110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 |
選課分析
本課程名額為 85人,已有53 人選讀,尚餘名額32人。
登入後可進行最愛課程追蹤 [按此登入]。
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
基本資料
必修課,學分數:0-3
上課時間:四/2,3,4[M143]
修課班級:財金系3A
修課年級:年級以上
選課備註:
教師與教學助理
授課教師:郭一棟
大班TA或教學助理:尚無資料
Office Houranytime
授課大綱
授課大綱:開啟授課大綱(授課計畫表)
(開在新視窗)
參考書目
Hull J. C., 2022, “Fundamentals of Futures and Options Markets”, Nineth Edition, Prentice-Hall, ISBN: 978-0134083247
開課紀錄
您可查詢過去本課程開課紀錄。 衍生性金融商品(二)歷史開課紀錄查詢