108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19人選讀,尚餘名額51人。

評分方式

評分項目 配分比例 說明
Mid-Term Exam 40
Final Exam 40
Presentation 10
Attendance 10 同學缺席1次則得9,2次則得8分,3次則得7分,以此類推,遲到早退算未到。遲到的定義以老師的點名時間為準

授課教師

郭一棟

教育目標

On successful completion of the course unit students will be familiar with different ranges of financial derivatives and their markets, understand how the financial derivatives are priced and hedged, and demonstrate how they can be used as a investment vehicle. The course of futures and options covers mechanics, functions, pricing, and hedging of these products. Students are required to make presentation and write assignment and take two exams for 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

參考書目

Hull J. C., 2012, “Options, Futures, and Other Derivatives”, Eighth Edition, Prentice-Hall, ISBN-10:0-273-75907-8