98年第1學期-4752 期貨與選擇權 課程資訊

評分方式

評分項目 配分比例 說明
Mid-Term Exam 30
Final Exam 35
Presentation 20
Assignment 15

選課分析

本課程名額為 70人,已有16 人選讀,尚餘名額54人。


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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 how the financial derivatives are priced and hedged � To demonstrate how they can be used as a investment vehicle

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., 2006, “Options, Futures, and Other Derivatives”, Seventh Edition, Prentice-Hall, ISBN-10:0-13-500994-4


Jarrow R. and S Turnbull, “Derivative Securities”, 2nd Edition, South-Western College Publishing, 2000, ISBN:0538877405

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