107年第1學期-6012 期貨與選擇權 課程資訊
課程分享
選課分析
本課程名額為 70人，已有16人選讀，尚餘名額54人。
評分方式
| 評分項目 | 配分比例 | 說明 |
|---|---|---|
| Mid-Term Exam | 30 | |
| Final Exam | 30 | |
| Quiz, Active learning exercise, Report, and Class participation | 40 |
教育目標
On successful completion of the course unit students will be able:
1. To be familiar with different ranges of financial derivatives and their markets,
2. To understand how the financial derivatives are priced and hedged,
3. To demonstrate how they can be used as a investment vehicle.
The course of futures and options covers mechanics, function, pricing, and hedging of these products. Students are required to make presentation, write assignment, and take two exams in order to complete this course.
課程概述
本課程旨在介紹期貨(Futures)和選擇權(Options)等衍生性證券(Derivative Security), 瞭解市場結構,評價模式與交易策略 ,學習避險, 投機, 套利, 和合成等重要觀念, 並介紹其在真實世界裡的應用。
課程資訊
基本資料
必修課，學分數：3-0
上課時間：一/8,9,10
修課班級：財金碩1
選課備註：
教師與教學助理
授課教師：陳昭君
大班TA或教學助理：尚無資料
Office HourTuesday, 17:20-18:10, or by appointments.
授課大綱
授課大綱：開啟授課大綱(授課計畫表)
(開在新視窗)
參考書目
Hull J. C., 2012, “Options, Futures, and Other Derivatives”, Eighth Edition, Prentice-Hall, ISBN-10:0-273-75907-8