109年第2學期-1508 衍生性金融商品(二) 課程資訊

評分方式

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

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.

基本資料

必修課，學分數：0-3
上課時間：一/6,7,8[M233]
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