홈으로 센터소개 센터소개 IC-PBL Connect & Share 교수지원 학습지원 IC-PBL Connect & Share IC-PBL 소개 IC-PBL Connect & Share IC-PBL 명예의 전당 IC-PBL 통계 IC-PBL 자료실 IC-PBL Share IC-PBL Connect IC-PBL Share IC-PBL Share IC-PBL Share는 한양대학교에서 이루어진 다양한 학부와 대학원 IC-PBL 수업 과정 및 결과를 공유하는 공간입니다. (비로그인 회원에게는 일부정보가 제한되어 표기됩니다.) ※ 2022학년도 첨부파일만 제공되니 전년도 자료가 필요하신 분들은 IC-PBL 교수학습센터로 메일 주시기 바랍니다. 기본정보 입력 [학부] 금융공학 강형구23.02.11조회 27 계열 인문사회계열 학부/대학원 학부 전공 경영학부 학년도 2022 학기 1학기 과목명 금융공학 담당교수 강형구 소속 경영대학 경영학부 IC-PBL 유형 M(현장통합형) 문제제시·기업 평가·기업 E(현장평가형) 문제제시·교수자 평가·기업 ○ C(문제해결형) 문제제시·교수자 평가·교수자 A(현장문제형) 문제제시·기업 평가·교수자 보고서 내용 수업목표 To provide students with a strong foundation in mathematical, statistical, and computational techniques used in finance, as well as a deep understanding of financial markets, instruments, and institutions. The course aims to equip students with the knowledge and skills necessary to design and implement financial products, models, and strategies that meet the needs of both individual and institutional investors. IC-PBL 수업 문제 Suppose a portfolio manager is responsible for managing a large investment portfolio consisting of various asset classes such as stocks, bonds, and alternative investments. The portfolio manager wants to optimize the portfolio’s risk and return characteristics by analyzing the historical performance of the assets, as well as considering the current market conditions. To do so, the portfolio manager decides to utilize financial engineering techniques in portfolio analytics. The manager hires a team of financial engineers to develop a sophisticated analytical model that can analyze the historical data, as well as predict future market trends and risk factors. The financial engineers begin by collecting and analyzing a vast amount of historical data on the assets in the portfolio. They then use advanced statistical and mathematical techniques to c reate a model that can accurately simulate the performance of the portfolio under different market conditions. The model takes into account various risk factors such as interest rates, inflation rates, and geopolitical events, and uses these factors to predict the portfolio's future performance. The financial engineers then use the model to perform a detailed risk analysis of the portfolio, identifying areas of potential risk and opportunities for diversification. Based on the results of the analysis, the portfolio manager decides to make some changes to the portfolio's asset allocation. The financial engineers use the model to simulate the performance of the portfolio under the new allocation, and the manager decides to implement the changes. Over time, the portfolio manager continues to work with the financial engineers to refine and optimize the portfolio's risk and return characteristics. By utilizing financial engineering techniques in portfolio analytics, the manager is able to make informed decisions that help to maximize returns while minimizing risk. 리스트수정삭제 top