111年第1學期-1507 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
Mid-Term Exam	40
Final Exam	40
Presentation	10
Attendance	10

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.

基本資料

必修課，學分數：3-0
上課時間：一/5,6,7[M120]
修課班級：財金系3A
修課年級：年級以上
選課備註：

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