109年第2學期-1508 衍生性金融商品(二) 課程資訊

課程分享

選課分析

本課程名額為 85人,已有89人選讀,尚餘名額-4人。

評分方式

評分項目 配分比例 說明
期中考 35
期末考 35
小考 20
出席 10

授課教師

謝俊魁 郭一棟

教育目標

On successful completion of the course unit students will be able To price financial derivatives and understand their markets To hedge the risk of financial derivatives To understand other derivatives, such as interest rate derivatives, exotic derivatives, and other derivatives. Derivatives II focus on pricing and hedging options. Students are expected to know how to price options and implement hedging strategies. More advanced derivatives will be introduced.

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