105年第2學期-1669 衍生性金融商品(二) 課程資訊

課程分享

選課分析

本課程名額為 80人,已有87人選讀,尚餘名額-7人。

評分方式

評分項目 配分比例 說明
期中考 30
期末考 30
小考 20
出席 20

授課教師

郭一棟

教育目標

On successful completion of the course unit students will be able To be familiar with different ranges of financial derivatives and their markets To understand the purposes of financial derivatives (futures and options) To demonstrate how they can be used as a investment vehicleThe first part of the course unit is concerned with an introduction of various financial derivatives and the derivative markets and special attention will be paid to the Taiwanese market. The second part of the course will involve with components affecting the prices of derivatives and with discussion of how the derivatives are used in the market.

課程概述

This course is designed to provide an in-depth analysis of derivatives. We will introduce four categories of financial derivatives: futures contracts, forward contracts, options and swaps, and focus on how these markets work, how they can be used, and what determines prices in them.

課程資訊

參考書目

Hull J. C., 2012, “Fundamentals of Futures and Options Markets”, Eighth Edition, Prentice-Hall, ISBN: 0273759078