109年第1學期-1508 衍生性金融商品(一) 課程資訊

評分方式

評分項目	配分比例	說明
Half term exam	30
Final exam	30
Tests	20	兩次小考（期中考前一次；期中考後一次）
Attendance	20	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

教育目標

On successful completion of the course unit students will be familiar with concepts of financial derivatives and mechanism of these markets, and understand how to use financial derivatives as a investment vehicle.The concept of financial derivatives include pricing mechanism, speculating, and hedging. The mechanism of markets also will be covered. Then, student will learn how to use financial derivatives as investment vehicles.

課程概述

The first part of the course unit is concerned with an introduction of various financial derivatives and the derivative markets and special attention will be paid to the Taiwanese market. The second part of the course will involve with components affecting the prices of derivatives and with discussion of how the derivatives are used in the market.

基本資料

必修課，學分數：3-0
上課時間：一/6,7,8[M101]
修課班級：財金系3A
修課年級：年級以上
選課備註：

參考書目

Hull J. C., 2014, “Fundamentals of Futures and Options Markets”, Eighth Edition, Prentice-Hall, ISBN: 978-0-13-338285-3

The following book may be referred in the course if necessary:
張傳章, 2010, “期貨與選擇權”,雙葉, 第二版，ISBN:986-7433-11-4