108年第2學期-6194 資產訂價 課程資訊

課程分享

選課分析

本課程名額為 70人,已有1人選讀,尚餘名額69人。

評分方式

評分項目 配分比例 說明
期中考 50
期末考 50

授課教師

郭一棟

教育目標

This course will focus on utility function for different perspectives of investors. Also, we will learn portfolio theory and market efficient hypothesis. Moreover, derivatives securities will be provided and discussed.

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
Cochrane John H. Asset Pricing, 2005. [C,.]
Cuthbertson K., Nitzsche D. Quantitative Financial Economics [CN,.]
Hirshleifer J.Speculation and Equilibrium: Information, Risk, and
Markets. The Quarterly Journal of Economics, Vol. 89, No. 4 (Nov.,
1975), pp. 519-542 [Hi].
Hull John, C. Options, Futures and other Derivatives, 2009. [H,.]
Mas-Colell A. Whinston M.D., Green J.R. Microeconomic Theory,
1995. [MC,.]
Ross Levine. Finance and Growth: Theory and Evidence. [R,.]
Varian Hal R. Microeconomic Analysis, 1992. [V,.]