discipline		07	Economics, business administration, and related fields

Course Contents/Objectives/Teaching Method/Intended Learning Outcome

Non-PCP students can also register for this class.
This course covers a fixed-income analysis and an option pricing theory. We start from basic concepts of finance and then go into bond pricing, duration analysis and immunization. Next, we deal with various derivative products and then discuss in detail option pricing problems by using binomial lattice models. Finally, we derive the Black-Scholes option pricing formulas and discuss additional related topics.
As prerequisites, students are expected to be familiar with introductory calculus and basic probability theory.

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Textbooks

Luenberger, David G. Investment Science. 2nd ed. Oxford University Press, 2013.

Lab / Skill-development / On-site training	An educational approach in which students deepen their understanding of educational content through first-hand experience and trial-and-error by initiating their own activities at facilities and accommodations both on and off campus.
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Presentations	An educational approach in which students deepen their understanding of educational content by preparing materials and delivering presentations in class.
Discussions, Debates	An educational approach in which students deepen their understanding of educational content through sharing and discussing their opinions on designated topics.
Group work	An educational approach in which students are divided into small groups and assigned tasks on issues related to educational content.
Role-playing	An educational approach in which students deepen their understanding of educational content by being assigned specific roles to play, thus allowing them to experience different viewpoints.
Flipped classroom	An educational approach in which students study the course lecture in advance, and questions and discussions relating to that content are then held in class.
Problem-based learning	An educational approach in which students acquire knowledge and skills related to educational content by attempting to tackle specific projects or problems posed to them.

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