111年第1學期-1507 衍生性金融商品(一) 課程資訊

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評分方式

評分項目 配分比例 說明
Mid-Term Exam 40
Final Exam 40
Presentation 10
Attendance 10

選課分析

本課程名額為 85人,已有73 人選讀,尚餘名額12人。

授課教師

賀惠玲

教育目標

On successful completion of the course unit students will be familiar with different ranges of financial derivatives and their markets, understand how the financial derivatives are priced and hedged, and demonstrate how they can be used as a investment vehicle. The course of futures and options covers mechanics, functions, pricing, and hedging of these products. Students are required to make presentation and write assignment and take two exams for this course.

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.

課程資訊

參考書目

教科書:自編教材
參考書:Hull J. C., 2012, “Options, Futures, and Other Derivatives”, Eighth Edition, Prentice-Hall, ISBN-10:0-273-75907-8