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1. U.FE.A¶õ?
U.FE.A´Â University Financial Engineering AssociationÀÇ ¾àÀڷμ ±ÝÀ¶°øÇÐ Àü¹Ý¿¡ °üÇÏ¿© ¼¼¹Ì³ª¸¦ ÅëÇØ Áö½ÄÀ» ½×´Â ¸ðÀÓÀ¸·Î ¼¿ïÁö¿ª ´ëÇлý ¹× Á÷ÀåÀεéÀ» ÁÖ¿ä ±¸¼º¿øÀ¸·Î ÇÏ°í ÀÖ½À´Ï´Ù.
2. U.FE.A ÁÖ¿ä È°µ¿
1) Á¤±â¼¼¹Ì³ª
¸ÅÁÖ Åä¿äÀÏ Á¤±â¼¼¹Ì³ª¸¦ ÅëÇØ ±ÝÀ¶°øÇÐÀÇ ±âÃʳ»¿ëÀº ¹°·Ð ±ÝÀ¶¼öÇÐ ¹× ½ÉÈ À繫ÀÌ·ÐÀ» ÇнÀÇÕ´Ï´Ù. ¼¼¹Ì³ª´Â ±³À縦 Á¤ÇØ ¸ÅÁÖ ¹ßÇ¥ ¹× Åä·ÐÀ» ÇÏ´Â ¹æ½ÄÀ¸·Î ÁøÇàµÇ¸ç, ±ÝÀ¶°øÇÐÀÇ ´Ù¾çÇÑ ºÐ¾ß¸¦ ´Ù·ç°Ô µË´Ï´Ù.
2) Ư°
½ÅÀÔȸ¿øµéÀÇ ÇнÀ È¿À²¼ºÀ» ³ôÀ̱â À§ÇØ ±ÝÀ¶°øÇÐÀÇ ±â¹ÝÀÌ µÇ´Â ¼öÇÐ, Åë°èÇÐ, ÄÄÇ»ÅÍ ÇÁ·Î±×·¡¹Ö µîÀÇ ³»¿ëÀ» ü°èÀûÀΠƯ°ÀÇ Çü½ÄÀ¸·Î ÁøÇàÇÒ ¿¹Á¤ÀÔ´Ï´Ù.
¶ÇÇÑ ½Ç¹«ÀûÀÎ Áö½ÄÀ» ÇÔ¾çÇϱâ À§ÇØ, ±¹³»¿Ü ±ÝÀ¶±â°üÀÇ µô¸µ·ë, ±¸Á¶È»óÇ° µ¥½ºÅ©, °è·®ºÐ¼® ¼¾ÅÍÀÇ Àü¹®°¡µéÀ» ¸ð½Ã°í Ư°À» ÁøÇàÇØ¿ÔÀ¸¸ç ¾ÕÀ¸·Îµµ ÀÌ·¯ÇÑ Æ¯°À» Á¤±âÀûÀ¸·Î °¡Áú °èȹÀÔ´Ï´Ù.
ÀÌ·¯ÇÑ ±ÝÀ¶Àü¹®°¡µé°úÀÇ ¸¸³²À» ÅëÇØ º¸´Ù »ì¾ÆÀÖ´Â Áö½ÄÀ» °øÀ¯ÇÒ ¼ö ÀÖ½À´Ï´Ù.
3) °³º° ½ºÅ͵ð
Á¤±â¼¼¹Ì³ª ÀÌ¿Ü¿¡µµ ±âÁ¸ ȸ¿øµéÀÌ ´Ù¾çÇÑ ½ºÅ͵ð±×·ìÀ» ÀÚ¹ßÀûÀ¸·Î Á¶Á÷ÇÏ¿© Áö½ÄÀ» È®ÃæÇØ ¿À°í ÀÖÀ¸¸ç À̸¦ ÅëÇØ ÁÖÁß¿¡µµ Çо÷¿¡ ÁýÁßÇÒ ¼ö Àִ ȯ°æÀ» Á¶¼ºÇÏ°íÀÚ ³ë·ÂÇÏ°í ÀÖ½À´Ï´Ù.
3. ½ÅÀÔȸ¿ø ¸ðÁý ¾È³»
- ¸ðÁý´ë»ó: ´ëÇб³ 2,3,4 Çгâ , ´ëÇпø»ý
- ÀÚ°Ý¿ä°Ç
1) ¸ÅÁÖ Åä¿äÀÏ ¼¼¹Ì³ª Âü¿© °¡´ÉÇÑ »ç¶÷
2) 2Çбâ ÀÌ»ó ¿Á¤À» °¡Áö°í ²ÙÁØÈ÷ ¼¼¹Ì³ª¿¡ Âü¿© °¡´ÉÇÑ »ç¶÷
4. ÇöÀç±îÁöÀÇ ¼¼¹Ì³ª ±³Àç ¸ñ·Ï (ÃÖ±Ù5³â)
- Understanding Credit Derivatives and Related Instruments - Bomfin
- Fixed Income Mathematics - Fabozzi
- Value at Risk - Jorian
- Priciple of Financial Engineering - Neftci
- Stochastic process - Ross
- An introductions to mathematics of financial derivatives - Neftci
- Option, futures and other derivatives - Hull
- Fixed income securities - Tuckman
- Investments - Bodie, Kane, Marcus
- Introduces to quantitative finance - Wilmott
- The concept and practice of mathematical finance -Joshi
- Stochastic calculus for finance I, II -shreve-
- Analysing and Interpreting the YIELD CURVE - Moorad Choudhry
- Basic Black - Scholes : Option pricing and trading - Timothy Falcon Crack
- Option Volatility & Pricing - Sheldon Natenberg
_ Arbitrage Theory In Continuous Time -Bjork
- Introduction to the Economics and Mathematics of Financial Markets - Jak¢§sa ¿Ü
- Dynamic Hedging - Taleb, Nassim Nichola
- Paul Wilmott on Quantitative Finance
- Dermann Lecture Note
- ±ÝÀ¶¸®½ºÅ© ÃøÁ¤°ú °ü¸® - Á¶ÇÏ¿¬, À̽±¹
- ±ÝÀ¶°øÇÐ - ±è°Ç¿ì
- ÆÄ»ý±ÝÀ¶»óÇ°°ú ±ÝÀ¶À§Çè°ü¸® – ÃÖµµ¼º, Á¤ÇرÙ
- ±ÝÀ¶¼öÇÐ – ±èÁ¤ÈÆ
- °è»êÀ繫·Ð – ÃÖº´¼±
- ±ÝÀ¶ÆÄ»ý»óÇ°ÀÇ ¼ö¸®Àû ¹è°æ -ÃÖº´¼±
- ±× ¿Ü ´Ù¼ö ³í¹®
5. ¸®Äí¸£Æà ÀýÂ÷
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Ãâó : °í·Á´ëÇб³ °íÆĽº 2024-06-11 16:17:10: