99年第1學期-4752 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20人選讀,尚餘名額50人。

評分方式

評分項目 配分比例 說明
Final Exam 40
Presentation 20
Assignment 40 Two assignments

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