| Academic Year |
2025Year |
School/Graduate School |
Liberal Arts Education Program |
| Lecture Code |
52018001 |
Subject Classification |
Area Courses |
| Subject Name |
数理科学で考える［旧パッケージ］ |
Subject Name
（Katakana） |
スウリカガクデカンガエル |
Subject Name in
English |
Consideration in Mathematical Science |
| Instructor |
INOUE AKIHIKO |
Instructor
(Katakana) |
イノウエ アキヒコ |
| Campus |
Higashi-Hiroshima |
Semester/Term |
1st-Year, Second Semester, 4Term |
| Days, Periods, and Classrooms |
(4T) Mon1-4：IAS K211 |
| Lesson Style |
Lecture |
Lesson Style
(More Details) |
Face-to-face, Online (simultaneous interactive), Online (on-demand) |
| Lecture-oriented class |
| Credits |
2.0 |
Class Hours/Week |
4 |
Language of Instruction |
J
:
Japanese |
| Course Level |
1
:
Undergraduate Introductory
|
| Course Area（Area） |
25
:
Science and Technology |
| Course Area（Discipline） |
01
:
Mathematics/Statistics |
| Eligible Students |
|
| Keywords |
|
| Special Subject for Teacher Education |
|
Special Subject |
|
Class Status within
Liberal Arts Education | Area Courses（Courses in Natural Sciences) Category：Mathematics / Informatics
*Students who got admitted in 2018 or after can take this course as an “Area Course”. For this group of students, credits from this course will be regarded as credits from an “Area Course”.
If students who got admitted in 2017 or before take this course, it is regarded as a “Package-Based Subject”. The latter group of students cannot take this course as an “Area Course”. |
|---|
| Expected Outcome | 1. To be able to explain the formation and development processes and contemporary issues of each academic discipline.
2. To be able to explain historical and contemporary issues that span multiple academic disciplines from multifaceted perspectives. |
|---|
Class Objectives
/Class Outline |
The aim of classes is to acquire basic knowledge and skills about mathematical models. |
| Class Schedule |
In the lectures, we will study mathematical finance and modern probability theory in parallel. That is, while covering topics in mathematical finance, we will simultaneously learn the fundamental concepts of probability theory that are necessary for understanding them. The mathematical models of finance discussed here correspond to probability models with only a finite number of possible outcomes. As a result, when developing the theory, we can rely solely on basic arithmetic operations without the need for integration, making the course formally accessible without requiring prior knowledge.
In the probability theory part of the lectures, conditional expectation plays a particularly important role. On the other hand, in the mathematical finance part, key concepts include replicating strategies, equivalent martingale measures, and arbitrage-free pricing.
|
Text/Reference
Books,etc. |
Handouts. |
PC or AV used in
Class,etc. |
Handouts, Microsoft Teams, moodle |
| (More Details) |
Handouts. |
| Learning techniques to be incorporated |
|
Suggestions on
Preparation and
Review |
Solutions to assignments will also be explained during the lectures, so it is important that you attend. |
| Requirements |
|
| Grading Method |
The grade will be based on assignments and others. |
| Practical Experience |
|
| Summary of Practical Experience and Class Contents based on it |
|
| Message |
|
| Other |
【In case the number of registered students exceed 250, a computerized random selection will be carried out.】 |
Please fill in the class improvement questionnaire which is carried out on all classes.
Instructors will reflect on your feedback and utilize the information for improving their teaching. |